Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 15,182 : : Positions : : 11,616 8,339 92 837 1,222 78 0 49 90 2,693 924 : : : : Changes from: March 9, 2021 : : 141 174 -71 30 49 4 0 0 0 -139 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 54.9 0.6 5.5 8.1 0.5 0.0 0.3 0.6 17.7 6.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 35,329 : : Positions : : 22,186 30,021 2,642 11 3,295 573 100 648 4,889 25 1,096 : : : : Changes from: March 9, 2021 : : 790 1,565 37 11 -286 250 0 -150 524 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 85.0 7.5 0.0 9.3 1.6 0.3 1.8 13.8 0.1 3.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 . . . . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 30,981 : : Positions : : 25,991 24,872 0 1,261 2,035 0 73 455 1,200 985 1,300 : : : : Changes from: March 9, 2021 : : 775 600 0 -600 260 0 -25 0 -190 610 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 80.3 0.0 4.1 6.6 0.0 0.2 1.5 3.9 3.2 4.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 0 . . 0 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 130,820 : : Positions : : 94,876 90,102 854 20,578 12,451 15,823 2,040 420 4,457 3,651 1,380 : : : : Changes from: March 9, 2021 : : 1,461 -278 -127 -1,243 1,509 -1,945 55 65 -87 503 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 68.9 0.7 15.7 9.5 12.1 1.6 0.3 3.4 2.8 1.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 27 . 5 5 7 4 . . 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 55,854 : : Positions : : 43,210 38,738 1,485 10,126 2,772 5,321 0 257 1,415 2,612 1,334 : : : : Changes from: March 9, 2021 : : 1,942 2,493 0 -764 -3 13 -50 0 -41 282 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 69.4 2.7 18.1 5.0 9.5 0.0 0.5 2.5 4.7 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 21 . . . 6 0 . 4 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 33,003 : : Positions : : 28,972 25,570 1,588 3,995 746 0 619 50 1,228 1,604 419 : : : : Changes from: March 9, 2021 : : 1,665 2,000 185 70 -166 0 5 0 325 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 77.5 4.8 12.1 2.3 0.0 1.9 0.2 3.7 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . . . 0 . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 49,540 : : Positions : : 29,455 18,873 1,818 20,273 3,550 13,340 0 0 185 5,506 920 : : : : Changes from: March 9, 2021 : : -114 333 -30 -290 -10 0 0 0 4 -200 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 38.1 3.7 40.9 7.2 26.9 0.0 0.0 0.4 11.1 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 61,391 : : Positions : : 37,048 22,841 1,114 27,624 3,451 17,163 1,060 0 227 4,638 1,481 : : : : Changes from: March 9, 2021 : : -21 845 -98 -830 268 75 76 0 0 -130 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 37.2 1.8 45.0 5.6 28.0 1.7 0.0 0.4 7.6 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . 4 5 . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 63,520 : : Positions : : 43,614 32,398 14,878 22,712 1,772 0 25 0 1,366 5,280 1,333 : : : : Changes from: March 9, 2021 : : -25 650 1,370 700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 51.0 23.4 35.8 2.8 0.0 0.0 0.0 2.2 8.3 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 82,367 : : Positions : : 56,401 33,055 21,860 41,109 810 20 0 5 1,006 5,406 1,947 : : : : Changes from: March 9, 2021 : : -95 545 1,520 900 0 0 0 0 25 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 40.1 26.5 49.9 1.0 0.0 0.0 0.0 1.2 6.6 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 19 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 32,827 : : Positions : : 22,123 29,577 8,425 140 2,085 0 0 0 0 395 0 : : : : Changes from: March 9, 2021 : : 15 -115 0 0 0 0 0 0 0 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 90.1 25.7 0.4 6.4 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 30,511 : : Positions : : 26,800 14,315 0 13,541 2,155 0 500 0 1,260 0 0 : : : : Changes from: March 9, 2021 : : -100 0 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 46.9 0.0 44.4 7.1 0.0 1.6 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 101,801 : : Positions : : 79,016 75,536 200 11,364 7,742 6,131 220 763 4,396 3,037 3,000 : : : : Changes from: March 9, 2021 : : 210 307 0 8 380 -156 -25 170 202 71 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 74.2 0.2 11.2 7.6 6.0 0.2 0.7 4.3 3.0 2.9 : : : : Number of Traders in Each Category Total Traders: 70 : : 36 35 . 4 . 6 . . 11 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 20,356 : : Positions : : 12,956 17,465 4,967 1,250 861 300 0 0 350 0 0 : : : : Changes from: March 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 85.8 24.4 6.1 4.2 1.5 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 18,240 : : Positions : : 11,535 16,479 4,892 1,250 511 300 0 0 350 0 0 : : : : Changes from: March 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 90.3 26.8 6.9 2.8 1.6 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 31,219 : : Positions : : 25,407 24,107 1,933 0 3,664 50 3,448 0 0 0 0 : : : : Changes from: March 9, 2021 : : 21 -79 -300 0 300 50 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.2 6.2 0.0 11.7 0.2 11.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 63,265 : : Positions : : 54,732 47,295 0 9,209 3,724 3,448 200 0 250 1,680 385 : : : : Changes from: March 9, 2021 : : 0 150 0 -300 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 74.8 0.0 14.6 5.9 5.5 0.3 0.0 0.4 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 0 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 36,953 : : Positions : : 27,658 34,552 7,594 0 1,589 0 0 0 100 320 0 : : : : Changes from: March 9, 2021 : : 125 25 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 93.5 20.6 0.0 4.3 0.0 0.0 0.0 0.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 42,540 : : Positions : : 39,780 24,788 0 14,307 1,664 680 1,545 20 0 160 50 : : : : Changes from: March 9, 2021 : : -53 141 0 -200 74 -1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 58.3 0.0 33.6 3.9 1.6 3.6 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 0 . . . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 52,443 : : Positions : : 39,043 49,038 8,020 450 2,420 0 0 0 2,111 0 35 : : : : Changes from: March 9, 2021 : : 505 705 400 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 93.5 15.3 0.9 4.6 0.0 0.0 0.0 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 58,035 : : Positions : : 44,354 50,718 8,108 4,700 2,185 0 45 0 2,843 0 35 : : : : Changes from: March 9, 2021 : : 400 620 400 200 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 87.4 14.0 8.1 3.8 0.0 0.1 0.0 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . 4 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 85,644 : : Positions : : 68,320 76,201 11,708 4,800 1,248 0 428 0 1,804 608 2,159 : : : : Changes from: March 9, 2021 : : 1,580 900 -144 -4 4 0 5 0 -117 418 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 89.0 13.7 5.6 1.5 0.0 0.5 0.0 2.1 0.7 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 5 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 101,890 : : Positions : : 80,475 89,677 12,587 5,414 1,859 25 1,609 65 3,813 357 2,545 : : : : Changes from: March 9, 2021 : : 2,473 3,052 40 -120 10 25 148 55 217 -384 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 88.0 12.4 5.3 1.8 0.0 1.6 0.1 3.7 0.4 2.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 24 5 . 5 . 6 . 4 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 60,079 : : Positions : : 43,136 53,026 14,073 716 1,231 0 3,919 3 592 160 1,024 : : : : Changes from: March 9, 2021 : : 333 363 0 135 -75 0 31 0 116 -56 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 88.3 23.4 1.2 2.0 0.0 6.5 0.0 1.0 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 . . . 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 42,135 : : Positions : : 27,527 37,795 12,813 0 300 0 550 0 300 2,295 1,195 : : : : Changes from: March 9, 2021 : : 865 890 -50 0 -75 0 150 0 0 -225 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 89.7 30.4 0.0 0.7 0.0 1.3 0.0 0.7 5.4 2.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 9 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 52,395 : : Positions : : 31,830 42,782 11,236 250 7,860 0 0 0 360 1,319 120 : : : : Changes from: March 9, 2021 : : -268 -351 56 0 0 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 81.7 21.4 0.5 15.0 0.0 0.0 0.0 0.7 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 4 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 60,591 : : Positions : : 42,949 47,843 9,174 2,563 5,789 1,310 2,435 0 130 1,353 120 : : : : Changes from: March 9, 2021 : : -142 -254 -110 55 100 100 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 79.0 15.1 4.2 9.6 2.2 4.0 0.0 0.2 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 22,335 : : Positions : : 9,799 18,603 11,084 97 536 100 1,995 0 0 652 361 : : : : Changes from: March 9, 2021 : : -255 -299 -79 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 83.3 49.6 0.4 2.4 0.4 8.9 0.0 0.0 2.9 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 20,080 : : Positions : : 9,016 17,690 9,834 310 667 0 465 0 50 910 0 : : : : Changes from: March 9, 2021 : : -480 -525 -45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 88.1 49.0 1.5 3.3 0.0 2.3 0.0 0.2 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 25,550 : : Positions : : 20,721 17,899 1,830 5,561 300 496 0 0 1,134 1,397 393 : : : : Changes from: March 9, 2021 : : 297 272 -60 33 -2 60 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 70.1 7.2 21.8 1.2 1.9 0.0 0.0 4.4 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 16,166 : : Positions : : 12,579 14,282 1,905 300 62 0 0 0 630 747 260 : : : : Changes from: March 9, 2021 : : 115 170 0 0 0 0 0 0 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 88.3 11.8 1.9 0.4 0.0 0.0 0.0 3.9 4.6 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 45,625 : : Positions : : 32,516 20,825 6,157 16,156 772 2,225 5,047 180 1,965 799 1,549 : : : : Changes from: March 9, 2021 : : -515 -402 540 -15 0 0 60 0 -415 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 45.6 13.5 35.4 1.7 4.9 11.1 0.4 4.3 1.8 3.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 17 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 27,819 : : Positions : : 22,013 8,467 1,532 14,031 939 700 2,765 0 1,048 30 1,356 : : : : Changes from: March 9, 2021 : : -813 -718 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 30.4 5.5 50.4 3.4 2.5 9.9 0.0 3.8 0.1 4.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 17,324 : : Positions : : 5,195 16,375 9,459 0 105 0 47 475 1,918 155 140 : : : : Changes from: March 9, 2021 : : -225 255 230 0 -65 0 -125 125 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 94.5 54.6 0.0 0.6 0.0 0.3 2.7 11.1 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 22,986 : : Positions : : 5,847 22,886 13,069 0 0 0 85 15 3,995 0 0 : : : : Changes from: March 9, 2021 : : 350 1,395 970 0 0 0 85 15 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 99.6 56.9 0.0 0.0 0.0 0.4 0.1 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . 0 0 0 . . 6 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 8,137 : : Positions : : 4,595 5,016 956 995 1,716 0 0 50 680 200 100 : : : : Changes from: March 9, 2021 : : 0 205 30 -175 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 61.6 11.7 12.2 21.1 0.0 0.0 0.6 8.4 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . 4 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 7,468 : : Positions : : 4,238 4,209 836 1,145 1,599 0 0 50 500 200 205 : : : : Changes from: March 9, 2021 : : 90 85 -30 -25 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 56.4 11.2 15.3 21.4 0.0 0.0 0.7 6.7 2.7 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . 4 0 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 47,497 : : Positions : : 15,850 44,162 25,510 60 1,595 600 25 0 1,755 0 1,655 : : : : Changes from: March 9, 2021 : : 175 100 -75 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 93.0 53.7 0.1 3.4 1.3 0.1 0.0 3.7 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 47,972 : : Positions : : 16,620 44,672 25,310 60 1,595 600 0 25 1,670 0 1,620 : : : : Changes from: March 9, 2021 : : 175 100 -75 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 93.1 52.8 0.1 3.3 1.3 0.0 0.1 3.5 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 118,313 : : Positions : : 89,016 99,153 19,439 8,132 5,747 210 1,680 575 1,261 1,075 1,703 : : : : Changes from: March 9, 2021 : : 275 1,005 570 135 0 145 -10 -45 -55 -345 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 83.8 16.4 6.9 4.9 0.2 1.4 0.5 1.1 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 27 5 . 5 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 124,592 : : Positions : : 92,314 104,326 18,298 5,096 8,075 0 2,016 1,209 2,355 1,590 2,184 : : : : Changes from: March 9, 2021 : : 1,080 1,323 204 273 -23 0 -177 172 150 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 83.7 14.7 4.1 6.5 0.0 1.6 1.0 1.9 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 29 4 . 6 0 5 . 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 534,747 : : Positions : : 345,937 357,964 7,897 7,238 95,186 15,485 16,018 23,218 20,337 8,386 25,778 : : : : Changes from: March 9, 2021 : : 5,347 2,735 -2,957 -2,398 2,743 -1,890 918 314 -55 -861 1,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 66.9 1.5 1.4 17.8 2.9 3.0 4.3 3.8 1.6 4.8 : : : : Number of Traders in Each Category Total Traders: 97 : : 38 38 4 4 6 9 12 10 12 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,460 : : Positions : : 8,255 12,910 1,775 5 1,830 930 600 35 1,670 0 0 : : : : Changes from: March 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 83.5 11.5 0.0 11.8 6.0 3.9 0.2 10.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 13,220 : : Positions : : 6,470 10,085 1,730 430 1,965 330 600 60 1,670 0 0 : : : : Changes from: March 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 76.3 13.1 3.3 14.9 2.5 4.5 0.5 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 12,897 : : Positions : : 10,920 12,070 580 98 452 0 0 0 835 200 45 : : : : Changes from: March 9, 2021 : : 2,304 2,404 100 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 93.6 4.5 0.8 3.5 0.0 0.0 0.0 6.5 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 89,307 : : Positions : : 65,254 57,427 12,406 14,941 915 0 8,835 0 3,570 0 0 : : : : Changes from: March 9, 2021 : : 2,580 1,845 -765 300 0 0 -90 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 64.3 13.9 16.7 1.0 0.0 9.9 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 72,107 : : Positions : : 50,182 40,052 9,642 15,420 950 0 7,515 0 3,180 0 0 : : : : Changes from: March 9, 2021 : : 728 -462 -710 600 0 0 -90 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 55.5 13.4 21.4 1.3 0.0 10.4 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 45,559 : : Positions : : 28,965 14,968 5,663 17,671 10 3,295 6,070 2,300 1,310 814 0 : : : : Changes from: March 9, 2021 : : -1,171 -722 624 0 0 -175 0 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 32.9 12.4 38.8 0.0 7.2 13.3 5.0 2.9 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 33,649 : : Positions : : 22,052 11,606 6,842 9,590 0 225 7,780 720 25 214 336 : : : : Changes from: March 9, 2021 : : -570 -325 420 0 0 0 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 34.5 20.3 28.5 0.0 0.7 23.1 2.1 0.1 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 19,170 : : Positions : : 9,825 8,165 6,635 0 310 0 8,195 550 0 25 75 : : : : Changes from: March 9, 2021 : : -300 -600 -300 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 42.6 34.6 0.0 1.6 0.0 42.7 2.9 0.0 0.1 0.4 : : : : 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 March 16, 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 86,557 : : Positions : : 42,977 30,410 10,815 37,325 2,505 14,745 1,065 0 720 95 1,085 : : : : Changes from: March 9, 2021 : : -175 215 1,325 1,285 0 175 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 35.1 12.5 43.1 2.9 17.0 1.2 0.0 0.8 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 82,633 : : Positions : : 40,435 30,500 10,073 33,075 2,635 15,295 940 5 470 1,510 330 : : : : Changes from: March 9, 2021 : : -60 380 1,325 1,235 0 175 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 36.9 12.2 40.0 3.2 18.5 1.1 0.0 0.6 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 27,045 : : Positions : : 19,195 5,395 365 0 2,135 0 10,310 550 1,095 5,190 350 : : : : Changes from: March 9, 2021 : : 25 0 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 19.9 1.3 0.0 7.9 0.0 38.1 2.0 4.0 19.2 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 26,820 : : Positions : : 19,145 5,435 230 25 2,245 0 10,310 550 1,095 4,940 425 : : : : Changes from: March 9, 2021 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 20.3 0.9 0.1 8.4 0.0 38.4 2.1 4.1 18.4 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 58,125 : : Positions : : 19,135 48,775 16,315 7,005 130 14,135 25 0 6,335 0 0 : : : : Changes from: March 9, 2021 : : 0 350 175 0 0 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 83.9 28.1 12.1 0.2 24.3 0.0 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 49,948 : : Positions : : 18,455 43,428 5,818 1,475 1,850 4,210 0 0 15,795 0 85 : : : : Changes from: March 9, 2021 : : 500 1,400 1,100 0 0 150 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 86.9 11.6 3.0 3.7 8.4 0.0 0.0 31.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 42,843 : : Positions : : 16,605 36,503 5,803 1,775 1,245 4,110 0 0 11,245 0 435 : : : : Changes from: March 9, 2021 : : 0 400 425 0 0 50 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 85.2 13.5 4.1 2.9 9.6 0.0 0.0 26.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 63,146 : : Positions : : 28,705 46,355 8,510 0 2,760 4,370 8,230 738 13,075 550 1,225 : : : : Changes from: March 9, 2021 : : 0 -300 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 73.4 13.5 0.0 4.4 6.9 13.0 1.2 20.7 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 61,071 : : Positions : : 27,925 44,610 9,740 0 2,900 4,070 8,230 738 11,400 550 1,225 : : : : Changes from: March 9, 2021 : : -50 -325 -250 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 73.0 15.9 0.0 4.7 6.7 13.5 1.2 18.7 0.9 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 62,809 : : Positions : : 35,523 33,555 0 11,843 325 14,820 75 2,755 1,320 6,260 1,300 : : : : Changes from: March 9, 2021 : : 120 400 0 240 0 0 0 0 120 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 53.4 0.0 18.9 0.5 23.6 0.1 4.4 2.1 10.0 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 53,499 : : Positions : : 31,449 29,550 0 8,649 325 10,400 180 2,675 0 4,335 1,355 : : : : Changes from: March 9, 2021 : : 120 0 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 55.2 0.0 16.2 0.6 19.4 0.3 5.0 0.0 8.1 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 7 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 199,692 : : Positions : : 119,885 82,977 19,415 2,130 8,575 0 31,070 1,100 650 23,528 1,110 : : : : Changes from: March 9, 2021 : : 1,660 1,890 535 0 -91 0 375 0 0 170 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 41.6 9.7 1.1 4.3 0.0 15.6 0.6 0.3 11.8 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 173,699 : : Positions : : 108,244 74,316 10,538 895 8,465 0 25,320 1,063 650 18,784 2,380 : : : : Changes from: March 9, 2021 : : 830 1,935 1,160 0 70 0 275 25 0 20 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 42.8 6.1 0.5 4.9 0.0 14.6 0.6 0.4 10.8 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 51,286 : : Positions : : 19,535 28,050 17,881 10,621 3,800 2,735 0 2,230 0 1,450 0 : : : : Changes from: March 9, 2021 : : -410 -160 700 625 -870 175 0 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 54.7 34.9 20.7 7.4 5.3 0.0 4.3 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 44,592 : : Positions : : 18,225 25,927 14,476 8,754 2,794 2,985 0 2,055 0 1,050 0 : : : : Changes from: March 9, 2021 : : -375 15 540 325 -225 175 0 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 58.1 32.5 19.6 6.3 6.7 0.0 4.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 39,490 : : Positions : : 19,795 25,415 5,320 1,370 4,550 3,675 3,705 0 1,450 0 0 : : : : Changes from: March 9, 2021 : : 1,125 1,925 500 -100 -185 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 64.4 13.5 3.5 11.5 9.3 9.4 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 48,190 : : Positions : : 14,970 31,545 1,125 1,940 6,175 19,120 3,705 75 1,450 0 0 : : : : Changes from: March 9, 2021 : : 500 700 50 -150 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 65.5 2.3 4.0 12.8 39.7 7.7 0.2 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 201,483 : : Positions : : 113,501 121,984 2,015 15,034 22,545 24,025 70 2,505 0 2,467 1,128 : : : : Changes from: March 9, 2021 : : -1,573 1,421 25 -2,939 1,838 -475 50 145 0 -255 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 60.5 1.0 7.5 11.2 11.9 0.0 1.2 0.0 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . 4 . . . 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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 174,598 : : Positions : : 107,063 113,633 1,587 6,495 16,970 13,305 0 9,670 0 1,677 905 : : : : Changes from: March 9, 2021 : : -510 620 722 -573 879 -275 0 0 0 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 65.1 0.9 3.7 9.7 7.6 0.0 5.5 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . 4 . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,274 : : Positions : : 22,795 16,005 1,720 8,625 1,905 25 555 1,329 655 0 195 : : : : Changes from: March 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 52.9 5.7 28.5 6.3 0.1 1.8 4.4 2.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 16, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,674 : : Positions : : 22,880 15,235 1,380 8,435 1,965 25 555 1,329 0 50 475 : : : : Changes from: March 9, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 51.3 4.7 28.4 6.6 0.1 1.9 4.5 0.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 19, 2021