Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,890 : : Positions : : 13,106 10,847 850 1,130 985 570 0 1 66 2,342 1,940 : : : : Changes from: June 29, 2021 : : 242 221 27 21 126 45 0 0 -42 -6 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 60.6 4.8 6.3 5.5 3.2 0.0 0.0 0.4 13.1 10.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . 4 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 30,548 : : Positions : : 16,896 26,915 5,918 75 1,456 25 369 101 4,414 0 1,551 : : : : Changes from: June 29, 2021 : : -421 -2,022 120 0 -44 -25 233 -233 -1,499 -3 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 88.1 19.4 0.2 4.8 0.1 1.2 0.3 14.4 0.0 5.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 . . . . . . 6 0 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 27,885 : : Positions : : 20,655 23,996 1,018 434 2,362 422 0 153 2,675 495 430 : : : : Changes from: June 29, 2021 : : -1,154 -1,413 -221 -757 340 -75 0 0 -385 325 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 86.1 3.7 1.6 8.5 1.5 0.0 0.5 9.6 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 145,181 : : Positions : : 95,143 107,228 4,446 11,566 22,218 16,708 0 100 4,824 2,704 1,022 : : : : Changes from: June 29, 2021 : : -4,743 -2,891 1,322 -229 -863 153 0 0 9 -61 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 73.9 3.1 8.0 15.3 11.5 0.0 0.1 3.3 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 31 . 5 7 9 0 . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 61,832 : : Positions : : 49,502 43,773 1,769 11,537 2,455 3,884 0 379 2,081 1,937 1,668 : : : : Changes from: June 29, 2021 : : -29 226 284 -59 -37 -49 0 49 93 202 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 70.8 2.9 18.7 4.0 6.3 0.0 0.6 3.4 3.1 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 16 . . . . 0 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 38,347 : : Positions : : 34,047 28,526 1,402 6,953 833 0 55 0 1,225 830 835 : : : : Changes from: June 29, 2021 : : 185 117 -25 100 0 0 0 0 297 -35 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 74.4 3.7 18.1 2.2 0.0 0.1 0.0 3.2 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 47,136 : : Positions : : 24,452 18,020 4,559 17,260 5,417 11,640 0 0 0 5,422 558 : : : : Changes from: June 29, 2021 : : -563 -255 -367 -988 504 -50 0 0 0 65 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 38.2 9.7 36.6 11.5 24.7 0.0 0.0 0.0 11.5 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 57,198 : : Positions : : 34,710 24,060 2,521 19,562 7,438 9,403 0 640 426 4,247 1,109 : : : : Changes from: June 29, 2021 : : -784 -42 -198 -1,459 849 -379 0 10 -20 106 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 42.1 4.4 34.2 13.0 16.4 0.0 1.1 0.7 7.4 1.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 20 . 5 7 8 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 69,630 : : Positions : : 40,644 28,782 25,377 33,173 1,059 0 0 0 818 5,280 1,336 : : : : Changes from: June 29, 2021 : : -1,557 -1,227 -645 -1,116 0 0 0 0 -130 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 41.3 36.4 47.6 1.5 0.0 0.0 0.0 1.2 7.6 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 89,710 : : Positions : : 56,389 31,397 29,287 49,657 1,152 50 50 0 996 5,989 1,455 : : : : Changes from: June 29, 2021 : : -2,158 -1,515 -820 -1,803 -105 0 -50 0 -32 151 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 35.0 32.6 55.4 1.3 0.1 0.1 0.0 1.1 6.7 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 15 5 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 30,051 : : Positions : : 19,015 27,379 8,844 0 1,978 0 0 0 131 0 68 : : : : Changes from: June 29, 2021 : : 45 -15 -60 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 91.1 29.4 0.0 6.6 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 29,928 : : Positions : : 24,547 12,655 715 12,943 3,880 0 350 0 550 100 0 : : : : Changes from: June 29, 2021 : : 25 275 170 -80 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 42.3 2.4 43.2 13.0 0.0 1.2 0.0 1.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,210 : : Positions : : 20,687 24,917 5,660 1,303 2,800 0 0 0 0 165 25 : : : : Changes from: June 29, 2021 : : 60 180 0 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 85.3 19.4 4.5 9.6 0.0 0.0 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 129,112 : : Positions : : 80,587 66,376 8,608 27,194 20,753 11,529 856 707 2,528 9,109 3,593 : : : : Changes from: June 29, 2021 : : -323 -295 436 228 -335 -107 75 1 65 -104 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 51.4 6.7 21.1 16.1 8.9 0.7 0.5 2.0 7.1 2.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 39 33 . 5 5 5 . . 10 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 29,167 : : Positions : : 15,332 19,730 10,136 6,240 2,597 0 600 0 300 0 0 : : : : Changes from: June 29, 2021 : : 0 180 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 67.6 34.8 21.4 8.9 0.0 2.1 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 27,049 : : Positions : : 14,749 17,717 9,936 7,470 1,262 0 600 0 300 0 0 : : : : Changes from: June 29, 2021 : : 145 -375 -60 460 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 65.5 36.7 27.6 4.7 0.0 2.2 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 41,856 : : Positions : : 16,781 24,907 19,978 2,049 5,012 50 8,338 0 0 1,550 0 : : : : Changes from: June 29, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 59.5 47.7 4.9 12.0 0.1 19.9 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 36,046 : : Positions : : 15,507 22,563 14,920 1,161 5,584 0 5,188 0 0 1,550 0 : : : : Changes from: June 29, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 62.6 41.4 3.2 15.5 0.0 14.4 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 75,024 : : Positions : : 53,115 39,030 0 19,717 12,055 5,813 0 0 1,980 1,880 1,470 : : : : Changes from: June 29, 2021 : : -150 -300 0 300 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 52.0 0.0 26.3 16.1 7.7 0.0 0.0 2.6 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 0 6 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 35,498 : : Positions : : 24,252 33,361 9,354 0 1,494 0 0 0 200 0 0 : : : : Changes from: June 29, 2021 : : -95 -70 15 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 94.0 26.4 0.0 4.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 47,035 : : Positions : : 37,212 29,862 1,328 10,399 6,116 1,868 350 0 0 308 0 : : : : Changes from: June 29, 2021 : : -152 317 190 -269 -41 10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 63.5 2.8 22.1 13.0 4.0 0.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 50,636 : : Positions : : 34,015 44,807 11,568 3,669 1,720 0 70 0 2,634 0 10 : : : : Changes from: June 29, 2021 : : -1,919 -2,715 -470 170 -175 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 88.5 22.8 7.2 3.4 0.0 0.1 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 57,046 : : Positions : : 38,818 45,753 11,756 8,354 2,430 0 180 0 3,432 0 119 : : : : Changes from: June 29, 2021 : : -2,793 -4,022 -506 165 -170 0 0 0 -548 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 80.2 20.6 14.6 4.3 0.0 0.3 0.0 6.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 12 4 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 90,124 : : Positions : : 69,001 79,474 15,738 4,854 1,327 35 182 65 761 749 1,571 : : : : Changes from: June 29, 2021 : : -416 -1,387 -182 73 -55 35 -156 -40 34 -25 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 88.2 17.5 5.4 1.5 0.0 0.2 0.1 0.8 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 24 7 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 114,882 : : Positions : : 88,907 100,459 17,344 6,534 1,906 729 772 299 2,556 2,494 1,827 : : : : Changes from: June 29, 2021 : : 502 257 -59 140 -86 -130 -197 2 -667 116 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 87.4 15.1 5.7 1.7 0.6 0.7 0.3 2.2 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 26 7 . 4 4 4 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 66,564 : : Positions : : 49,436 57,634 11,846 0 2,721 0 1,715 60 1,646 3,784 525 : : : : Changes from: June 29, 2021 : : 84 59 -213 0 75 0 0 0 -2 35 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 86.6 17.8 0.0 4.1 0.0 2.6 0.1 2.5 5.7 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 53,126 : : Positions : : 37,130 48,551 14,201 209 860 0 1 150 75 2,595 710 : : : : Changes from: June 29, 2021 : : 5 -45 0 75 -45 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 91.4 26.7 0.4 1.6 0.0 0.0 0.3 0.1 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 9 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 44,759 : : Positions : : 25,239 37,539 12,304 150 5,940 0 0 0 0 872 120 : : : : Changes from: June 29, 2021 : : -450 -1,866 -1,631 -19 60 0 0 0 0 -114 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 83.9 27.5 0.3 13.3 0.0 0.0 0.0 0.0 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 48,275 : : Positions : : 31,647 39,984 11,097 1,648 2,993 675 2,250 0 1,076 815 168 : : : : Changes from: June 29, 2021 : : -720 -951 -140 475 -450 0 -75 0 203 -140 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 82.8 23.0 3.4 6.2 1.4 4.7 0.0 2.2 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 18,074 : : Positions : : 9,262 14,439 7,441 681 720 0 1,410 0 150 766 0 : : : : Changes from: June 29, 2021 : : -577 -1,021 -701 -80 76 0 -155 0 0 -41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 79.9 41.2 3.8 4.0 0.0 7.8 0.0 0.8 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 16,289 : : Positions : : 8,127 13,489 6,661 940 842 0 300 0 50 680 0 : : : : Changes from: June 29, 2021 : : -424 -953 -651 -80 70 0 -50 0 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 82.8 40.9 5.8 5.2 0.0 1.8 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 23,081 : : Positions : : 18,086 15,460 2,746 6,758 192 426 40 40 956 0 142 : : : : Changes from: June 29, 2021 : : -987 -1,117 -16 -178 -4 0 10 -10 -199 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 67.0 11.9 29.3 0.8 1.8 0.2 0.2 4.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 14,681 : : Positions : : 11,738 12,430 1,777 1,627 70 0 0 0 488 70 80 : : : : Changes from: June 29, 2021 : : -864 -920 -1 -32 0 0 0 0 -103 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 84.7 12.1 11.1 0.5 0.0 0.0 0.0 3.3 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 37,270 : : Positions : : 22,552 18,283 8,210 11,410 1,609 1,300 4,518 50 1,955 410 735 : : : : Changes from: June 29, 2021 : : -1,596 -1,284 -674 -1,108 -434 -250 -271 0 -348 -184 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 49.1 22.0 30.6 4.3 3.5 12.1 0.1 5.2 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,314 : : Positions : : 15,263 7,363 2,018 8,911 1,629 400 2,675 0 820 0 571 : : : : Changes from: June 29, 2021 : : -1,534 32 95 -1,471 -50 -100 -110 0 -46 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 34.5 9.5 41.8 7.6 1.9 12.6 0.0 3.8 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,778 : : Positions : : 5,341 15,078 8,391 0 263 9 0 248 1,429 25 54 : : : : Changes from: June 29, 2021 : : -206 -603 -388 0 0 0 0 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 95.6 53.2 0.0 1.7 0.1 0.0 1.6 9.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 19,164 : : Positions : : 5,826 19,164 10,737 0 0 0 0 0 2,295 0 0 : : : : Changes from: June 29, 2021 : : -320 -769 -260 0 0 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 100.0 56.0 0.0 0.0 0.0 0.0 0.0 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 0 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 13,883 : : Positions : : 3,908 6,295 7,432 5,285 1,883 0 10 70 320 180 100 : : : : Changes from: June 29, 2021 : : -267 -652 -540 -160 -42 0 10 70 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 45.3 53.5 38.1 13.6 0.0 0.1 0.5 2.3 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 49,885 : : Positions : : 18,252 43,395 25,205 3,560 2,170 600 0 0 2,420 0 740 : : : : Changes from: June 29, 2021 : : -682 -1,383 -815 5 -30 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 87.0 50.5 7.1 4.4 1.2 0.0 0.0 4.9 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 52,690 : : Positions : : 19,747 46,575 27,700 3,570 1,725 0 20 80 2,330 0 710 : : : : Changes from: June 29, 2021 : : -787 -1,413 -695 5 -30 -20 20 20 145 0 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 88.4 52.6 6.8 3.3 0.0 0.0 0.2 4.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 113,098 : : Positions : : 81,255 84,517 16,924 12,491 11,108 45 420 840 1,279 2,009 1,310 : : : : Changes from: June 29, 2021 : : -3,669 -5,518 -1,697 388 -374 -231 -220 0 -272 -507 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 74.7 15.0 11.0 9.8 0.0 0.4 0.7 1.1 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 25 4 5 6 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 124,924 : : Positions : : 88,593 94,933 15,995 8,886 15,751 239 1,498 455 1,553 995 2,011 : : : : Changes from: June 29, 2021 : : -5,871 -6,983 -1,697 399 -544 50 94 -184 -178 -1,052 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 76.0 12.8 7.1 12.6 0.2 1.2 0.4 1.2 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 28 27 4 5 6 . . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 696,112 : : Positions : : 467,817 491,899 7,486 15,063 105,350 22,202 12,846 35,148 25,440 3,509 32,113 : : : : Changes from: June 29, 2021 : : 2,081 -3,136 -4,905 1,188 1,137 706 -100 272 103 438 -456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 70.7 1.1 2.2 15.1 3.2 1.8 5.0 3.7 0.5 4.6 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 43 4 5 8 13 7 13 17 5 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,510 : : Positions : : 9,170 10,620 1,955 3,545 1,065 960 0 0 1,510 0 0 : : : : Changes from: June 29, 2021 : : -505 -440 -95 -350 -10 -25 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 68.5 12.6 22.9 6.9 6.2 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,000 : : Positions : : 7,345 7,890 1,905 2,945 1,450 260 600 0 1,175 0 0 : : : : Changes from: June 29, 2021 : : -545 -440 -60 -325 -15 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 60.7 14.7 22.7 11.2 2.0 4.6 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 17,560 : : Positions : : 15,585 10,870 0 3,600 700 0 165 0 70 745 180 : : : : Changes from: June 29, 2021 : : -1,815 -310 -125 -1,040 425 0 -185 0 -50 -700 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 61.9 0.0 20.5 4.0 0.0 0.9 0.0 0.4 4.2 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 0 . . 0 . 0 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 30,779 : : Positions : : 23,232 22,671 4,437 2,408 2,590 0 0 0 285 2,920 165 : : : : Changes from: June 29, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 73.7 14.4 7.8 8.4 0.0 0.0 0.0 0.9 9.5 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . 5 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 23,895 : : Positions : : 13,850 16,795 3,750 4,370 2,550 1,850 0 0 1,475 0 0 : : : : Changes from: June 29, 2021 : : 0 -400 -400 500 50 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 70.3 15.7 18.3 10.7 7.7 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 88,943 : : Positions : : 65,925 57,987 11,299 16,789 1,709 0 5,157 300 2,750 0 0 : : : : Changes from: June 29, 2021 : : 640 780 140 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 65.2 12.7 18.9 1.9 0.0 5.8 0.3 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 69,031 : : Positions : : 49,452 38,711 8,288 17,291 1,399 0 4,162 60 2,450 0 0 : : : : Changes from: June 29, 2021 : : 985 1,195 120 -90 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 56.1 12.0 25.0 2.0 0.0 6.0 0.1 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 41,057 : : Positions : : 23,130 17,085 7,957 13,211 474 4,150 4,254 1,520 82 649 540 : : : : Changes from: June 29, 2021 : : 60 310 250 0 -44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 41.6 19.4 32.2 1.2 10.1 10.4 3.7 0.2 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 29,257 : : Positions : : 16,526 11,238 8,549 6,590 493 300 6,715 720 0 822 336 : : : : Changes from: June 29, 2021 : : 0 310 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 38.4 29.2 22.5 1.7 1.0 23.0 2.5 0.0 2.8 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 23,277 : : Positions : : 15,642 9,887 3,325 3,381 1,094 0 5,991 0 114 0 0 : : : : Changes from: June 29, 2021 : : 0 -250 -250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 42.5 14.3 14.5 4.7 0.0 25.7 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,311 : : Positions : : 11,210 6,391 6,630 1,540 185 0 10,020 400 0 35 75 : : : : Changes from: June 29, 2021 : : -40 -100 -50 -50 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 31.5 32.6 7.6 0.9 0.0 49.3 2.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 100,740 : : Positions : : 25,487 41,591 40,141 40,175 3,620 16,960 1,250 0 650 0 620 : : : : Changes from: June 29, 2021 : : 795 1,135 940 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 41.3 39.8 39.9 3.6 16.8 1.2 0.0 0.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 96,912 : : Positions : : 24,902 41,641 33,694 36,345 3,290 17,335 1,250 0 3,738 305 396 : : : : Changes from: June 29, 2021 : : 340 1,280 -2,060 600 0 0 0 0 3,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 43.0 34.8 37.5 3.4 17.9 1.3 0.0 3.9 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 29,662 : : Positions : : 22,367 7,455 55 1,217 2,240 0 11,480 50 1,020 3,005 0 : : : : Changes from: June 29, 2021 : : 0 0 0 100 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 25.1 0.2 4.1 7.6 0.0 38.7 0.2 3.4 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 29,337 : : Positions : : 22,217 7,495 105 1,302 2,165 0 11,430 50 1,020 2,830 0 : : : : Changes from: June 29, 2021 : : 0 0 0 100 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 25.5 0.4 4.4 7.4 0.0 39.0 0.2 3.5 9.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 57,040 : : Positions : : 16,772 45,302 21,700 9,195 60 10,960 0 0 4,975 0 0 : : : : Changes from: June 29, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 79.4 38.0 16.1 0.1 19.2 0.0 0.0 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 59,724 : : Positions : : 17,185 46,274 24,999 7,640 80 10,610 0 0 4,660 3,600 0 : : : : Changes from: June 29, 2021 : : 600 0 3,000 0 0 0 0 0 0 3,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 77.5 41.9 12.8 0.1 17.8 0.0 0.0 7.8 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,545 : : Positions : : 20,635 48,010 16,790 1,470 2,555 2,305 600 185 9,515 0 35 : : : : Changes from: June 29, 2021 : : 175 -155 -400 -70 430 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 88.0 30.8 2.7 4.7 4.2 1.1 0.3 17.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 48,875 : : Positions : : 18,185 42,245 16,780 1,680 2,070 2,205 600 210 6,615 0 385 : : : : Changes from: June 29, 2021 : : 180 -150 -400 -70 430 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 86.4 34.3 3.4 4.2 4.5 1.2 0.4 13.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 88,760 : : Positions : : 34,515 75,245 19,970 4,280 2,985 21,715 300 1,090 3,580 275 1,275 : : : : Changes from: June 29, 2021 : : 0 -20 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 84.8 22.5 4.8 3.4 24.5 0.3 1.2 4.0 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 85,585 : : Positions : : 34,020 72,155 19,550 4,280 3,080 21,365 600 1,090 2,260 275 1,275 : : : : Changes from: June 29, 2021 : : 0 -20 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 84.3 22.8 5.0 3.6 25.0 0.7 1.3 2.6 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 62,970 : : Positions : : 35,937 27,755 2,429 22,320 20 13,735 780 1,945 1,430 2,755 825 : : : : Changes from: June 29, 2021 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 44.1 3.9 35.4 0.0 21.8 1.2 3.1 2.3 4.4 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,543 : : Positions : : 31,318 27,750 2,369 15,774 20 10,035 780 1,945 1,070 810 1,055 : : : : Changes from: June 29, 2021 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 50.9 4.3 28.9 0.0 18.4 1.4 3.6 2.0 1.5 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 237,650 : : Positions : : 130,953 101,370 40,396 8,204 6,898 0 49,864 440 470 12,348 286 : : : : Changes from: June 29, 2021 : : -1,405 2,365 5,140 1,370 -1,272 0 100 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 42.7 17.0 3.5 2.9 0.0 21.0 0.2 0.2 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 215,211 : : Positions : : 124,703 94,897 27,845 2,984 7,952 0 45,240 570 445 9,902 1,253 : : : : Changes from: June 29, 2021 : : -1,430 2,340 5,140 1,370 -1,442 0 100 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 44.1 12.9 1.4 3.7 0.0 21.0 0.3 0.2 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 24 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 53,092 : : Positions : : 15,538 29,390 14,408 4,246 10,983 4,650 0 1,193 0 1,155 10 : : : : Changes from: June 29, 2021 : : 0 175 0 -160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 55.4 27.1 8.0 20.7 8.8 0.0 2.2 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 45,240 : : Positions : : 12,195 25,930 11,976 1,806 8,194 4,215 0 1,330 0 890 10 : : : : Changes from: June 29, 2021 : : 0 175 0 -175 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 57.3 26.5 4.0 18.1 9.3 0.0 2.9 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 50,068 : : Positions : : 23,390 27,005 4,610 1,955 11,270 3,450 3,910 648 1,105 0 0 : : : : Changes from: June 29, 2021 : : -50 300 300 -65 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 53.9 9.2 3.9 22.5 6.9 7.8 1.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 50,797 : : Positions : : 16,614 29,055 1,525 2,594 8,375 16,395 4,005 48 1,105 0 0 : : : : Changes from: June 29, 2021 : : -100 300 300 -100 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 57.2 3.0 5.1 16.5 32.3 7.9 0.1 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 246,749 : : Positions : : 130,656 149,051 7,244 12,576 35,178 24,869 0 2,755 36 1,372 1,178 : : : : Changes from: June 29, 2021 : : 1,125 -215 1,175 3,215 -2,140 625 0 -25 36 -39 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 60.4 2.9 5.1 14.3 10.1 0.0 1.1 0.0 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 . . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 6, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 184,889 : : Positions : : 99,632 107,428 5,417 10,624 21,431 13,215 0 8,970 960 917 1,190 : : : : Changes from: June 29, 2021 : : 1,320 1,945 792 692 -444 600 0 0 -85 15 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 58.1 2.9 5.7 11.6 7.1 0.0 4.9 0.5 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 4 . 4 4 0 . . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated July 09, 2021