Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 19,473 : : Positions : : 13,976 11,559 551 1,047 1,448 870 0 1 103 2,890 2,018 : : : : Changes from: July 27, 2021 : : -778 -370 -224 -127 291 50 0 0 -2 -523 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 59.4 2.8 5.4 7.4 4.5 0.0 0.0 0.5 14.8 10.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 30,119 : : Positions : : 17,420 26,304 5,341 85 1,852 0 483 87 4,132 21 1,264 : : : : Changes from: July 27, 2021 : : -1,255 -1,797 -231 -15 110 0 64 -14 -240 15 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 87.3 17.7 0.3 6.1 0.0 1.6 0.3 13.7 0.1 4.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . . . 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 27,745 : : Positions : : 19,813 23,131 630 1,201 2,605 372 0 153 3,547 0 625 : : : : Changes from: July 27, 2021 : : -1,337 -1,062 -128 417 -87 -50 0 0 925 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 83.4 2.3 4.3 9.4 1.3 0.0 0.6 12.8 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 148,986 : : Positions : : 100,338 105,285 937 17,962 20,911 18,472 0 144 5,179 2,835 1,322 : : : : Changes from: July 27, 2021 : : 7 -1,374 -1,433 1,122 -1,939 260 0 39 557 170 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 70.7 0.6 12.1 14.0 12.4 0.0 0.1 3.5 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 30 . 7 7 10 0 . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 62,413 : : Positions : : 51,040 42,234 1,500 12,367 2,589 3,585 0 747 670 2,230 2,194 : : : : Changes from: July 27, 2021 : : 356 61 15 63 -174 94 0 36 -453 -87 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 67.7 2.4 19.8 4.1 5.7 0.0 1.2 1.1 3.6 3.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 . 4 . 4 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 41,497 : : Positions : : 35,979 31,566 1,178 6,931 1,775 0 0 0 1,370 0 1,190 : : : : Changes from: July 27, 2021 : : 2,216 2,471 -45 175 0 0 0 0 -5 -480 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 76.1 2.8 16.7 4.3 0.0 0.0 0.0 3.3 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 48,030 : : Positions : : 25,586 18,507 4,606 16,643 6,332 10,440 0 0 0 5,490 685 : : : : Changes from: July 27, 2021 : : -241 -147 -18 -140 10 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 38.5 9.6 34.7 13.2 21.7 0.0 0.0 0.0 11.4 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 59,218 : : Positions : : 37,574 23,098 2,136 22,729 7,239 8,961 0 660 511 4,242 1,124 : : : : Changes from: July 27, 2021 : : 961 -937 -285 1,676 -175 10 0 5 -5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 39.0 3.6 38.4 12.2 15.1 0.0 1.1 0.9 7.2 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 22 . 5 6 8 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 70,785 : : Positions : : 40,833 29,573 25,855 33,496 1,077 50 0 0 806 5,280 1,326 : : : : Changes from: July 27, 2021 : : 6 133 433 698 -8 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 41.8 36.5 47.3 1.5 0.1 0.0 0.0 1.1 7.5 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 15 5 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 91,978 : : Positions : : 56,516 32,812 30,080 49,776 1,709 60 100 0 1,016 5,998 1,468 : : : : Changes from: July 27, 2021 : : 13 781 821 700 84 0 0 0 15 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 35.7 32.7 54.1 1.9 0.1 0.1 0.0 1.1 6.5 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 16 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 29,106 : : Positions : : 18,484 26,454 8,523 0 2,018 0 0 0 0 2 66 : : : : Changes from: July 27, 2021 : : -40 -70 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 90.9 29.3 0.0 6.9 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 August 3, 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 28,982 : : Positions : : 23,925 13,961 690 11,076 3,645 0 300 0 500 0 0 : : : : Changes from: July 27, 2021 : : 3 43 0 -40 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 48.2 2.4 38.2 12.6 0.0 1.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 32,847 : : Positions : : 23,405 25,615 5,465 1,617 3,900 0 0 0 0 1,640 75 : : : : Changes from: July 27, 2021 : : 550 775 225 0 50 0 0 0 0 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 78.0 16.6 4.9 11.9 0.0 0.0 0.0 0.0 5.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 133,196 : : Positions : : 80,563 67,300 13,134 30,604 19,567 12,192 989 645 2,449 9,658 4,141 : : : : Changes from: July 27, 2021 : : 1,547 2,381 32 163 18 458 7 -92 603 111 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 50.5 9.9 23.0 14.7 9.2 0.7 0.5 1.8 7.3 3.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 39 34 . 5 5 8 . . 9 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 27,141 : : Positions : : 14,231 17,807 9,564 6,300 2,434 0 600 0 0 0 0 : : : : Changes from: July 27, 2021 : : 600 -300 -600 0 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 65.6 35.2 23.2 9.0 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 25,236 : : Positions : : 13,856 15,857 9,289 7,600 1,179 0 600 0 0 0 0 : : : : Changes from: July 27, 2021 : : 600 -300 -600 0 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 62.8 36.8 30.1 4.7 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 40,720 : : Positions : : 15,323 24,667 21,274 2,123 4,042 50 8,338 0 0 1,550 0 : : : : Changes from: July 27, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 60.6 52.2 5.2 9.9 0.1 20.5 0.0 0.0 3.8 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 August 3, 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 35,435 : : Positions : : 14,969 22,348 15,372 1,285 5,064 0 5,188 0 0 1,550 0 : : : : Changes from: July 27, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 63.1 43.4 3.6 14.3 0.0 14.6 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 August 3, 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 72,727 : : Positions : : 46,583 39,092 6,846 18,985 9,843 5,813 0 0 1,245 1,925 1,930 : : : : Changes from: July 27, 2021 : : -2,571 2,354 3,000 -2,170 35 0 0 0 -295 -170 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 53.8 9.4 26.1 13.5 8.0 0.0 0.0 1.7 2.6 2.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 . 4 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 34,965 : : Positions : : 24,027 32,840 9,251 0 1,539 0 0 0 100 0 0 : : : : Changes from: July 27, 2021 : : 675 760 230 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 93.9 26.5 0.0 4.4 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 44,338 : : Positions : : 34,588 29,319 1,426 8,191 6,360 1,538 300 0 0 168 0 : : : : Changes from: July 27, 2021 : : -1,786 -836 143 -947 23 -150 0 -68 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 66.1 3.2 18.5 14.3 3.5 0.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 51,753 : : Positions : : 34,367 45,929 11,898 3,659 1,725 0 70 0 2,802 0 10 : : : : Changes from: July 27, 2021 : : -5 290 10 0 0 0 0 0 23 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 88.7 23.0 7.1 3.3 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 August 3, 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 58,456 : : Positions : : 39,269 46,787 12,177 8,736 2,390 0 155 0 3,774 50 143 : : : : Changes from: July 27, 2021 : : 146 330 5 22 0 0 0 0 24 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 80.0 20.8 14.9 4.1 0.0 0.3 0.0 6.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 12 4 4 5 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 90,024 : : Positions : : 68,844 81,551 16,517 5,304 964 35 252 30 1,575 397 1,446 : : : : Changes from: July 27, 2021 : : 1,704 1,960 487 410 -296 0 0 0 309 15 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 90.6 18.3 5.9 1.1 0.0 0.3 0.0 1.7 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 25 7 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 115,895 : : Positions : : 89,840 103,141 18,081 7,866 1,322 701 773 133 4,050 1,317 1,115 : : : : Changes from: July 27, 2021 : : 937 2,506 404 470 -228 36 0 0 1,789 320 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 89.0 15.6 6.8 1.1 0.6 0.7 0.1 3.5 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 19 27 7 . 4 4 4 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 66,860 : : Positions : : 47,864 59,082 13,792 0 2,721 0 1,159 60 1,642 3,041 771 : : : : Changes from: July 27, 2021 : : 1,010 1,324 495 0 45 0 0 0 -48 167 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 88.4 20.6 0.0 4.1 0.0 1.7 0.1 2.5 4.5 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 53,367 : : Positions : : 36,581 48,898 14,726 484 1,020 150 0 0 75 2,150 815 : : : : Changes from: July 27, 2021 : : -15 300 -150 -195 180 0 0 0 0 -270 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 91.6 27.6 0.9 1.9 0.3 0.0 0.0 0.1 4.0 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 43,719 : : Positions : : 24,920 36,298 11,492 150 5,940 0 0 0 0 872 120 : : : : Changes from: July 27, 2021 : : 115 -310 -365 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 83.0 26.3 0.3 13.6 0.0 0.0 0.0 0.0 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 49,390 : : Positions : : 31,810 40,827 11,618 694 3,992 400 2,250 0 845 990 178 : : : : Changes from: July 27, 2021 : : -120 964 190 -954 918 -120 0 0 -39 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 82.7 23.5 1.4 8.1 0.8 4.6 0.0 1.7 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 18,204 : : Positions : : 9,154 14,514 7,456 631 770 0 1,410 0 125 766 0 : : : : Changes from: July 27, 2021 : : -108 30 -35 -50 50 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 79.7 41.0 3.5 4.2 0.0 7.7 0.0 0.7 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 August 3, 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 16,444 : : Positions : : 8,007 13,579 6,736 890 892 0 300 0 50 675 0 : : : : Changes from: July 27, 2021 : : -120 45 0 -50 50 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 82.6 41.0 5.4 5.4 0.0 1.8 0.0 0.3 4.1 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 August 3, 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 25,568 : : Positions : : 20,184 17,305 2,496 7,122 492 426 40 40 981 44 142 : : : : Changes from: July 27, 2021 : : 671 228 -550 159 310 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 67.7 9.8 27.9 1.9 1.7 0.2 0.2 3.8 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 16,675 : : Positions : : 13,419 14,311 1,837 1,702 108 0 0 0 488 15 135 : : : : Changes from: July 27, 2021 : : -104 -49 0 0 38 0 0 0 0 -55 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 85.8 11.0 10.2 0.6 0.0 0.0 0.0 2.9 0.1 0.8 : : : : 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 August 3, 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 39,702 : : Positions : : 23,382 20,519 9,294 11,315 1,855 1,300 4,573 50 2,449 370 720 : : : : Changes from: July 27, 2021 : : -63 1,097 744 0 23 0 50 0 68 -245 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 51.7 23.4 28.5 4.7 3.3 11.5 0.1 6.2 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 19 4 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 22,842 : : Positions : : 16,202 9,006 2,480 8,838 1,597 400 2,675 0 1,309 0 561 : : : : Changes from: July 27, 2021 : : 296 405 -25 0 0 0 0 0 49 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 39.4 10.9 38.7 7.0 1.8 11.7 0.0 5.7 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 14 . . 6 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 15,318 : : Positions : : 5,109 14,636 7,493 0 285 126 0 205 1,912 55 90 : : : : Changes from: July 27, 2021 : : -339 -541 -801 0 -73 75 0 -76 455 30 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 95.5 48.9 0.0 1.9 0.8 0.0 1.3 12.5 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 : : 3,881 6,335 7,527 4,800 1,745 60 0 40 320 180 100 : : : : Changes from: July 27, 2021 : : -37 -250 -50 -400 0 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 45.6 54.2 34.6 12.6 0.4 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 August 3, 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 50,175 : : Positions : : 18,207 43,890 25,555 3,260 2,110 600 0 0 2,420 0 740 : : : : Changes from: July 27, 2021 : : -45 395 250 -300 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 87.5 50.9 6.5 4.2 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 August 3, 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 53,915 : : Positions : : 19,677 47,890 28,245 3,270 1,765 0 20 80 2,330 0 710 : : : : Changes from: July 27, 2021 : : -70 770 10 -300 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 88.8 52.4 6.1 3.3 0.0 0.0 0.1 4.3 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 August 3, 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 111,331 : : Positions : : 77,478 84,633 17,761 8,523 11,009 235 387 910 1,313 1,947 1,216 : : : : Changes from: July 27, 2021 : : -3,486 -1,800 1,208 -1,783 -1,415 0 0 0 -30 60 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 76.0 16.0 7.7 9.9 0.2 0.3 0.8 1.2 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 24 4 4 5 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 128,477 : : Positions : : 92,053 94,543 13,461 8,880 16,609 249 1,015 915 1,745 1,167 2,044 : : : : Changes from: July 27, 2021 : : 585 -2,150 -1,507 -443 416 0 -15 15 25 47 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 73.6 10.5 6.9 12.9 0.2 0.8 0.7 1.4 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 27 . 6 6 . . . 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 801,504 : : Positions : : 532,379 574,426 15,190 11,788 116,023 23,662 14,194 43,165 33,348 3,603 36,580 : : : : Changes from: July 27, 2021 : : 22,668 30,813 2,747 -271 8,020 654 1,338 1,608 10,487 100 -974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 71.7 1.9 1.5 14.5 3.0 1.8 5.4 4.2 0.4 4.6 : : : : Number of Traders in Each Category Total Traders: 102 : : 44 42 5 4 8 15 7 12 19 5 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 15,275 : : Positions : : 8,715 10,610 2,030 3,270 1,170 960 0 0 1,510 0 0 : : : : Changes from: July 27, 2021 : : -685 -60 25 -555 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 69.5 13.3 21.4 7.7 6.3 0.0 0.0 9.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 7 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 12,775 : : Positions : : 6,850 7,880 2,060 2,630 1,430 260 600 0 1,175 0 0 : : : : Changes from: July 27, 2021 : : -725 -60 105 -500 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 61.7 16.1 20.6 11.2 2.0 4.7 0.0 9.2 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 August 3, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 17,610 : : Positions : : 15,245 11,415 0 3,135 275 0 190 660 560 1,060 525 : : : : Changes from: July 27, 2021 : : -875 -550 0 -195 55 0 -605 145 -330 -220 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 64.8 0.0 17.8 1.6 0.0 1.1 3.7 3.2 6.0 3.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 0 . . 0 . . 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 32,680 : : Positions : : 25,196 23,616 3,824 2,887 2,640 400 0 0 290 3,255 260 : : : : Changes from: July 27, 2021 : : 1,500 1,600 0 0 0 200 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 72.3 11.7 8.8 8.1 1.2 0.0 0.0 0.9 10.0 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 18 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 25,520 : : Positions : : 15,565 18,350 3,605 4,440 2,550 2,200 0 0 1,600 0 0 : : : : Changes from: July 27, 2021 : : 420 380 180 400 0 200 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 71.9 14.1 17.4 10.0 8.6 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 88,482 : : Positions : : 66,338 58,479 11,650 17,454 1,509 0 4,491 300 2,475 0 0 : : : : Changes from: July 27, 2021 : : 780 955 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 66.1 13.2 19.7 1.7 0.0 5.1 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 August 3, 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 68,754 : : Positions : : 50,449 39,583 8,600 17,986 1,359 0 3,646 60 2,190 0 0 : : : : Changes from: July 27, 2021 : : 640 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 57.6 12.5 26.2 2.0 0.0 5.3 0.1 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 14,838 : : Positions : : 10,660 6,655 155 7,353 412 2,840 0 150 0 0 0 : : : : Changes from: July 27, 2021 : : 50 195 75 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 44.9 1.0 49.6 2.8 19.1 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 39,828 : : Positions : : 22,047 17,503 7,898 12,046 512 4,360 4,064 1,260 22 594 540 : : : : Changes from: July 27, 2021 : : -329 126 155 -300 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 43.9 19.8 30.2 1.3 10.9 10.2 3.2 0.1 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 28,920 : : Positions : : 16,234 12,578 8,786 5,820 384 250 6,050 720 6 728 330 : : : : Changes from: July 27, 2021 : : -145 575 420 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 43.5 30.4 20.1 1.3 0.9 20.9 2.5 0.0 2.5 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 22,117 : : Positions : : 14,604 9,542 3,462 3,138 987 0 5,826 0 110 0 0 : : : : Changes from: July 27, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 43.1 15.7 14.2 4.5 0.0 26.3 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 21,256 : : Positions : : 12,820 7,451 6,315 1,600 160 0 10,150 400 0 35 75 : : : : Changes from: July 27, 2021 : : 455 320 -60 75 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 35.1 29.7 7.5 0.8 0.0 47.8 1.9 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 99,750 : : Positions : : 25,807 42,081 39,721 39,305 3,625 16,840 1,250 0 467 0 620 : : : : Changes from: July 27, 2021 : : 445 840 -155 0 0 600 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 42.2 39.8 39.4 3.6 16.9 1.3 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 August 3, 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 97,318 : : Positions : : 25,152 41,691 32,112 36,075 3,730 17,190 1,250 0 4,918 250 396 : : : : Changes from: July 27, 2021 : : 295 690 -155 0 50 600 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 42.8 33.0 37.1 3.8 17.7 1.3 0.0 5.1 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 August 3, 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 27, 2021 : : 0 0 0 0 0 0 0 0 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 August 3, 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 27, 2021 : : 0 0 0 0 0 0 0 0 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 August 3, 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 52,337 : : Positions : : 15,883 41,078 19,370 8,690 60 9,780 0 0 4,665 0 0 : : : : Changes from: July 27, 2021 : : -20 -20 -250 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 78.5 37.0 16.6 0.1 18.7 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 August 3, 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 56,351 : : Positions : : 16,672 41,991 23,669 7,395 80 9,430 0 0 4,355 4,800 0 : : : : Changes from: July 27, 2021 : : 0 0 -250 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 74.5 42.0 13.1 0.1 16.7 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 August 3, 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 55,225 : : Positions : : 21,220 47,955 17,430 1,070 1,995 2,395 875 120 9,070 1,200 35 : : : : Changes from: July 27, 2021 : : 1,170 -55 175 0 0 100 300 -30 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 86.8 31.6 1.9 3.6 4.3 1.6 0.2 16.4 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 50,350 : : Positions : : 19,065 42,830 17,785 1,250 1,980 2,070 875 210 6,340 1,200 385 : : : : Changes from: July 27, 2021 : : 1,145 -55 300 0 0 0 300 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 85.1 35.3 2.5 3.9 4.1 1.7 0.4 12.6 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 84,545 : : Positions : : 33,150 71,020 18,395 4,590 2,975 20,840 275 940 3,280 210 1,275 : : : : Changes from: July 27, 2021 : : 765 0 -465 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 84.0 21.8 5.4 3.5 24.6 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 August 3, 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 81,655 : : Positions : : 32,680 68,285 18,090 4,590 3,140 20,540 550 940 2,095 210 1,275 : : : : Changes from: July 27, 2021 : : 765 0 -465 300 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 83.6 22.2 5.6 3.8 25.2 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 August 3, 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 60,685 : : Positions : : 35,438 26,385 2,292 22,389 20 13,155 995 1,710 1,380 2,615 825 : : : : Changes from: July 27, 2021 : : 600 325 50 275 0 -50 -20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 43.5 3.8 36.9 0.0 21.7 1.6 2.8 2.3 4.3 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 52,353 : : Positions : : 31,053 25,925 2,132 16,397 20 9,525 995 1,710 1,025 750 1,055 : : : : Changes from: July 27, 2021 : : 450 -200 -50 500 0 -100 -20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 49.5 4.1 31.3 0.0 18.2 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 August 3, 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 232,931 : : Positions : : 129,131 103,064 42,611 7,899 5,798 0 49,230 400 220 11,829 256 : : : : Changes from: July 27, 2021 : : 1,805 2,820 1,480 -40 -200 0 520 -15 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 44.2 18.3 3.4 2.5 0.0 21.1 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 August 3, 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 212,200 : : Positions : : 124,400 96,927 29,069 2,722 7,508 0 44,455 480 220 9,645 1,043 : : : : Changes from: July 27, 2021 : : 1,350 2,365 1,330 -40 -176 0 370 -90 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 45.7 13.7 1.3 3.5 0.0 20.9 0.2 0.1 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 August 3, 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 51,579 : : Positions : : 15,978 29,005 12,923 3,786 10,523 4,690 0 990 0 1,045 10 : : : : Changes from: July 27, 2021 : : 790 -60 -250 600 -540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 56.2 25.1 7.3 20.4 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 August 3, 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 44,125 : : Positions : : 11,840 25,670 11,781 1,626 7,949 4,230 0 1,140 0 815 10 : : : : Changes from: July 27, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 58.2 26.7 3.7 18.0 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 August 3, 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 48,916 : : Positions : : 22,185 27,715 5,675 1,040 11,165 3,400 3,805 486 990 0 0 : : : : Changes from: July 27, 2021 : : 345 595 250 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 56.7 11.6 2.1 22.8 7.0 7.8 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 August 3, 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 49,580 : : Positions : : 15,554 28,325 1,100 1,804 8,860 16,370 3,915 36 990 0 0 : : : : Changes from: July 27, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 57.1 2.2 3.6 17.9 33.0 7.9 0.1 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 3, 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 240,875 : : Positions : : 128,807 142,270 7,026 15,734 32,055 22,535 0 2,605 90 762 1,528 : : : : Changes from: July 27, 2021 : : 1,321 2,641 235 -818 2,664 0 0 0 -61 0 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 59.1 2.9 6.5 13.3 9.4 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 August 3, 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 185,310 : : Positions : : 101,417 108,235 5,704 8,889 21,268 9,990 0 9,270 1,035 762 1,080 : : : : Changes from: July 27, 2021 : : 355 2,520 235 -2,355 1,890 -525 0 300 75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 58.4 3.1 4.8 11.5 5.4 0.0 5.0 0.6 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 23 4 . 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 6, 2021