Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 18,860 : : Positions : : 13,942 10,951 789 1,113 1,075 736 0 1 78 3,321 1,901 : : : : Changes from: July 6, 2021 : : 836 104 -62 -17 90 166 0 0 12 980 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 58.1 4.2 5.9 5.7 3.9 0.0 0.0 0.4 17.6 10.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . 4 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 30,787 : : Positions : : 17,189 26,944 5,954 100 1,456 0 419 101 4,243 3 1,736 : : : : Changes from: July 6, 2021 : : 293 29 36 25 0 -25 50 0 -171 3 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 87.5 19.3 0.3 4.7 0.0 1.4 0.3 13.8 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 . . . 0 . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 28,240 : : Positions : : 20,710 24,121 1,093 509 2,412 422 0 153 2,625 345 655 : : : : Changes from: July 6, 2021 : : 55 125 75 75 50 0 0 0 -50 -150 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 85.4 3.9 1.8 8.5 1.5 0.0 0.5 9.3 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 145,890 : : Positions : : 95,726 106,036 3,605 13,227 22,809 16,813 0 100 5,290 2,769 812 : : : : Changes from: July 6, 2021 : : 583 -1,192 -841 1,661 591 105 0 0 466 65 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 72.7 2.5 9.1 15.6 11.5 0.0 0.1 3.6 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 32 . 5 7 10 0 . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 59,283 : : Positions : : 47,576 41,125 1,683 11,749 2,364 3,756 0 486 1,879 1,979 1,489 : : : : Changes from: July 6, 2021 : : -1,926 -2,648 -86 212 -91 -128 0 107 -202 42 -179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 69.4 2.8 19.8 4.0 6.3 0.0 0.8 3.2 3.3 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 16 . . . 4 0 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 36,971 : : Positions : : 32,768 27,465 1,373 7,091 795 0 0 0 1,225 780 805 : : : : Changes from: July 6, 2021 : : -1,279 -1,061 -29 138 -38 0 -55 0 0 -50 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 74.3 3.7 19.2 2.2 0.0 0.0 0.0 3.3 2.1 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 47,128 : : Positions : : 24,477 18,102 4,534 17,153 5,412 11,640 0 0 0 5,442 675 : : : : Changes from: July 6, 2021 : : 25 82 -25 -107 -5 0 0 0 0 20 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 38.4 9.6 36.4 11.5 24.7 0.0 0.0 0.0 11.5 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 57,582 : : Positions : : 35,077 23,839 2,396 20,013 7,610 9,446 0 645 296 4,217 1,146 : : : : Changes from: July 6, 2021 : : 367 -221 -125 451 172 43 0 5 -130 -30 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 41.4 4.2 34.8 13.2 16.4 0.0 1.1 0.5 7.3 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 23 . 5 7 8 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 69,936 : : Positions : : 40,802 29,110 25,472 33,148 1,059 50 0 0 821 5,280 1,336 : : : : Changes from: July 6, 2021 : : 158 328 95 -25 0 50 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 41.6 36.4 47.4 1.5 0.1 0.0 0.0 1.2 7.5 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 14 5 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 89,950 : : Positions : : 56,524 31,638 29,407 49,631 1,127 60 100 0 996 5,989 1,455 : : : : Changes from: July 6, 2021 : : 135 241 120 -26 -25 10 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 35.2 32.7 55.2 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 13, 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 28,976 : : Positions : : 18,524 26,364 8,393 0 1,978 0 0 0 0 2 66 : : : : Changes from: July 6, 2021 : : -491 -1,015 -451 0 0 0 0 0 -131 2 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 91.0 29.0 0.0 6.8 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 5 0 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 28,616 : : Positions : : 23,185 12,780 740 11,561 3,975 0 300 0 500 0 0 : : : : Changes from: July 6, 2021 : : -1,362 125 25 -1,382 95 0 -50 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 44.7 2.6 40.4 13.9 0.0 1.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 28,359 : : Positions : : 20,562 24,167 5,060 1,317 2,685 0 0 0 0 170 20 : : : : Changes from: July 6, 2021 : : -125 -750 -600 14 -115 0 0 0 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 85.2 17.8 4.6 9.5 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 13, 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 124,455 : : Positions : : 76,297 62,378 9,257 27,979 20,105 11,415 922 707 2,225 8,366 3,644 : : : : Changes from: July 6, 2021 : : -4,289 -3,998 649 785 -648 -114 66 0 -303 -743 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 50.1 7.4 22.5 16.2 9.2 0.7 0.6 1.8 6.7 2.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 32 . 5 5 5 . 4 10 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 27,321 : : Positions : : 13,511 18,107 10,284 6,180 2,434 0 600 0 300 0 0 : : : : Changes from: July 6, 2021 : : -1,821 -1,623 148 -60 -163 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 66.3 37.6 22.6 8.9 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 13, 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 25,416 : : Positions : : 13,136 16,157 10,009 7,480 1,179 0 600 0 300 0 0 : : : : Changes from: July 6, 2021 : : -1,613 -1,560 73 10 -83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 63.6 39.4 29.4 4.6 0.0 2.4 0.0 1.2 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 13, 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 40,168 : : Positions : : 15,918 23,267 19,280 2,123 4,890 50 8,338 0 0 1,550 0 : : : : Changes from: July 6, 2021 : : -863 -1,640 -698 74 -122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 57.9 48.0 5.3 12.2 0.1 20.8 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 35,183 : : Positions : : 14,969 21,748 14,772 1,285 5,412 0 5,188 0 0 1,550 0 : : : : Changes from: July 6, 2021 : : -538 -815 -148 124 -172 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 61.8 42.0 3.7 15.4 0.0 14.7 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 71,451 : : Positions : : 49,634 36,647 12 18,761 11,956 5,813 0 0 1,990 1,795 1,460 : : : : Changes from: July 6, 2021 : : -3,481 -2,383 12 -956 -99 0 0 0 10 -85 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 51.3 0.0 26.3 16.7 8.1 0.0 0.0 2.8 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 . 5 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 33,390 : : Positions : : 22,722 31,310 8,881 0 1,494 0 0 0 100 0 0 : : : : Changes from: July 6, 2021 : : -1,530 -2,051 -473 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 93.8 26.6 0.0 4.5 0.0 0.0 0.0 0.3 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 13, 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 46,098 : : Positions : : 35,944 29,975 1,283 9,103 6,562 1,843 300 0 0 148 0 : : : : Changes from: July 6, 2021 : : -1,268 113 -45 -1,296 446 -25 -50 0 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 65.0 2.8 19.7 14.2 4.0 0.7 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 50,708 : : Positions : : 34,057 44,879 11,588 3,669 1,720 0 70 0 2,644 0 10 : : : : Changes from: July 6, 2021 : : 42 72 20 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 88.5 22.9 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 13, 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 57,285 : : Positions : : 38,862 45,832 11,927 8,504 2,430 0 190 0 3,456 0 119 : : : : Changes from: July 6, 2021 : : 44 79 171 150 0 0 10 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 80.0 20.8 14.8 4.2 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 13, 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 86,291 : : Positions : : 65,517 77,967 15,675 4,834 1,261 35 227 30 1,670 527 1,370 : : : : Changes from: July 6, 2021 : : -3,484 -1,507 -63 -20 -66 0 45 -35 909 -222 -201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 90.4 18.2 5.6 1.5 0.0 0.3 0.0 1.9 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 24 6 . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 110,506 : : Positions : : 86,040 98,829 17,110 6,515 1,755 754 773 133 2,864 768 1,350 : : : : Changes from: July 6, 2021 : : -2,867 -1,631 -234 -19 -151 25 1 -166 308 -1,726 -477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 89.4 15.5 5.9 1.6 0.7 0.7 0.1 2.6 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 20 27 7 . 4 4 4 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 61,901 : : Positions : : 45,745 54,611 11,224 0 2,721 0 1,159 60 1,576 2,714 520 : : : : Changes from: July 6, 2021 : : -3,691 -3,023 -622 0 0 0 -556 0 -70 -1,070 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 88.2 18.1 0.0 4.4 0.0 1.9 0.1 2.5 4.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 50,700 : : Positions : : 35,294 46,486 13,706 304 765 150 0 0 75 2,435 710 : : : : Changes from: July 6, 2021 : : -1,836 -2,065 -495 95 -95 150 -1 -150 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 91.7 27.0 0.6 1.5 0.3 0.0 0.0 0.1 4.8 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 8 . . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 44,764 : : Positions : : 25,249 37,544 12,299 150 5,940 0 0 0 0 872 120 : : : : Changes from: July 6, 2021 : : 10 5 -5 0 0 0 0 0 0 0 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 13, 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 48,461 : : Positions : : 31,752 40,161 11,188 1,648 2,993 675 2,250 0 1,076 829 168 : : : : Changes from: July 6, 2021 : : 105 177 91 0 0 0 0 0 0 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 82.9 23.1 3.4 6.2 1.4 4.6 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 13, 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 7,416 681 720 0 1,410 0 175 766 0 : : : : Changes from: July 6, 2021 : : 0 0 -25 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 79.9 41.0 3.8 4.0 0.0 7.8 0.0 1.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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: July 6, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 13, 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 23,741 : : Positions : : 18,726 15,976 2,746 6,963 182 426 40 40 981 0 142 : : : : Changes from: July 6, 2021 : : 640 516 0 205 -10 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 67.3 11.6 29.3 0.8 1.8 0.2 0.2 4.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 15,401 : : Positions : : 12,458 13,150 1,777 1,627 70 0 0 0 488 70 80 : : : : Changes from: July 6, 2021 : : 720 720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 85.4 11.5 10.6 0.5 0.0 0.0 0.0 3.2 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 37,707 : : Positions : : 23,092 18,723 8,176 11,276 1,570 1,300 4,518 50 1,920 585 735 : : : : Changes from: July 6, 2021 : : 540 440 -34 -134 -39 0 0 0 -35 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 49.7 21.7 29.9 4.2 3.4 12.0 0.1 5.1 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 20 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 21,815 : : Positions : : 15,709 7,879 2,018 8,841 1,684 400 2,675 0 820 0 571 : : : : Changes from: July 6, 2021 : : 446 516 0 -70 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 36.1 9.3 40.5 7.7 1.8 12.3 0.0 3.8 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 15,870 : : Positions : : 5,268 15,133 8,406 0 263 51 0 281 1,504 25 54 : : : : Changes from: July 6, 2021 : : -73 55 15 0 0 42 0 33 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 95.4 53.0 0.0 1.7 0.3 0.0 1.8 9.5 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 4 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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: July 6, 2021 : : 0 0 0 0 0 0 0 0 0 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 13, 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 13,880 : : Positions : : 3,908 6,575 7,627 5,200 1,685 0 10 70 320 180 100 : : : : Changes from: July 6, 2021 : : 0 280 195 -85 -198 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 47.4 54.9 37.5 12.1 0.0 0.1 0.5 2.3 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 5 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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: July 6, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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: July 6, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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 113,588 : : Positions : : 81,960 84,952 16,549 12,406 11,223 45 370 890 1,279 2,009 1,310 : : : : Changes from: July 6, 2021 : : 705 435 -375 -85 115 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 74.8 14.6 10.9 9.9 0.0 0.3 0.8 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 13, 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 126,095 : : Positions : : 89,761 95,747 15,292 8,850 16,001 299 1,223 717 1,620 1,044 2,069 : : : : Changes from: July 6, 2021 : : 1,168 814 -703 -36 250 60 -275 262 67 49 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.9 12.1 7.0 12.7 0.2 1.0 0.6 1.3 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 29 27 . 6 6 . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 703,733 : : Positions : : 472,957 495,749 5,481 16,089 106,857 22,769 12,203 36,077 25,862 3,646 32,479 : : : : Changes from: July 6, 2021 : : 5,140 3,850 -2,005 1,026 1,507 567 -644 929 422 137 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 70.4 0.8 2.3 15.2 3.2 1.7 5.1 3.7 0.5 4.6 : : : : Number of Traders in Each Category Total Traders: 97 : : 42 44 4 5 8 13 7 13 16 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 15,650 : : Positions : : 9,370 10,620 1,955 3,745 1,065 960 0 0 1,510 0 0 : : : : Changes from: July 6, 2021 : : 200 0 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 67.9 12.5 23.9 6.8 6.1 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 13,165 : : Positions : : 7,545 7,890 1,925 3,105 1,455 260 600 0 1,175 0 0 : : : : Changes from: July 6, 2021 : : 200 0 20 160 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.9 14.6 23.6 11.1 2.0 4.6 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 15,380 : : Positions : : 13,840 9,775 0 3,290 460 0 250 10 225 1,155 155 : : : : Changes from: July 6, 2021 : : -1,745 -1,095 0 -310 -240 0 85 10 155 410 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 63.6 0.0 21.4 3.0 0.0 1.6 0.1 1.5 7.5 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 0 . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 27,964 : : Positions : : 21,117 20,009 4,062 2,578 2,265 0 0 0 285 2,920 165 : : : : Changes from: July 6, 2021 : : -2,115 -2,662 -375 170 -325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 71.6 14.5 9.2 8.1 0.0 0.0 0.0 1.0 10.4 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . . 5 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 22,020 : : Positions : : 12,425 15,450 3,625 3,840 2,550 1,800 0 0 1,200 0 0 : : : : Changes from: July 6, 2021 : : -1,425 -1,345 -125 -530 0 -50 0 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 70.2 16.5 17.4 11.6 8.2 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 85,392 : : Positions : : 63,123 55,989 11,125 16,204 1,709 0 4,491 300 2,475 0 0 : : : : Changes from: July 6, 2021 : : -2,802 -1,998 -174 -585 0 0 -666 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 65.6 13.0 19.0 2.0 0.0 5.3 0.4 2.9 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 13, 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 66,297 : : Positions : : 47,582 37,666 8,200 16,636 1,399 0 3,646 60 2,190 0 0 : : : : Changes from: July 6, 2021 : : -1,870 -1,045 -88 -655 0 0 -516 0 -260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 56.8 12.4 25.1 2.1 0.0 5.5 0.1 3.3 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 13, 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 38,503 : : Positions : : 21,337 16,028 7,553 12,466 479 4,360 4,064 1,260 22 594 540 : : : : Changes from: July 6, 2021 : : -1,793 -1,057 -404 -745 5 210 -190 -260 -60 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 41.6 19.6 32.4 1.2 11.3 10.6 3.3 0.1 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 27,250 : : Positions : : 15,569 10,488 7,901 6,240 504 250 6,050 720 6 728 330 : : : : Changes from: July 6, 2021 : : -957 -750 -648 -350 11 -50 -665 0 6 -94 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 38.5 29.0 22.9 1.8 0.9 22.2 2.6 0.0 2.7 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 21,817 : : Positions : : 14,604 9,132 3,162 3,088 987 0 5,826 0 110 0 0 : : : : Changes from: July 6, 2021 : : -1,038 -755 -163 -293 -107 0 -165 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 41.9 14.5 14.2 4.5 0.0 26.7 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 13, 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 19,696 : : Positions : : 10,900 5,991 6,375 1,500 200 0 9,850 400 0 35 75 : : : : Changes from: July 6, 2021 : : -310 -400 -255 -40 15 0 -170 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 30.4 32.4 7.6 1.0 0.0 50.0 2.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 97,660 : : Positions : : 25,320 41,169 39,156 38,630 3,625 16,240 1,200 0 467 0 620 : : : : Changes from: July 6, 2021 : : -167 -422 -985 -1,545 5 -720 -50 0 -183 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 42.2 40.1 39.6 3.7 16.6 1.2 0.0 0.5 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 13, 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 95,368 : : Positions : : 24,850 40,994 31,547 35,355 3,700 16,590 1,200 0 4,918 250 396 : : : : Changes from: July 6, 2021 : : -52 -647 -2,147 -990 410 -745 -50 0 1,180 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 43.0 33.1 37.1 3.9 17.4 1.3 0.0 5.2 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 13, 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 28,041 : : Positions : : 20,982 7,221 105 906 2,190 0 10,850 0 970 2,795 0 : : : : Changes from: July 6, 2021 : : -1,385 -234 50 -311 -50 0 -630 -50 -50 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 25.8 0.4 3.2 7.8 0.0 38.7 0.0 3.5 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 27,741 : : Positions : : 20,832 7,261 155 966 2,115 0 10,800 0 970 2,645 0 : : : : Changes from: July 6, 2021 : : -1,385 -234 50 -336 -50 0 -630 -50 -50 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 26.2 0.6 3.5 7.6 0.0 38.9 0.0 3.5 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 52,297 : : Positions : : 15,943 41,123 19,620 8,690 60 9,530 0 0 4,665 0 0 : : : : Changes from: July 6, 2021 : : -829 -4,179 -2,080 -505 0 -1,430 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 78.6 37.5 16.6 0.1 18.2 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 56,236 : : Positions : : 16,557 41,876 23,919 7,395 80 9,180 0 0 4,355 4,800 0 : : : : Changes from: July 6, 2021 : : -628 -4,398 -1,080 -245 0 -1,430 0 0 -305 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 74.5 42.5 13.1 0.1 16.3 0.0 0.0 7.7 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 51,470 : : Positions : : 19,410 45,440 15,755 1,370 2,195 2,145 575 185 9,090 0 35 : : : : Changes from: July 6, 2021 : : -1,225 -2,570 -1,035 -100 -360 -160 -25 0 -425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 88.3 30.6 2.7 4.3 4.2 1.1 0.4 17.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 46,545 : : Positions : : 17,220 40,445 16,045 1,550 1,780 2,070 575 210 6,340 0 385 : : : : Changes from: July 6, 2021 : : -965 -1,800 -735 -130 -290 -135 -25 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 86.9 34.5 3.3 3.8 4.4 1.2 0.5 13.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 84,065 : : Positions : : 32,385 71,020 18,920 4,290 2,975 20,840 275 940 3,280 150 1,275 : : : : Changes from: July 6, 2021 : : -2,130 -4,225 -1,050 10 -10 -875 -25 -150 -300 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 84.5 22.5 5.1 3.5 24.8 0.3 1.1 3.9 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 81,185 : : Positions : : 31,915 68,285 18,615 4,290 3,070 20,540 550 940 2,095 150 1,275 : : : : Changes from: July 6, 2021 : : -2,105 -3,870 -935 10 -10 -825 -50 -150 -165 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 84.1 22.9 5.3 3.8 25.3 0.7 1.2 2.6 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 59,842 : : Positions : : 34,288 26,060 2,242 21,564 20 13,205 1,015 1,710 1,380 2,615 825 : : : : Changes from: July 6, 2021 : : -1,649 -1,695 -187 -756 0 -530 235 -235 -50 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 43.5 3.7 36.0 0.0 22.1 1.7 2.9 2.3 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 51,960 : : Positions : : 30,053 26,145 2,182 15,307 20 9,605 1,015 1,710 1,025 750 1,055 : : : : Changes from: July 6, 2021 : : -1,265 -1,605 -187 -467 0 -430 235 -235 -45 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 50.3 4.2 29.5 0.0 18.5 2.0 3.3 2.0 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 229,351 : : Positions : : 125,234 100,294 42,671 7,582 5,628 0 48,330 460 345 12,084 256 : : : : Changes from: July 6, 2021 : : -5,719 -1,076 2,275 -622 -1,270 0 -1,534 20 -125 -264 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 43.7 18.6 3.3 2.5 0.0 21.1 0.2 0.2 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 26 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 209,170 : : Positions : : 120,555 94,342 29,484 2,322 7,030 0 43,855 600 320 9,880 1,048 : : : : Changes from: July 6, 2021 : : -4,148 -555 1,639 -662 -922 0 -1,385 30 -125 -22 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 45.1 14.1 1.1 3.4 0.0 21.0 0.3 0.2 4.7 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 24 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 51,714 : : Positions : : 15,003 29,215 13,673 3,301 11,203 4,690 0 990 0 1,045 10 : : : : Changes from: July 6, 2021 : : -535 -175 -735 -945 220 40 0 -203 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 56.5 26.4 6.4 21.7 9.1 0.0 1.9 0.0 2.0 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 13, 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 44,335 : : Positions : : 11,590 25,820 11,926 1,336 8,379 4,230 0 1,140 0 815 10 : : : : Changes from: July 6, 2021 : : -605 -110 -50 -470 185 15 0 -190 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 58.2 26.9 3.0 18.9 9.5 0.0 2.6 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 48,271 : : Positions : : 21,725 26,845 5,250 1,040 11,390 3,400 3,805 486 990 0 0 : : : : Changes from: July 6, 2021 : : -1,665 -160 640 -915 120 -50 -105 -162 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 55.6 10.9 2.2 23.6 7.0 7.9 1.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 48,890 : : Positions : : 15,364 28,035 1,400 1,904 8,360 16,070 3,915 36 990 0 0 : : : : Changes from: July 6, 2021 : : -1,250 -1,020 -125 -690 -15 -325 -90 -12 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 57.3 2.9 3.9 17.1 32.9 8.0 0.1 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 238,943 : : Positions : : 128,177 144,332 5,759 13,491 32,919 24,235 0 2,655 36 762 1,428 : : : : Changes from: July 6, 2021 : : -2,480 -4,719 -1,485 915 -2,259 -634 0 -100 0 -610 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 60.4 2.4 5.6 13.8 10.1 0.0 1.1 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 . . 6 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 13, 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 182,571 : : Positions : : 99,942 107,280 4,764 9,814 20,473 12,515 0 8,970 960 827 1,140 : : : : Changes from: July 6, 2021 : : 310 -148 -653 -810 -958 -700 0 0 0 -90 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 58.8 2.6 5.4 11.2 6.9 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 16, 2021