Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 16,909 : : Positions : : 13,173 9,478 492 834 1,356 150 0 49 0 3,343 748 : : : : Changes from: April 13, 2021 : : 789 451 -26 48 162 47 0 0 0 280 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 56.1 2.9 4.9 8.0 0.9 0.0 0.3 0.0 19.8 4.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 34,470 : : Positions : : 20,825 30,671 2,894 0 2,318 274 0 735 6,692 190 537 : : : : Changes from: April 13, 2021 : : -442 762 506 0 -312 64 0 11 670 40 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 89.0 8.4 0.0 6.7 0.8 0.0 2.1 19.4 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 26 . 0 . . 0 . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 31,547 : : Positions : : 24,577 26,473 613 1,119 2,102 0 378 200 2,955 175 1,100 : : : : Changes from: April 13, 2021 : : -7 813 175 175 -90 0 0 0 870 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 83.9 1.9 3.5 6.7 0.0 1.2 0.6 9.4 0.6 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . . . 0 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 130,550 : : Positions : : 93,337 91,299 607 16,281 14,301 14,498 1,220 256 4,927 4,657 2,393 : : : : Changes from: April 13, 2021 : : -456 -25 94 1,496 -1,142 657 -790 -2 293 -347 266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 69.9 0.5 12.5 11.0 11.1 0.9 0.2 3.8 3.6 1.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 28 28 . 5 5 6 5 . 7 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 58,862 : : Positions : : 45,287 42,414 1,485 9,153 2,724 6,195 50 0 1,723 3,073 1,387 : : : : Changes from: April 13, 2021 : : 1,190 1,415 0 520 -91 265 -25 0 305 -163 -458 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 72.1 2.5 15.5 4.6 10.5 0.1 0.0 2.9 5.2 2.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 18 . . . 6 . 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 35,025 : : Positions : : 31,002 27,105 1,300 4,718 558 0 519 50 1,715 1,675 400 : : : : Changes from: April 13, 2021 : : 970 825 -180 825 0 0 15 0 515 -360 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 77.4 3.7 13.5 1.6 0.0 1.5 0.1 4.9 4.8 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 . . . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 50,552 : : Positions : : 30,408 20,550 3,057 19,988 3,217 12,690 100 0 0 5,605 720 : : : : Changes from: April 13, 2021 : : 577 697 12 -775 550 -600 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 40.7 6.0 39.5 6.4 25.1 0.2 0.0 0.0 11.1 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 4 . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 62,504 : : Positions : : 38,770 25,028 1,749 27,984 2,981 16,510 181 0 270 4,790 1,188 : : : : Changes from: April 13, 2021 : : -489 946 95 -1,895 572 -522 -19 -30 155 28 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 40.0 2.8 44.8 4.8 26.4 0.3 0.0 0.4 7.7 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 . 4 5 5 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 66,797 : : Positions : : 44,146 32,634 18,535 26,591 949 100 0 0 1,223 5,280 1,125 : : : : Changes from: April 13, 2021 : : -716 649 1,465 200 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 48.9 27.7 39.8 1.4 0.1 0.0 0.0 1.8 7.9 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 88,432 : : Positions : : 58,463 33,711 25,783 46,527 769 181 0 0 881 5,465 1,925 : : : : Changes from: April 13, 2021 : : 1,289 916 2,105 2,630 -45 156 0 0 -14 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 38.1 29.2 52.6 0.9 0.2 0.0 0.0 1.0 6.2 2.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 31,508 : : Positions : : 21,196 28,587 8,602 195 1,683 0 0 0 0 378 0 : : : : Changes from: April 13, 2021 : : 75 75 25 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.7 27.3 0.6 5.3 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 29,351 : : Positions : : 25,900 13,355 0 13,456 2,090 0 450 0 1,085 0 0 : : : : Changes from: April 13, 2021 : : -70 -145 0 50 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 45.5 0.0 45.8 7.1 0.0 1.5 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 28,356 : : Positions : : 21,292 25,284 3,085 705 1,935 50 0 0 1,600 132 300 : : : : Changes from: April 13, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 89.2 10.9 2.5 6.8 0.2 0.0 0.0 5.6 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 116,352 : : Positions : : 90,851 81,262 200 16,067 7,075 7,052 520 1,203 5,684 6,292 3,795 : : : : Changes from: April 13, 2021 : : 6,066 -136 0 4,808 -1,007 385 -50 365 -244 1,590 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 69.8 0.2 13.8 6.1 6.1 0.4 1.0 4.9 5.4 3.3 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 34 . 4 . 7 . . 12 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 21,933 : : Positions : : 13,951 19,868 5,670 1,225 640 550 0 0 300 200 0 : : : : Changes from: April 13, 2021 : : 296 546 100 0 -98 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 90.6 25.9 5.6 2.9 2.5 0.0 0.0 1.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 19,806 : : Positions : : 12,251 17,993 5,445 1,225 438 550 0 0 300 150 0 : : : : Changes from: April 13, 2021 : : 250 400 0 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 90.8 27.5 6.2 2.2 2.8 0.0 0.0 1.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 33,075 : : Positions : : 24,298 25,745 4,905 0 3,477 50 3,853 0 300 0 0 : : : : Changes from: April 13, 2021 : : -614 1,861 2,700 0 -60 0 405 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 77.8 14.8 0.0 10.5 0.2 11.6 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 63,849 : : Positions : : 54,501 44,294 0 11,944 3,894 3,553 425 25 600 1,965 570 : : : : Changes from: April 13, 2021 : : 964 -2,261 -72 2,953 -204 105 125 25 -200 100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 69.4 0.0 18.7 6.1 5.6 0.7 0.0 0.9 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 0 4 . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 35,814 : : Positions : : 26,379 33,610 7,959 0 1,429 0 0 0 0 313 0 : : : : Changes from: April 13, 2021 : : -228 112 375 0 -50 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 93.8 22.2 0.0 4.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 40,385 : : Positions : : 34,927 26,235 0 10,346 3,129 1,958 500 0 0 125 50 : : : : Changes from: April 13, 2021 : : -1,232 -199 0 -85 235 1,093 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 65.0 0.0 25.6 7.7 4.8 1.2 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 0 . . 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 50,009 : : Positions : : 37,261 46,435 6,982 405 2,539 0 160 0 2,449 0 35 : : : : Changes from: April 13, 2021 : : 515 554 41 0 0 0 100 0 98 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 92.9 14.0 0.8 5.1 0.0 0.3 0.0 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 55,532 : : Positions : : 42,781 47,552 7,494 5,269 1,869 0 453 0 2,809 0 59 : : : : Changes from: April 13, 2021 : : 463 399 30 40 -6 0 132 0 78 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 85.6 13.5 9.5 3.4 0.0 0.8 0.0 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 88,228 : : Positions : : 72,539 77,786 12,231 5,334 653 44 330 61 1,000 2,769 1,170 : : : : Changes from: April 13, 2021 : : 3,708 1,860 189 -390 -18 30 115 0 -5 2,322 -727 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 88.2 13.9 6.0 0.7 0.0 0.4 0.1 1.1 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 4 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 109,375 : : Positions : : 88,496 94,448 13,681 5,811 1,395 597 773 200 1,658 3,413 2,995 : : : : Changes from: April 13, 2021 : : 4,894 2,066 208 -269 11 60 -61 -8 -1,659 1,767 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 86.4 12.5 5.3 1.3 0.5 0.7 0.2 1.5 3.1 2.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 27 . . . . 4 4 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 63,778 : : Positions : : 48,329 54,941 11,646 443 1,777 0 3,919 3 1,726 2,438 242 : : : : Changes from: April 13, 2021 : : 2,116 1,241 150 240 15 0 42 0 267 1,025 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 86.1 18.3 0.7 2.8 0.0 6.1 0.0 2.7 3.8 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 . . . 0 . . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 47,864 : : Positions : : 32,799 43,575 13,091 0 369 0 500 75 125 1,895 1,405 : : : : Changes from: April 13, 2021 : : 4,658 5,225 835 0 15 0 -75 75 25 368 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 91.0 27.4 0.0 0.8 0.0 1.0 0.2 0.3 4.0 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . 0 . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 49,493 : : Positions : : 29,576 40,530 10,833 334 7,260 160 0 0 790 1,185 141 : : : : Changes from: April 13, 2021 : : -1,039 -778 329 0 -60 100 0 0 -153 20 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 81.9 21.9 0.7 14.7 0.3 0.0 0.0 1.6 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 58,433 : : Positions : : 40,426 47,678 8,335 1,245 5,716 2,252 2,475 41 839 662 226 : : : : Changes from: April 13, 2021 : : -748 55 205 -32 -209 187 0 0 -57 -421 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 81.6 14.3 2.1 9.8 3.9 4.2 0.1 1.4 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 20,978 : : Positions : : 9,448 17,387 10,388 171 444 0 1,875 0 0 799 219 : : : : Changes from: April 13, 2021 : : 420 70 -35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 82.9 49.5 0.8 2.1 0.0 8.9 0.0 0.0 3.8 1.0 : : : : 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 April 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 18,780 : : Positions : : 7,979 16,670 8,964 360 497 0 450 0 50 765 0 : : : : Changes from: April 13, 2021 : : -75 -110 -155 0 -120 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 88.8 47.7 1.9 2.6 0.0 2.4 0.0 0.3 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 24,163 : : Positions : : 19,884 16,748 1,850 6,674 68 496 0 0 961 36 271 : : : : Changes from: April 13, 2021 : : 10 315 120 910 0 0 0 0 0 -1,095 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 69.3 7.7 27.6 0.3 2.1 0.0 0.0 4.0 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 15,504 : : Positions : : 12,527 13,566 1,393 1,020 112 0 0 0 721 290 40 : : : : Changes from: April 13, 2021 : : 285 60 0 720 0 0 0 0 210 -285 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.5 9.0 6.6 0.7 0.0 0.0 0.0 4.7 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 42,553 : : Positions : : 29,183 19,294 6,432 15,907 732 2,090 4,816 140 2,921 645 749 : : : : Changes from: April 13, 2021 : : 257 149 -5 1,470 0 0 15 0 1,340 -25 -792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 45.3 15.1 37.4 1.7 4.9 11.3 0.3 6.9 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 27,122 : : Positions : : 21,222 9,271 1,826 13,185 715 700 2,860 0 1,597 0 720 : : : : Changes from: April 13, 2021 : : -129 -64 75 720 -216 0 25 0 735 0 -540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 34.2 6.7 48.6 2.6 2.6 10.5 0.0 5.9 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 17,552 : : Positions : : 5,361 16,714 9,268 0 107 0 64 481 2,185 55 90 : : : : Changes from: April 13, 2021 : : -24 410 110 0 0 0 1 0 175 -150 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 95.2 52.8 0.0 0.6 0.0 0.4 2.7 12.4 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 0 . 0 . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 22,485 : : Positions : : 6,171 22,384 12,017 0 0 0 86 15 4,220 0 0 : : : : Changes from: April 13, 2021 : : 75 100 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 99.6 53.4 0.0 0.0 0.0 0.4 0.1 18.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . 0 0 0 . . 7 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 9,837 : : Positions : : 5,105 4,545 2,210 3,400 1,472 0 5 75 495 200 100 : : : : Changes from: April 13, 2021 : : 1,200 35 -1,165 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 46.2 22.5 34.6 15.0 0.0 0.1 0.8 5.0 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 6 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 7,293 : : Positions : : 4,730 3,645 560 2,075 1,048 0 5 75 315 200 205 : : : : Changes from: April 13, 2021 : : 1,188 23 -235 930 -405 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 50.0 7.7 28.5 14.4 0.0 0.1 1.0 4.3 2.7 2.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 6 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 46,719 : : Positions : : 17,003 41,844 23,745 2,060 1,415 755 0 0 2,245 0 1,400 : : : : Changes from: April 13, 2021 : : 480 100 -380 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 89.6 50.8 4.4 3.0 1.6 0.0 0.0 4.8 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 47,654 : : Positions : : 18,223 43,014 23,765 2,060 1,215 780 0 0 2,160 0 1,365 : : : : Changes from: April 13, 2021 : : 930 400 -530 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 90.3 49.9 4.3 2.5 1.6 0.0 0.0 4.5 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 120,621 : : Positions : : 88,179 102,691 18,439 4,576 8,623 60 1,515 425 2,711 843 1,811 : : : : Changes from: April 13, 2021 : : -842 1,344 -290 -2,015 1,709 0 -45 0 465 49 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 85.1 15.3 3.8 7.1 0.0 1.3 0.4 2.2 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 28 5 . 5 . 4 . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 129,498 : : Positions : : 92,903 109,103 16,508 2,116 11,987 194 2,464 759 5,166 1,157 1,840 : : : : Changes from: April 13, 2021 : : -988 2,633 -348 -2,450 2,276 30 -145 135 1,415 85 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 84.3 12.7 1.6 9.3 0.1 1.9 0.6 4.0 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 31 5 . 6 . 5 4 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 519,585 : : Positions : : 336,567 354,300 10,559 10,023 90,107 15,997 10,108 20,733 20,365 9,079 24,750 : : : : Changes from: April 13, 2021 : : 2,677 7,006 -2,758 -1,659 2,443 3,653 -4,116 -126 -628 1,498 -576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 68.2 2.0 1.9 17.3 3.1 1.9 4.0 3.9 1.7 4.8 : : : : Number of Traders in Each Category Total Traders: 99 : : 41 43 . 6 7 9 10 11 17 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 14,847 : : Positions : : 7,597 12,170 1,850 77 1,825 985 645 0 1,555 0 0 : : : : Changes from: April 13, 2021 : : -120 -50 27 77 38 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 82.0 12.5 0.5 12.3 6.6 4.3 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 12,523 : : Positions : : 5,773 9,395 1,835 488 1,855 385 645 0 1,555 0 0 : : : : Changes from: April 13, 2021 : : -120 0 125 125 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 75.0 14.7 3.9 14.8 3.1 5.2 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 12,405 : : Positions : : 11,140 11,405 50 0 0 235 125 170 405 335 145 : : : : Changes from: April 13, 2021 : : 1,625 1,960 15 0 -15 -40 75 -80 -195 -780 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 91.9 0.4 0.0 0.0 1.9 1.0 1.4 3.3 2.7 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 17 . 0 0 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 24,092 : : Positions : : 20,050 20,470 930 308 1,812 0 0 0 865 1,135 335 : : : : Changes from: April 13, 2021 : : 1,610 1,725 175 -10 10 0 0 0 -120 10 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 85.0 3.9 1.3 7.5 0.0 0.0 0.0 3.6 4.7 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 12,620 : : Positions : : 8,505 12,065 1,350 125 250 1,200 0 0 875 0 0 : : : : Changes from: April 13, 2021 : : 4,265 4,075 0 100 100 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 95.6 10.7 1.0 2.0 9.5 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 88,313 : : Positions : : 63,496 56,738 13,332 16,581 690 0 6,939 240 3,475 0 0 : : : : Changes from: April 13, 2021 : : 325 -305 300 1,110 -50 0 -180 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 64.2 15.1 18.8 0.8 0.0 7.9 0.3 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 69,700 : : Positions : : 49,797 39,282 9,024 17,300 100 25 5,399 60 3,165 0 0 : : : : Changes from: April 13, 2021 : : 125 -840 0 990 -175 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 56.4 12.9 24.8 0.1 0.0 7.7 0.1 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,196 : : Positions : : 11,670 17,091 6,110 0 4,035 500 750 350 100 0 0 : : : : Changes from: April 13, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 65.2 23.3 0.0 15.4 1.9 2.9 1.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 45,579 : : Positions : : 30,729 17,928 4,511 15,861 60 3,830 5,169 1,965 182 759 540 : : : : Changes from: April 13, 2021 : : -1,735 171 -140 -1,440 60 0 -426 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 39.3 9.9 34.8 0.1 8.4 11.3 4.3 0.4 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 33,795 : : Positions : : 22,867 12,604 6,445 8,610 0 375 7,605 720 0 1,102 336 : : : : Changes from: April 13, 2021 : : -1,015 -170 0 -720 0 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 37.3 19.1 25.5 0.0 1.1 22.5 2.1 0.0 3.3 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 19,290 : : Positions : : 9,575 7,835 7,550 0 140 0 9,310 400 75 0 0 : : : : Changes from: April 13, 2021 : : -1,550 -30 1,520 0 -470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 40.6 39.1 0.0 0.7 0.0 48.3 2.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 91,920 : : Positions : : 41,675 34,663 14,095 38,595 2,505 17,675 960 0 1,105 0 790 : : : : Changes from: April 13, 2021 : : 850 2,530 265 25 0 1,420 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 37.7 15.3 42.0 2.7 19.2 1.0 0.0 1.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 88,136 : : Positions : : 40,051 35,168 12,905 34,400 2,705 18,000 860 0 505 805 550 : : : : Changes from: April 13, 2021 : : 800 2,480 240 0 0 1,420 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 39.9 14.6 39.0 3.1 20.4 1.0 0.0 0.6 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 28,269 : : Positions : : 20,504 6,670 130 264 2,290 0 9,685 400 1,070 5,200 260 : : : : Changes from: April 13, 2021 : : 1,500 285 -986 264 286 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 23.6 0.5 0.9 8.1 0.0 34.3 1.4 3.8 18.4 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 7 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 27,994 : : Positions : : 20,404 6,710 130 399 2,265 0 9,635 400 1,070 4,975 310 : : : : Changes from: April 13, 2021 : : 1,500 285 -851 399 151 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 24.0 0.5 1.4 8.1 0.0 34.4 1.4 3.8 17.8 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 7 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 57,835 : : Positions : : 19,665 47,255 17,065 8,375 130 12,910 0 0 5,935 0 0 : : : : Changes from: April 13, 2021 : : 160 940 800 200 0 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 81.7 29.5 14.5 0.2 22.3 0.0 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 51,270 : : Positions : : 18,010 45,400 9,545 1,505 1,585 3,490 300 195 15,265 0 85 : : : : Changes from: April 13, 2021 : : 50 5,080 4,410 0 -285 0 0 0 380 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 88.6 18.6 2.9 3.1 6.8 0.6 0.4 29.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 44,885 : : Positions : : 16,185 38,860 9,280 1,825 1,110 3,390 300 220 11,340 0 435 : : : : Changes from: April 13, 2021 : : 50 5,080 4,310 0 -135 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 86.6 20.7 4.1 2.5 7.6 0.7 0.5 25.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 78,625 : : Positions : : 27,725 66,330 15,040 0 2,470 11,400 170 3,875 12,895 425 1,225 : : : : Changes from: April 13, 2021 : : 25 2,185 2,225 0 0 0 0 0 525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 84.4 19.1 0.0 3.1 14.5 0.2 4.9 16.4 0.5 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 76,420 : : Positions : : 26,470 64,220 16,055 0 2,580 11,050 470 3,875 11,890 425 1,225 : : : : Changes from: April 13, 2021 : : -25 2,085 2,100 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 84.0 21.0 0.0 3.4 14.5 0.6 5.1 15.6 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 61,496 : : Positions : : 35,506 28,937 0 15,748 300 14,100 660 2,360 1,410 5,910 1,300 : : : : Changes from: April 13, 2021 : : 1,185 -1,310 0 2,375 -25 0 0 0 70 215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 47.1 0.0 25.6 0.5 22.9 1.1 3.8 2.3 9.6 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 52,629 : : Positions : : 31,168 28,235 0 9,590 325 10,075 660 2,360 1,050 4,245 1,355 : : : : Changes from: April 13, 2021 : : 830 -250 0 1,175 0 0 0 0 1,050 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 53.6 0.0 18.2 0.6 19.1 1.3 4.5 2.0 8.1 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 221,133 : : Positions : : 131,726 86,288 27,351 1,020 9,367 0 45,375 20 425 26,178 321 : : : : Changes from: April 13, 2021 : : 9,620 4,010 -3,165 0 320 0 825 0 0 1,150 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 39.0 12.4 0.5 4.2 0.0 20.5 0.0 0.2 11.8 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 201,451 : : Positions : : 127,226 81,914 15,988 0 9,303 0 39,125 25 425 22,747 1,373 : : : : Changes from: April 13, 2021 : : 10,869 4,464 -4,340 0 296 0 825 -50 0 1,490 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 40.7 7.9 0.0 4.6 0.0 19.4 0.0 0.2 11.3 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 26 . 0 . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 52,026 : : Positions : : 18,610 27,390 20,106 12,511 3,320 2,565 0 2,180 0 1,350 0 : : : : Changes from: April 13, 2021 : : -115 345 1,875 1,775 -230 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 52.6 38.6 24.0 6.4 4.9 0.0 4.2 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 43,970 : : Positions : : 16,750 24,940 15,671 9,401 2,279 2,890 0 1,955 0 975 0 : : : : Changes from: April 13, 2021 : : -775 -175 600 400 -205 400 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 56.7 35.6 21.4 5.2 6.6 0.0 4.4 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 39,620 : : Positions : : 18,025 25,105 6,495 570 5,255 3,500 3,965 0 1,335 0 0 : : : : Changes from: April 13, 2021 : : 145 -130 370 345 30 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 63.4 16.4 1.4 13.3 8.8 10.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 48,375 : : Positions : : 14,630 31,720 1,440 610 6,735 18,995 4,105 25 1,335 0 0 : : : : Changes from: April 13, 2021 : : 150 -100 -270 -420 90 0 400 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 65.6 3.0 1.3 13.9 39.3 8.5 0.1 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 212,534 : : Positions : : 114,398 126,765 2,445 12,406 25,608 24,450 170 1,530 145 2,107 1,333 : : : : Changes from: April 13, 2021 : : -403 -134 150 -726 -332 -150 100 0 -175 170 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 59.6 1.2 5.8 12.0 11.5 0.1 0.7 0.1 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 24 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 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 178,160 : : Positions : : 104,225 107,246 270 8,903 17,585 12,985 0 9,370 200 1,396 1,010 : : : : Changes from: April 13, 2021 : : -2,137 -3,121 0 990 394 -150 0 0 200 44 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 60.2 0.2 5.0 9.9 7.3 0.0 5.3 0.1 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 . . 4 . 0 . . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated April 23, 2021