Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 20,004 : : Positions : : 14,628 11,689 752 1,139 1,125 765 0 1 90 3,455 2,179 : : : : Changes from: July 13, 2021 : : 685 738 -37 26 51 30 0 0 12 134 278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 58.4 3.8 5.7 5.6 3.8 0.0 0.0 0.4 17.3 10.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . 4 . 0 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 30,807 : : Positions : : 17,223 27,094 5,758 100 1,506 0 419 101 4,570 6 1,551 : : : : Changes from: July 13, 2021 : : 34 150 -196 0 50 0 0 0 327 3 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 87.9 18.7 0.3 4.9 0.0 1.4 0.3 14.8 0.0 5.0 : : : : 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 20, 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 28,295 : : Positions : : 20,850 24,093 1,043 509 2,462 422 0 153 2,537 375 658 : : : : Changes from: July 13, 2021 : : 140 -28 -50 0 50 0 0 0 -88 30 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 85.1 3.7 1.8 8.7 1.5 0.0 0.5 9.0 1.3 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 147,483 : : Positions : : 96,673 105,000 2,670 14,840 23,327 17,974 0 140 4,797 2,734 1,142 : : : : Changes from: July 13, 2021 : : 947 -1,036 -935 1,613 518 1,161 0 40 -493 -35 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 71.2 1.8 10.1 15.8 12.2 0.0 0.1 3.3 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 27 31 . 6 7 9 0 . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 60,886 : : Positions : : 48,877 41,628 1,931 12,593 2,364 3,672 0 570 1,742 1,960 1,680 : : : : Changes from: July 13, 2021 : : 1,301 503 248 844 0 -84 0 84 -137 -19 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 68.4 3.2 20.7 3.9 6.0 0.0 0.9 2.9 3.2 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 17 . . . 4 0 . 4 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 37,871 : : Positions : : 32,763 28,245 1,323 6,506 1,475 0 0 0 1,500 805 805 : : : : Changes from: July 13, 2021 : : -5 780 -50 -585 680 0 0 0 275 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 74.6 3.5 17.2 3.9 0.0 0.0 0.0 4.0 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 47,068 : : Positions : : 24,777 18,492 4,624 15,923 6,222 10,440 0 0 0 5,442 675 : : : : Changes from: July 13, 2021 : : 300 390 90 -1,230 810 -1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 39.3 9.8 33.8 13.2 22.2 0.0 0.0 0.0 11.6 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 57,396 : : Positions : : 35,145 23,888 2,456 20,106 7,240 9,494 0 655 328 4,253 1,132 : : : : Changes from: July 13, 2021 : : 68 49 60 93 -370 48 0 10 32 36 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 41.6 4.3 35.0 12.6 16.5 0.0 1.1 0.6 7.4 2.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 22 . 5 7 8 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 69,926 : : Positions : : 40,807 29,110 25,472 33,148 1,059 50 0 0 816 5,280 1,326 : : : : Changes from: July 13, 2021 : : 5 0 0 0 0 0 0 0 -5 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 41.6 36.4 47.4 1.5 0.1 0.0 0.0 1.2 7.6 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 20, 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 90,027 : : Positions : : 56,593 31,669 29,407 49,681 1,127 60 100 0 991 5,972 1,468 : : : : Changes from: July 13, 2021 : : 69 31 0 50 0 0 0 0 -5 -17 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 35.2 32.7 55.2 1.3 0.1 0.1 0.0 1.1 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 15 5 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 20, 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 28,641 : : Positions : : 23,783 13,380 740 11,561 3,400 0 300 0 500 0 0 : : : : Changes from: July 13, 2021 : : 598 600 0 0 -575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 46.7 2.6 40.4 11.9 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 20, 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 28,984 : : Positions : : 20,587 24,192 5,660 1,317 2,685 0 0 0 0 740 50 : : : : Changes from: July 13, 2021 : : 25 25 600 0 0 0 0 0 0 570 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 83.5 19.5 4.5 9.3 0.0 0.0 0.0 0.0 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 124,045 : : Positions : : 75,666 60,753 9,236 27,394 20,470 11,501 950 730 2,067 9,708 3,649 : : : : Changes from: July 13, 2021 : : -631 -1,626 -21 -585 365 86 28 22 -158 1,342 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 49.0 7.4 22.1 16.5 9.3 0.8 0.6 1.7 7.8 2.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 40 33 . 5 5 6 . . 8 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 : : 13,631 18,107 10,044 6,180 2,434 0 600 0 300 0 0 : : : : Changes from: July 13, 2021 : : 120 0 -240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 66.3 36.8 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 20, 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 : : 13,256 16,157 9,769 7,480 1,179 0 600 0 300 0 0 : : : : Changes from: July 13, 2021 : : 120 0 -240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 63.6 38.4 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 20, 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 13, 2021 : : 0 0 0 0 0 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 20, 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 13, 2021 : : 0 0 0 0 0 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 20, 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 71,536 : : Positions : : 49,569 36,402 12 18,671 11,956 5,813 0 0 2,140 2,095 1,460 : : : : Changes from: July 13, 2021 : : -65 -245 0 -90 0 0 0 0 150 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 50.9 0.0 26.1 16.7 8.1 0.0 0.0 3.0 2.9 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 20, 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 33,745 : : Positions : : 23,077 31,665 8,881 0 1,494 0 0 0 100 0 0 : : : : Changes from: July 13, 2021 : : 355 355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 93.8 26.3 0.0 4.4 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 20, 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 46,268 : : Positions : : 36,654 30,315 1,283 9,548 5,937 1,848 300 0 0 158 0 : : : : Changes from: July 13, 2021 : : 710 340 0 445 -625 5 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 65.5 2.8 20.6 12.8 4.0 0.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 51,008 : : Positions : : 33,937 45,179 11,888 3,669 1,720 0 70 0 2,764 0 10 : : : : Changes from: July 13, 2021 : : -120 300 300 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 88.6 23.3 7.2 3.4 0.0 0.1 0.0 5.4 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 20, 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 57,584 : : Positions : : 38,853 46,077 11,927 8,564 2,420 0 155 0 3,750 0 143 : : : : Changes from: July 13, 2021 : : -9 245 0 60 -10 0 -35 0 294 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 80.0 20.7 14.9 4.2 0.0 0.3 0.0 6.5 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 20, 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 87,718 : : Positions : : 66,813 79,153 15,940 4,894 1,255 35 227 30 1,350 512 1,562 : : : : Changes from: July 13, 2021 : : 1,296 1,186 265 60 -6 0 0 0 -320 -15 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 90.2 18.2 5.6 1.4 0.0 0.3 0.0 1.5 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 24 7 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 112,719 : : Positions : : 88,213 100,287 17,558 7,346 1,555 615 523 353 2,461 1,008 1,399 : : : : Changes from: July 13, 2021 : : 2,173 1,458 448 831 -200 -139 -250 220 -403 240 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 89.0 15.6 6.5 1.4 0.5 0.5 0.3 2.2 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 28 7 . 4 4 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 63,097 : : Positions : : 46,139 55,780 12,351 0 2,536 0 1,159 60 1,301 2,791 655 : : : : Changes from: July 13, 2021 : : 394 1,169 1,127 0 -185 0 0 0 -275 77 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 88.4 19.6 0.0 4.0 0.0 1.8 0.1 2.1 4.4 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 10 4 0 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 51,750 : : Positions : : 35,744 47,086 14,231 679 840 150 0 0 75 2,435 710 : : : : Changes from: July 13, 2021 : : 450 600 525 375 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 91.0 27.5 1.3 1.6 0.3 0.0 0.0 0.1 4.7 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 20, 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 44,293 : : Positions : : 25,154 37,024 11,994 150 5,940 0 0 0 0 872 120 : : : : Changes from: July 13, 2021 : : -95 -520 -305 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 83.6 27.1 0.3 13.4 0.0 0.0 0.0 0.0 2.0 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 20, 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 48,580 : : Positions : : 31,914 40,129 11,558 1,648 3,024 640 2,250 0 884 988 178 : : : : Changes from: July 13, 2021 : : 162 -32 370 0 31 -35 0 0 -192 159 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 82.6 23.8 3.4 6.2 1.3 4.6 0.0 1.8 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 18,054 : : Positions : : 9,262 14,409 7,416 681 720 0 1,410 0 175 766 0 : : : : Changes from: July 13, 2021 : : 0 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 79.8 41.1 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 20, 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 16,269 : : Positions : : 8,127 13,459 6,661 940 842 0 300 0 50 680 0 : : : : Changes from: July 13, 2021 : : 0 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 82.7 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 20, 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 23,981 : : Positions : : 19,026 16,216 2,686 6,963 182 426 40 40 981 0 142 : : : : Changes from: July 13, 2021 : : 300 240 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 67.6 11.2 29.0 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 20, 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 15,809 : : Positions : : 12,758 13,558 1,777 1,627 70 0 0 0 488 70 80 : : : : Changes from: July 13, 2021 : : 300 408 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 85.8 11.2 10.3 0.4 0.0 0.0 0.0 3.1 0.4 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 20, 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 37,983 : : Positions : : 23,071 19,002 8,216 11,006 1,827 1,300 4,518 50 2,335 595 735 : : : : Changes from: July 13, 2021 : : -21 279 40 -270 257 0 0 0 415 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 50.0 21.6 29.0 4.8 3.4 11.9 0.1 6.1 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 20 . 4 6 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 22,060 : : Positions : : 15,734 8,164 2,210 8,788 1,697 400 2,675 0 1,240 0 571 : : : : Changes from: July 13, 2021 : : 25 285 192 -53 13 0 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 37.0 10.0 39.8 7.7 1.8 12.1 0.0 5.6 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . 6 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 15,976 : : Positions : : 5,398 15,196 8,324 0 333 51 0 281 1,471 25 57 : : : : Changes from: July 13, 2021 : : 130 63 -82 0 70 0 0 0 -33 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 95.1 52.1 0.0 2.1 0.3 0.0 1.8 9.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13, 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 20, 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 13,910 : : Positions : : 3,918 6,635 7,627 5,200 1,695 40 0 40 320 180 100 : : : : Changes from: July 13, 2021 : : 10 60 0 0 10 40 -10 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 47.7 54.8 37.4 12.2 0.3 0.0 0.3 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 20, 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 49,985 : : Positions : : 18,252 43,495 25,305 3,560 2,170 600 0 0 2,420 0 740 : : : : Changes from: July 13, 2021 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 87.0 50.6 7.1 4.3 1.2 0.0 0.0 4.8 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 20, 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 53,225 : : Positions : : 19,747 47,120 28,235 3,570 1,725 0 20 80 2,330 0 710 : : : : Changes from: July 13, 2021 : : 0 545 535 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 88.5 53.0 6.7 3.2 0.0 0.0 0.2 4.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 113,607 : : Positions : : 81,993 84,755 16,419 12,846 11,154 235 395 885 1,379 1,954 1,210 : : : : Changes from: July 13, 2021 : : 33 -197 -130 440 -69 190 25 -5 100 -55 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 74.6 14.5 11.3 9.8 0.2 0.3 0.8 1.2 1.7 1.1 : : : : 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 20, 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 125,871 : : Positions : : 89,835 95,155 15,003 9,182 15,937 249 1,129 851 1,725 1,129 2,064 : : : : Changes from: July 13, 2021 : : 74 -592 -289 332 -64 -50 -94 134 105 85 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 75.6 11.9 7.3 12.7 0.2 0.9 0.7 1.4 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 28 . 6 6 . . 4 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 723,888 : : Positions : : 485,551 513,233 7,671 14,014 107,775 22,870 12,574 38,375 24,985 3,509 34,311 : : : : Changes from: July 13, 2021 : : 12,594 17,484 2,190 -2,075 918 101 371 2,298 -877 -137 1,832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 70.9 1.1 1.9 14.9 3.2 1.7 5.3 3.5 0.5 4.7 : : : : Number of Traders in Each Category Total Traders: 101 : : 44 44 4 5 8 15 6 13 18 4 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13, 2021 : : 0 0 0 0 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 20, 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 13,170 : : Positions : : 7,545 7,890 1,935 3,105 1,450 260 600 0 1,175 0 0 : : : : Changes from: July 13, 2021 : : 0 0 10 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.9 14.7 23.6 11.0 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 20, 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 15,495 : : Positions : : 13,715 9,365 100 3,120 415 0 560 50 255 1,300 110 : : : : Changes from: July 13, 2021 : : -125 -410 100 -170 -45 0 310 40 30 145 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 60.4 0.6 20.1 2.7 0.0 3.6 0.3 1.6 8.4 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 30,365 : : Positions : : 23,248 21,271 3,602 2,957 2,695 200 0 0 290 3,155 260 : : : : Changes from: July 13, 2021 : : 2,131 1,262 -460 379 430 200 0 0 5 235 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 70.1 11.9 9.7 8.9 0.7 0.0 0.0 1.0 10.4 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 22,820 : : Positions : : 13,225 16,250 3,425 3,840 2,550 2,000 0 0 1,200 0 0 : : : : Changes from: July 13, 2021 : : 800 800 -200 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 71.2 15.0 16.8 11.2 8.8 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 86,982 : : Positions : : 64,858 57,059 11,470 17,214 1,509 0 4,491 300 2,475 0 0 : : : : Changes from: July 13, 2021 : : 1,735 1,070 345 1,010 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 65.6 13.2 19.8 1.7 0.0 5.2 0.3 2.8 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 20, 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 67,474 : : Positions : : 49,149 38,468 8,545 17,746 1,359 0 3,646 60 2,190 0 0 : : : : Changes from: July 13, 2021 : : 1,567 802 345 1,110 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 57.0 12.7 26.3 2.0 0.0 5.4 0.1 3.2 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 20, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 14,763 : : Positions : : 10,610 6,460 80 7,303 462 2,840 0 150 0 0 0 : : : : Changes from: July 13, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 43.8 0.5 49.5 3.1 19.2 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 38,473 : : Positions : : 21,527 16,078 7,293 12,346 492 4,360 4,064 1,260 22 594 540 : : : : Changes from: July 13, 2021 : : 190 50 -260 -120 13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 41.8 19.0 32.1 1.3 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 20, 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 27,076 : : Positions : : 15,469 10,398 7,791 6,120 504 250 6,050 720 6 728 330 : : : : Changes from: July 13, 2021 : : -100 -90 -110 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 38.4 28.8 22.6 1.9 0.9 22.3 2.7 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 20, 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 13, 2021 : : 0 0 0 0 0 0 0 0 0 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 20, 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 20,296 : : Positions : : 11,560 6,651 6,375 1,500 200 0 9,850 400 0 35 75 : : : : Changes from: July 13, 2021 : : 660 660 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 32.8 31.4 7.4 1.0 0.0 48.5 2.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 97,665 : : Positions : : 25,325 41,169 39,156 38,635 3,625 16,240 1,200 0 467 0 620 : : : : Changes from: July 13, 2021 : : 5 0 0 5 0 0 0 0 0 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 20, 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 13, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 28,141 : : Positions : : 20,982 7,221 105 906 2,190 0 11,360 100 970 2,795 0 : : : : Changes from: July 13, 2021 : : 0 0 0 0 0 0 510 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 25.7 0.4 3.2 7.8 0.0 40.4 0.4 3.4 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 27,841 : : Positions : : 20,832 7,261 155 966 2,115 0 11,310 100 970 2,645 0 : : : : Changes from: July 13, 2021 : : 0 0 0 0 0 0 510 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 26.1 0.6 3.5 7.6 0.0 40.6 0.4 3.5 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13, 2021 : : 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 53,180 : : Positions : : 20,050 47,410 16,955 1,370 1,695 2,295 575 150 9,070 0 35 : : : : Changes from: July 13, 2021 : : 640 1,970 1,200 0 -500 150 0 -35 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 89.2 31.9 2.6 3.2 4.3 1.1 0.3 17.1 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 20, 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 48,280 : : Positions : : 17,860 42,285 17,245 1,550 1,680 2,070 575 210 6,340 0 385 : : : : Changes from: July 13, 2021 : : 640 1,840 1,200 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 87.6 35.7 3.2 3.5 4.3 1.2 0.4 13.1 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 20, 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 84,185 : : Positions : : 32,385 71,020 18,860 4,290 2,975 20,840 275 940 3,280 210 1,275 : : : : Changes from: July 13, 2021 : : 0 0 -60 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 84.4 22.4 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 20, 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 81,295 : : Positions : : 31,915 68,285 18,555 4,290 3,080 20,540 550 940 2,095 210 1,275 : : : : Changes from: July 13, 2021 : : 0 0 -60 0 10 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 84.0 22.8 5.3 3.8 25.3 0.7 1.2 2.6 0.3 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 20, 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 60,092 : : Positions : : 34,538 26,060 2,242 21,814 20 13,205 1,015 1,710 1,380 2,615 825 : : : : Changes from: July 13, 2021 : : 250 0 0 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 43.4 3.7 36.3 0.0 22.0 1.7 2.8 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 20, 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 52,230 : : Positions : : 30,303 26,125 2,182 15,597 20 9,625 1,015 1,710 1,025 750 1,055 : : : : Changes from: July 13, 2021 : : 250 -20 0 290 0 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 50.0 4.2 29.9 0.0 18.4 1.9 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 20, 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 232,179 : : Positions : : 127,759 102,449 42,646 7,907 5,923 0 48,610 415 345 11,824 256 : : : : Changes from: July 13, 2021 : : 2,525 2,155 -25 325 295 0 280 -45 0 -260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 44.1 18.4 3.4 2.6 0.0 20.9 0.2 0.1 5.1 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 20, 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 212,210 : : Positions : : 123,070 96,517 29,459 2,747 7,528 0 43,985 570 320 9,640 1,048 : : : : Changes from: July 13, 2021 : : 2,515 2,175 -25 425 498 0 130 -30 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 45.5 13.9 1.3 3.5 0.0 20.7 0.3 0.2 4.5 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 51,764 : : Positions : : 15,303 28,915 13,673 3,936 10,918 4,690 0 990 0 1,045 10 : : : : Changes from: July 13, 2021 : : 300 -300 0 635 -285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 55.9 26.4 7.6 21.1 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 20, 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 44,085 : : Positions : : 11,840 25,470 12,381 2,426 7,309 4,230 0 1,140 0 815 10 : : : : Changes from: July 13, 2021 : : 250 -350 455 1,090 -1,070 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 57.8 28.1 5.5 16.6 9.6 0.0 2.6 0.0 1.8 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 20, 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 48,421 : : Positions : : 21,775 26,995 5,350 1,040 11,390 3,400 3,805 486 990 0 0 : : : : Changes from: July 13, 2021 : : 50 150 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 55.8 11.0 2.1 23.5 7.0 7.9 1.0 2.0 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 20, 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 48,990 : : Positions : : 15,364 28,135 1,400 1,804 8,460 16,070 3,915 36 990 0 0 : : : : Changes from: July 13, 2021 : : 0 100 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 57.4 2.9 3.7 17.3 32.8 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 20, 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 237,290 : : Positions : : 127,257 142,809 6,509 14,764 31,905 24,335 0 2,605 36 762 1,457 : : : : Changes from: July 13, 2021 : : -919 -1,523 750 1,274 -1,014 100 0 -50 0 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 60.2 2.7 6.2 13.4 10.3 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 20, 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 183,130 : : Positions : : 99,992 107,360 5,169 9,989 20,238 12,315 0 8,970 960 827 1,140 : : : : Changes from: July 13, 2021 : : 50 80 405 175 -235 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 58.6 2.8 5.5 11.1 6.7 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 23, 2021