Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,840 : : Positions : : 13,704 9,977 392 997 1,355 390 0 1 0 3,283 1,411 : : : : Changes from: May 25, 2021 : : 122 572 106 -49 -314 75 0 -48 -17 -201 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 55.9 2.2 5.6 7.6 2.2 0.0 0.0 0.0 18.4 7.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 31,761 : : Positions : : 17,137 28,444 5,262 0 2,175 123 0 438 5,865 43 636 : : : : Changes from: May 25, 2021 : : -1,214 -1,903 -82 0 -90 -157 0 -171 -416 -1 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 89.6 16.6 0.0 6.8 0.4 0.0 1.4 18.5 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . 0 . . 0 . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 29,280 : : Positions : : 21,534 25,084 689 1,291 2,627 122 0 153 3,840 0 125 : : : : Changes from: May 25, 2021 : : -2,203 -1,885 -35 -308 0 122 -128 -122 -395 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 85.7 2.4 4.4 9.0 0.4 0.0 0.5 13.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 133,988 : : Positions : : 92,365 94,187 2,277 16,165 17,034 15,651 75 315 3,971 3,789 2,048 : : : : Changes from: May 25, 2021 : : 316 2,680 710 -373 -295 202 0 55 1 -1,189 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 70.3 1.7 12.1 12.7 11.7 0.1 0.2 3.0 2.8 1.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 27 31 . 4 6 8 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 61,079 : : Positions : : 48,344 43,871 1,485 11,453 2,652 5,067 0 19 2,580 2,095 879 : : : : Changes from: May 25, 2021 : : 245 -132 0 440 141 -303 0 10 -8 -432 236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 71.8 2.4 18.8 4.3 8.3 0.0 0.0 4.2 3.4 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 18 . 4 4 4 0 . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 39,332 : : Positions : : 34,044 28,368 2,296 6,965 946 0 305 50 1,365 2,027 631 : : : : Changes from: May 25, 2021 : : 1,548 150 0 1,484 -110 0 -291 0 -120 55 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 72.1 5.8 17.7 2.4 0.0 0.8 0.1 3.5 5.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 49,113 : : Positions : : 26,549 19,747 5,644 19,006 3,720 11,740 100 0 100 5,337 713 : : : : Changes from: May 25, 2021 : : -390 175 17 -205 -15 0 0 0 0 -334 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 40.2 11.5 38.7 7.6 23.9 0.2 0.0 0.2 10.9 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 59,456 : : Positions : : 35,010 23,964 3,674 24,284 5,030 13,129 206 30 361 4,342 1,141 : : : : Changes from: May 25, 2021 : : -234 -69 -58 -240 3 -405 0 0 35 -389 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 40.3 6.2 40.8 8.5 22.1 0.3 0.1 0.6 7.3 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 18 . 4 6 8 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 69,320 : : Positions : : 45,690 28,272 19,667 33,476 918 100 0 0 1,144 5,280 1,334 : : : : Changes from: May 25, 2021 : : 90 48 375 75 -10 0 0 0 -342 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 40.8 28.4 48.3 1.3 0.1 0.0 0.0 1.7 7.6 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 17 4 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 92,894 : : Positions : : 62,064 31,151 26,742 53,397 810 206 65 0 987 5,759 1,692 : : : : Changes from: May 25, 2021 : : 388 94 335 230 15 0 0 0 -91 308 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 33.5 28.8 57.5 0.9 0.2 0.1 0.0 1.1 6.2 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 17 4 4 . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 29,349 : : Positions : : 18,548 26,632 9,068 0 1,578 0 0 0 100 236 33 : : : : Changes from: May 25, 2021 : : -157 -375 82 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 90.7 30.9 0.0 5.4 0.0 0.0 0.0 0.3 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 29,528 : : Positions : : 25,507 12,885 0 13,048 3,065 0 400 0 700 100 0 : : : : Changes from: May 25, 2021 : : 232 -115 0 87 0 0 0 0 -260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 43.6 0.0 44.2 10.4 0.0 1.4 0.0 2.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 0 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 30,600 : : Positions : : 22,442 27,375 3,810 760 2,465 150 0 0 1,650 0 0 : : : : Changes from: May 25, 2021 : : 1,200 1,032 -300 0 360 0 0 0 0 -132 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 89.5 12.5 2.5 8.1 0.5 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 128,644 : : Positions : : 99,319 75,867 200 24,945 11,002 9,481 640 1,104 2,659 10,629 4,343 : : : : Changes from: May 25, 2021 : : 901 -237 0 1,847 88 1,386 40 0 115 720 -221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 59.0 0.2 19.4 8.6 7.4 0.5 0.9 2.1 8.3 3.4 : : : : Number of Traders in Each Category Total Traders: 74 : : 38 34 . 5 4 7 . 4 9 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 27,923 : : Positions : : 15,463 25,243 9,568 1,200 1,480 300 0 0 300 0 0 : : : : Changes from: May 25, 2021 : : -69 2,991 3,060 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 90.4 34.3 4.3 5.3 1.1 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 26,221 : : Positions : : 14,486 23,991 9,293 1,200 1,030 300 0 0 300 0 0 : : : : Changes from: May 25, 2021 : : -9 3,051 3,060 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 91.5 35.4 4.6 3.9 1.1 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 36,100 : : Positions : : 26,266 25,068 5,475 0 4,269 50 6,463 0 0 300 0 : : : : Changes from: May 25, 2021 : : 1,875 375 300 0 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 69.4 15.2 0.0 11.8 0.1 17.9 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 31,618 : : Positions : : 22,196 22,986 5,113 0 4,269 0 4,063 0 0 300 0 : : : : Changes from: May 25, 2021 : : 545 245 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 72.7 16.2 0.0 13.5 0.0 12.9 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 74,055 : : Positions : : 61,854 44,014 0 18,127 5,597 4,063 325 25 845 4,150 1,105 : : : : Changes from: May 25, 2021 : : 1,145 -1,350 0 3,160 -130 0 0 0 395 -215 685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 59.4 0.0 24.5 7.6 5.5 0.4 0.0 1.1 5.6 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 0 5 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 34,388 : : Positions : : 23,588 32,256 9,149 50 1,444 0 0 0 100 196 0 : : : : Changes from: May 25, 2021 : : 57 224 97 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 93.8 26.6 0.1 4.2 0.0 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,421 : : Positions : : 38,841 27,961 0 12,262 5,448 1,936 425 0 0 265 60 : : : : Changes from: May 25, 2021 : : 235 10 0 -18 90 -83 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 60.2 0.0 26.4 11.7 4.2 0.9 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 0 4 4 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 49,904 : : Positions : : 35,778 45,942 8,424 1,194 2,243 0 100 0 2,736 0 10 : : : : Changes from: May 25, 2021 : : -370 164 0 0 0 0 0 0 534 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 92.1 16.9 2.4 4.5 0.0 0.2 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 4 0 . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 55,838 : : Positions : : 40,484 47,859 10,002 5,649 1,730 0 156 0 3,013 0 124 : : : : Changes from: May 25, 2021 : : 281 262 0 10 -10 0 0 0 -9 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 85.7 17.9 10.1 3.1 0.0 0.3 0.0 5.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 91,003 : : Positions : : 71,971 81,174 15,182 5,340 1,231 36 262 135 653 1,538 1,283 : : : : Changes from: May 25, 2021 : : 170 164 -22 0 0 -5 0 0 0 -21 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 89.2 16.7 5.9 1.4 0.0 0.3 0.1 0.7 1.7 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 25 5 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 117,513 : : Positions : : 92,415 100,688 16,422 5,138 2,146 757 1,375 309 2,823 5,373 2,224 : : : : Changes from: May 25, 2021 : : 186 831 171 -5 -139 164 -171 -15 303 168 193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 85.7 14.0 4.4 1.8 0.6 1.2 0.3 2.4 4.6 1.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 27 6 . 5 4 . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 66,412 : : Positions : : 50,523 57,617 12,723 191 1,912 0 3,069 0 1,030 3,398 212 : : : : Changes from: May 25, 2021 : : 420 92 104 60 -60 0 -613 0 -331 640 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 86.8 19.2 0.3 2.9 0.0 4.6 0.0 1.6 5.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 54,856 : : Positions : : 38,056 50,416 15,190 104 325 0 151 150 30 2,605 1,105 : : : : Changes from: May 25, 2021 : : 141 436 290 0 0 0 0 0 5 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 91.9 27.7 0.2 0.6 0.0 0.3 0.3 0.1 4.7 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 49,177 : : Positions : : 29,739 40,887 11,492 194 6,795 100 0 0 74 1,070 120 : : : : Changes from: May 25, 2021 : : 205 1,273 1,600 0 -1,200 0 0 0 -671 -1 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 83.1 23.4 0.4 13.8 0.2 0.0 0.0 0.2 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 54,086 : : Positions : : 38,539 43,997 9,977 3,407 3,023 786 2,400 0 1,131 709 194 : : : : Changes from: May 25, 2021 : : 326 1,708 440 -918 -130 -25 0 0 54 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 81.3 18.4 6.3 5.6 1.5 4.4 0.0 2.1 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 20,071 : : Positions : : 9,581 16,441 9,301 414 590 0 1,720 0 51 838 0 : : : : Changes from: May 25, 2021 : : 100 130 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 81.9 46.3 2.1 2.9 0.0 8.6 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 18,160 : : Positions : : 8,261 15,610 8,025 620 762 0 400 0 50 740 0 : : : : Changes from: May 25, 2021 : : 94 130 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 86.0 44.2 3.4 4.2 0.0 2.2 0.0 0.3 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 25,089 : : Positions : : 20,595 17,359 1,900 7,184 20 436 20 60 1,445 0 102 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 20 60 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 69.2 7.6 28.6 0.1 1.7 0.1 0.2 5.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 16,189 : : Positions : : 13,041 13,825 1,769 1,736 6 0 0 0 729 70 70 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.4 10.9 10.7 0.0 0.0 0.0 0.0 4.5 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 43,400 : : Positions : : 27,704 20,398 8,267 14,675 1,893 1,800 4,790 50 2,325 599 710 : : : : Changes from: May 25, 2021 : : -461 -499 -20 30 60 0 -90 0 -93 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 47.0 19.0 33.8 4.4 4.1 11.0 0.1 5.4 1.4 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 25,238 : : Positions : : 18,917 8,810 2,478 11,658 1,139 600 2,800 0 1,048 0 675 : : : : Changes from: May 25, 2021 : : 0 -55 0 60 -12 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 34.9 9.8 46.2 4.5 2.4 11.1 0.0 4.2 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 3,741 : : Positions : : 2,890 3,021 325 610 0 40 25 0 400 25 0 : : : : Changes from: May 25, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 80.8 8.7 16.3 0.0 1.1 0.7 0.0 10.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 16,324 : : Positions : : 5,577 15,610 8,987 0 262 8 0 248 1,120 75 60 : : : : Changes from: May 25, 2021 : : 102 -1,383 -160 0 -25 -181 0 -19 -1,050 75 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 95.6 55.1 0.0 1.6 0.0 0.0 1.5 6.9 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 4 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 19,783 : : Positions : : 6,146 19,783 10,847 0 0 0 0 0 2,470 0 0 : : : : Changes from: May 25, 2021 : : 160 -895 -300 0 0 0 -86 -15 -850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 100.0 54.8 0.0 0.0 0.0 0.0 0.0 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 0 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 13,743 : : Positions : : 6,909 7,547 4,293 4,100 1,796 0 0 0 440 100 100 : : : : Changes from: May 25, 2021 : : 66 -34 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 54.9 31.2 29.8 13.1 0.0 0.0 0.0 3.2 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 10,177 : : Positions : : 5,976 6,764 1,758 1,510 1,498 0 0 0 260 100 205 : : : : Changes from: May 25, 2021 : : 66 -34 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 66.5 17.3 14.8 14.7 0.0 0.0 0.0 2.6 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 47,536 : : Positions : : 17,421 41,566 24,200 3,070 1,755 780 0 0 2,065 0 1,145 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 87.4 50.9 6.5 3.7 1.6 0.0 0.0 4.3 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 50,271 : : Positions : : 19,291 44,876 25,735 3,070 1,215 780 0 0 1,980 0 1,110 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 89.3 51.2 6.1 2.4 1.6 0.0 0.0 3.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 120,551 : : Positions : : 86,567 100,400 18,898 3,768 11,216 146 1,380 500 1,467 1,753 1,393 : : : : Changes from: May 25, 2021 : : 382 259 -5 -95 176 -80 -15 15 15 164 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 83.3 15.7 3.1 9.3 0.1 1.1 0.4 1.2 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 27 4 4 7 . 4 . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 133,375 : : Positions : : 94,908 110,580 19,411 520 14,664 30 2,737 368 1,788 2,346 2,078 : : : : Changes from: May 25, 2021 : : 1,528 401 -85 70 0 0 -4 4 15 985 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 82.9 14.6 0.4 11.0 0.0 2.1 0.3 1.3 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 30 6 . 7 . 4 . 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 577,258 : : Positions : : 376,264 410,184 20,904 9,866 93,178 16,976 10,186 22,507 21,678 5,847 25,102 : : : : Changes from: May 25, 2021 : : 12,002 14,638 4,336 -3,108 -2,324 -3,546 3,910 1,127 1,618 -1,161 -776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 71.1 3.6 1.7 16.1 2.9 1.8 3.9 3.8 1.0 4.3 : : : : Number of Traders in Each Category Total Traders: 95 : : 42 42 . 5 7 11 7 11 18 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 16,002 : : Positions : : 9,432 11,525 1,425 2,757 1,475 985 25 0 1,770 0 0 : : : : Changes from: May 25, 2021 : : 130 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 72.0 8.9 17.2 9.2 6.2 0.2 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,840 : : Positions : : 7,785 8,840 1,300 2,285 1,950 335 625 0 1,420 0 0 : : : : Changes from: May 25, 2021 : : 130 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 63.9 9.4 16.5 14.1 2.4 4.5 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 27,111 : : Positions : : 23,504 22,216 677 1,778 1,992 0 0 0 465 700 365 : : : : Changes from: May 25, 2021 : : 1,136 519 0 670 0 0 0 0 0 -83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 81.9 2.5 6.6 7.3 0.0 0.0 0.0 1.7 2.6 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 16,311 : : Positions : : 11,866 14,456 700 1,355 500 1,600 0 0 1,225 0 0 : : : : Changes from: May 25, 2021 : : 1,235 610 -300 900 0 0 0 0 575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 88.6 4.3 8.3 3.1 9.8 0.0 0.0 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 11 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 88,934 : : Positions : : 65,392 56,745 11,508 16,589 1,554 0 5,943 240 2,920 0 0 : : : : Changes from: May 25, 2021 : : 1,132 32 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 63.8 12.9 18.7 1.7 0.0 6.7 0.3 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 69,925 : : Positions : : 50,068 39,343 8,296 17,051 979 25 4,678 60 2,605 0 0 : : : : Changes from: May 25, 2021 : : 72 72 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 56.3 11.9 24.4 1.4 0.0 6.7 0.1 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 27,696 : : Positions : : 10,405 18,331 8,520 0 4,105 630 700 175 50 0 0 : : : : Changes from: May 25, 2021 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 66.2 30.8 0.0 14.8 2.3 2.5 0.6 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 15,990 : : Positions : : 11,295 7,700 0 7,071 664 3,195 0 225 0 0 0 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 48.2 0.0 44.2 4.2 20.0 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 . . 4 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 45,177 : : Positions : : 27,439 17,973 7,586 15,876 0 3,965 4,574 1,780 137 704 540 : : : : Changes from: May 25, 2021 : : 45 -30 25 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 39.8 16.8 35.1 0.0 8.8 10.1 3.9 0.3 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 32,136 : : Positions : : 19,284 11,769 8,835 8,560 0 350 7,215 720 0 927 336 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 36.6 27.5 26.6 0.0 1.1 22.5 2.2 0.0 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,501 : : Positions : : 10,670 7,961 7,145 0 200 25 10,205 400 15 0 60 : : : : Changes from: May 25, 2021 : : 50 181 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 38.8 34.9 0.0 1.0 0.1 49.8 2.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 94,477 : : Positions : : 39,577 35,160 18,690 40,265 3,880 17,740 845 0 540 0 765 : : : : Changes from: May 25, 2021 : : 764 1,114 500 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 37.2 19.8 42.6 4.1 18.8 0.9 0.0 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 89,799 : : Positions : : 37,773 35,410 17,102 36,120 3,490 18,090 755 0 138 650 396 : : : : Changes from: May 25, 2021 : : 574 774 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 39.4 19.0 40.2 3.9 20.1 0.8 0.0 0.2 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 30,258 : : Positions : : 23,030 7,777 105 1,163 2,190 0 11,120 250 1,045 4,195 30 : : : : Changes from: May 25, 2021 : : -25 0 -25 0 25 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 25.7 0.3 3.8 7.2 0.0 36.8 0.8 3.5 13.9 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 29,983 : : Positions : : 22,930 7,817 105 1,273 2,165 0 11,070 250 1,045 3,995 55 : : : : Changes from: May 25, 2021 : : -25 0 -25 0 25 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 26.1 0.4 4.2 7.2 0.0 36.9 0.8 3.5 13.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 57,847 : : Positions : : 20,082 46,260 17,163 8,650 215 12,135 0 0 5,455 0 0 : : : : Changes from: May 25, 2021 : : 5 40 100 65 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 80.0 29.7 15.0 0.4 21.0 0.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 57,815 : : Positions : : 19,800 48,410 18,530 6,725 215 11,785 0 0 4,950 0 0 : : : : Changes from: May 25, 2021 : : 0 400 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 83.7 32.1 11.6 0.4 20.4 0.0 0.0 8.6 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 June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,855 : : Positions : : 21,945 49,470 15,485 1,310 1,695 2,610 300 260 10,200 0 35 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 90.2 28.2 2.4 3.1 4.8 0.5 0.5 18.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 48,620 : : Positions : : 19,685 43,025 15,115 1,550 1,300 2,510 300 285 6,825 0 385 : : : : Changes from: May 25, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 88.5 31.1 3.2 2.7 5.2 0.6 0.6 14.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 12,575 : : Positions : : 6,795 6,160 490 630 2,290 0 1,745 15 1,195 0 120 : : : : Changes from: May 25, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 49.0 3.9 5.0 18.2 0.0 13.9 0.1 9.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 85,810 : : Positions : : 35,345 74,750 16,625 2,195 1,910 19,935 210 2,100 5,205 400 1,225 : : : : Changes from: May 25, 2021 : : 10 0 90 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 87.1 19.4 2.6 2.2 23.2 0.2 2.4 6.1 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 84,145 : : Positions : : 34,680 72,795 17,590 2,195 1,935 19,585 510 2,100 3,810 400 1,225 : : : : Changes from: May 25, 2021 : : 10 0 90 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 86.5 20.9 2.6 2.3 23.3 0.6 2.5 4.5 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 63,768 : : Positions : : 37,033 28,404 2,201 21,919 250 13,815 1,070 1,880 1,390 3,155 825 : : : : Changes from: May 25, 2021 : : 560 80 0 580 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 44.5 3.5 34.4 0.4 21.7 1.7 2.9 2.2 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 55,071 : : Positions : : 32,351 28,382 2,201 15,362 250 9,940 1,070 1,880 1,030 1,085 1,055 : : : : Changes from: May 25, 2021 : : 560 80 0 580 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 51.5 4.0 27.9 0.5 18.0 1.9 3.4 1.9 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 233,051 : : Positions : : 133,000 97,614 32,614 7,746 9,899 0 47,514 45 400 13,083 311 : : : : Changes from: May 25, 2021 : : -453 572 875 10 -140 0 -75 0 100 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 41.9 14.0 3.3 4.2 0.0 20.4 0.0 0.2 5.6 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 28 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 211,674 : : Positions : : 127,568 93,037 20,161 2,006 10,905 0 42,745 25 400 10,317 1,398 : : : : Changes from: May 25, 2021 : : -165 390 620 10 -105 0 125 -25 100 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 44.0 9.5 0.9 5.2 0.0 20.2 0.0 0.2 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 28 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 50,254 : : Positions : : 17,095 27,265 16,326 9,401 5,545 4,550 0 1,243 0 1,265 10 : : : : Changes from: May 25, 2021 : : 420 -430 0 850 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 54.3 32.5 18.7 11.0 9.1 0.0 2.5 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 42,965 : : Positions : : 14,305 24,095 13,441 7,006 4,059 4,240 0 1,330 0 965 10 : : : : Changes from: May 25, 2021 : : -220 -570 100 470 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 56.1 31.3 16.3 9.4 9.9 0.0 3.1 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 49,280 : : Positions : : 21,425 27,402 5,637 200 11,715 2,925 3,925 648 1,220 0 0 : : : : Changes from: May 25, 2021 : : 270 835 565 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 55.6 11.4 0.4 23.8 5.9 8.0 1.3 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 49,878 : : Positions : : 16,000 31,125 1,490 250 8,025 16,745 4,105 48 1,220 0 0 : : : : Changes from: May 25, 2021 : : 620 580 1,160 0 70 -1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 62.4 3.0 0.5 16.1 33.6 8.2 0.1 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 232,846 : : Positions : : 119,079 140,591 6,559 7,219 36,701 24,289 380 1,690 110 1,817 1,168 : : : : Changes from: May 25, 2021 : : -75 1,917 75 -2,172 1,021 -225 0 0 0 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 60.4 2.8 3.1 15.8 10.4 0.2 0.7 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 25 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 174,980 : : Positions : : 99,162 99,464 2,362 12,618 17,756 12,060 0 9,220 0 1,277 1,030 : : : : Changes from: May 25, 2021 : : -415 715 170 -935 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 56.8 1.3 7.2 10.1 6.9 0.0 5.3 0.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 21 . . 4 . 0 . 0 4 . : ----------------------------------------------------------------------------------------------------------------
Updated June 04, 2021