Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 17,834 : : Positions : : 13,582 9,406 286 1,046 1,669 315 0 49 17 3,484 1,427 : : : : Changes from: May 18, 2021 : : 369 130 -75 -46 110 109 0 0 17 206 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 52.7 1.6 5.9 9.4 1.8 0.0 0.3 0.1 19.5 8.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 33,960 : : Positions : : 18,351 30,347 5,344 0 2,265 280 0 609 6,281 44 640 : : : : Changes from: May 18, 2021 : : 261 285 276 0 -157 130 -14 -71 -323 7 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 89.4 15.7 0.0 6.7 0.8 0.0 1.8 18.5 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . 0 . . 0 . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 31,788 : : Positions : : 23,737 26,969 724 1,599 2,627 0 128 275 4,235 0 190 : : : : Changes from: May 18, 2021 : : -55 -19 -94 -80 -15 0 0 -50 25 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 84.8 2.3 5.0 8.3 0.0 0.4 0.9 13.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 21 . . . 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 133,018 : : Positions : : 92,049 91,507 1,567 16,538 17,329 15,449 75 260 3,970 4,978 2,126 : : : : Changes from: May 18, 2021 : : 2,382 2,104 -581 -385 -36 -271 -50 -40 -37 -113 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 68.8 1.2 12.4 13.0 11.6 0.1 0.2 3.0 3.7 1.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 27 31 . 4 6 8 . 4 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,809 : : Positions : : 48,099 44,003 1,485 11,013 2,511 5,370 0 9 2,588 2,527 643 : : : : Changes from: May 18, 2021 : : 1,165 1,059 0 76 4 -276 0 9 375 105 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 72.4 2.4 18.1 4.1 8.8 0.0 0.0 4.3 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 17 . 4 4 5 0 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 37,799 : : Positions : : 32,496 28,218 2,296 5,481 1,056 0 596 50 1,485 1,972 416 : : : : Changes from: May 18, 2021 : : 680 115 225 475 -149 0 53 0 -150 102 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 74.7 6.1 14.5 2.8 0.0 1.6 0.1 3.9 5.2 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 49,420 : : Positions : : 26,939 19,572 5,627 19,211 3,735 11,740 100 0 100 5,671 649 : : : : Changes from: May 18, 2021 : : -62 -150 -281 -260 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 39.6 11.4 38.9 7.6 23.8 0.2 0.0 0.2 11.5 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 16 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 60,141 : : Positions : : 35,244 24,033 3,732 24,524 5,027 13,534 206 30 326 4,731 1,032 : : : : Changes from: May 18, 2021 : : 176 -45 -346 -490 375 -347 10 -10 10 9 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 40.0 6.2 40.8 8.4 22.5 0.3 0.0 0.5 7.9 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 19 . 4 6 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 69,077 : : Positions : : 45,600 28,224 19,292 33,401 928 100 0 0 1,486 5,280 1,204 : : : : Changes from: May 18, 2021 : : 630 905 90 -100 28 0 0 0 461 0 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 40.9 27.9 48.4 1.3 0.1 0.0 0.0 2.2 7.6 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 4 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 92,430 : : Positions : : 61,676 31,057 26,407 53,167 795 206 65 0 1,078 5,451 1,875 : : : : Changes from: May 18, 2021 : : 1,021 1,102 -35 0 -50 10 0 -10 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 33.6 28.6 57.5 0.9 0.2 0.1 0.0 1.2 5.9 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 17 4 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 29,384 : : Positions : : 18,705 27,007 8,986 0 1,548 0 0 0 100 236 33 : : : : Changes from: May 18, 2021 : : -38 0 -2 0 0 0 0 0 0 -50 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 91.9 30.6 0.0 5.3 0.0 0.0 0.0 0.3 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 29,556 : : Positions : : 25,275 13,000 0 12,961 3,065 0 400 0 960 100 0 : : : : Changes from: May 18, 2021 : : 20 -40 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 44.0 0.0 43.9 10.4 0.0 1.4 0.0 3.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 0 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 29,640 : : Positions : : 21,242 26,343 4,110 760 2,105 150 0 0 1,650 132 300 : : : : Changes from: May 18, 2021 : : 900 660 -300 -60 285 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 88.9 13.9 2.6 7.1 0.5 0.0 0.0 5.6 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 126,421 : : Positions : : 98,418 76,105 200 23,099 10,915 8,095 600 1,104 2,543 9,909 4,564 : : : : Changes from: May 18, 2021 : : 4,786 1,458 0 748 452 208 30 8 -608 2,147 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 60.2 0.2 18.3 8.6 6.4 0.5 0.9 2.0 7.8 3.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 37 32 . 5 4 7 . 4 9 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 24,932 : : Positions : : 15,532 22,252 6,508 1,200 1,480 300 0 0 300 0 0 : : : : Changes from: May 18, 2021 : : 1,588 2,068 480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 89.3 26.1 4.8 5.9 1.2 0.0 0.0 1.2 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 May 25, 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 23,170 : : Positions : : 14,495 20,940 6,233 1,200 1,030 300 0 0 300 0 0 : : : : Changes from: May 18, 2021 : : 1,600 2,080 480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 90.4 26.9 5.2 4.4 1.3 0.0 0.0 1.3 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 May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 33,925 : : Positions : : 24,391 24,693 5,175 0 4,269 50 4,663 0 0 300 0 : : : : Changes from: May 18, 2021 : : 43 43 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 72.8 15.3 0.0 12.6 0.1 13.7 0.0 0.0 0.9 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 May 25, 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 31,373 : : Positions : : 21,651 22,741 5,413 0 4,269 0 4,063 0 0 300 0 : : : : Changes from: May 18, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 72.5 17.3 0.0 13.6 0.0 13.0 0.0 0.0 1.0 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 May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 71,975 : : Positions : : 60,709 45,364 0 14,967 5,727 4,063 325 25 450 4,365 420 : : : : Changes from: May 18, 2021 : : 2,423 1,108 0 -60 30 0 0 0 0 1,200 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 63.0 0.0 20.8 8.0 5.6 0.5 0.0 0.6 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 0 5 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 34,164 : : Positions : : 23,531 32,032 9,052 50 1,444 0 0 0 100 196 0 : : : : Changes from: May 18, 2021 : : 160 248 98 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 93.8 26.5 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 May 25, 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 46,339 : : Positions : : 38,606 27,951 0 12,280 5,358 2,019 425 0 0 265 60 : : : : Changes from: May 18, 2021 : : 1,015 1,196 -55 -387 55 -141 0 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 60.3 0.0 26.5 11.6 4.4 0.9 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 0 4 4 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 49,825 : : Positions : : 36,148 45,778 8,424 1,194 2,243 0 100 0 2,202 0 95 : : : : Changes from: May 18, 2021 : : 730 1,760 1,010 0 18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 91.9 16.9 2.4 4.5 0.0 0.2 0.0 4.4 0.0 0.2 : : : : 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 May 25, 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 55,571 : : Positions : : 40,203 47,597 10,002 5,639 1,740 0 156 0 3,022 0 119 : : : : Changes from: May 18, 2021 : : 273 1,386 1,105 10 -10 0 -5 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 85.7 18.0 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 May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 90,839 : : Positions : : 71,801 81,010 15,204 5,340 1,231 41 262 135 653 1,559 1,262 : : : : Changes from: May 18, 2021 : : 617 407 -395 0 228 0 25 0 0 -210 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 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 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 116,646 : : Positions : : 92,230 99,858 16,251 5,143 2,285 593 1,546 324 2,520 5,205 2,031 : : : : Changes from: May 18, 2021 : : 941 1,014 -1,305 -55 663 -66 -613 89 578 -187 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 85.6 13.9 4.4 2.0 0.5 1.3 0.3 2.2 4.5 1.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 27 5 . 5 . 5 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 66,205 : : Positions : : 50,103 57,525 12,619 131 1,972 0 3,682 0 1,361 2,758 122 : : : : Changes from: May 18, 2021 : : 5 -18 325 74 -74 0 47 0 50 305 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 86.9 19.1 0.2 3.0 0.0 5.6 0.0 2.1 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 10 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 54,350 : : Positions : : 37,915 49,980 14,900 104 325 0 151 150 25 2,605 1,035 : : : : Changes from: May 18, 2021 : : 1,475 2,190 1,069 104 -29 0 -50 0 -25 275 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 92.0 27.4 0.2 0.6 0.0 0.3 0.3 0.0 4.8 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 49,089 : : Positions : : 29,534 39,614 9,892 194 7,995 100 0 0 745 1,071 163 : : : : Changes from: May 18, 2021 : : 481 -130 -565 0 0 0 0 0 -31 -5 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 80.7 20.2 0.4 16.3 0.2 0.0 0.0 1.5 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 53,426 : : Positions : : 38,213 42,289 9,537 4,325 3,153 811 2,400 0 1,077 709 194 : : : : Changes from: May 18, 2021 : : 364 -389 264 42 -120 -1,205 0 0 230 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 79.2 17.9 8.1 5.9 1.5 4.5 0.0 2.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 19,961 : : Positions : : 9,481 16,311 9,291 414 590 0 1,720 0 51 838 0 : : : : Changes from: May 18, 2021 : : 120 -180 -192 130 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 81.7 46.5 2.1 3.0 0.0 8.6 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 18,050 : : Positions : : 8,167 15,480 8,015 620 762 0 400 0 50 740 0 : : : : Changes from: May 18, 2021 : : 128 -122 -140 130 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 85.8 44.4 3.4 4.2 0.0 2.2 0.0 0.3 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 25,009 : : Positions : : 20,595 17,359 1,900 7,184 20 436 0 0 1,345 0 102 : : : : Changes from: May 18, 2021 : : 1,125 690 0 375 -48 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 69.4 7.6 28.7 0.1 1.7 0.0 0.0 5.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 18, 2021 : : -30 0 0 0 0 0 0 0 0 -30 30 : : : : 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 May 25, 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 43,904 : : Positions : : 28,165 20,897 8,287 14,645 1,833 1,800 4,880 50 2,418 599 710 : : : : Changes from: May 18, 2021 : : 350 1,195 793 128 40 0 20 0 198 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 47.6 18.9 33.4 4.2 4.1 11.1 0.1 5.5 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 May 25, 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 25,245 : : Positions : : 18,917 8,865 2,478 11,598 1,151 600 2,800 0 1,043 0 675 : : : : Changes from: May 18, 2021 : : 48 443 180 -205 248 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 35.1 9.8 45.9 4.6 2.4 11.1 0.0 4.1 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 May 25, 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 17,725 : : Positions : : 5,475 16,993 9,147 0 287 189 0 267 2,170 0 110 : : : : Changes from: May 18, 2021 : : 262 -54 -80 0 30 96 0 -96 -325 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 95.9 51.6 0.0 1.6 1.1 0.0 1.5 12.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 4 0 . . 0 . 7 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 20,779 : : Positions : : 5,986 20,678 11,147 0 0 0 86 15 3,320 0 0 : : : : Changes from: May 18, 2021 : : 25 -270 0 0 0 0 0 0 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 99.5 53.6 0.0 0.0 0.0 0.4 0.1 16.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . 0 0 0 . . 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 13,677 : : Positions : : 6,843 7,581 4,293 4,100 1,796 0 0 0 440 0 100 : : : : Changes from: May 18, 2021 : : 0 50 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 55.4 31.4 30.0 13.1 0.0 0.0 0.0 3.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 10,111 : : Positions : : 5,910 6,798 1,758 1,510 1,498 0 0 0 260 0 205 : : : : Changes from: May 18, 2021 : : 0 50 -25 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 67.2 17.4 14.9 14.8 0.0 0.0 0.0 2.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 18, 2021 : : 415 360 310 0 250 0 0 0 -365 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 May 25, 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 18, 2021 : : 715 960 610 0 -10 0 0 0 -365 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 May 25, 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 120,026 : : Positions : : 86,185 100,141 18,903 3,863 11,040 226 1,395 485 1,452 1,589 1,372 : : : : Changes from: May 18, 2021 : : 146 -374 410 1,160 -316 226 0 0 20 34 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 83.4 15.7 3.2 9.2 0.2 1.2 0.4 1.2 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 27 4 . 7 . 4 . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 131,939 : : Positions : : 93,380 110,179 19,496 450 14,664 30 2,741 364 1,773 1,361 2,103 : : : : Changes from: May 18, 2021 : : 1,403 355 -590 -130 727 30 477 -275 -310 -185 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 83.5 14.8 0.3 11.1 0.0 2.1 0.3 1.3 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 29 6 . 7 . 4 . 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 564,941 : : Positions : : 364,263 395,547 16,568 12,973 95,502 20,522 6,276 21,380 20,060 7,008 25,878 : : : : Changes from: May 18, 2021 : : 709 2,479 2,175 577 -1,132 -1,550 -1,813 -1,443 145 185 -775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 70.0 2.9 2.3 16.9 3.6 1.1 3.8 3.6 1.2 4.6 : : : : Number of Traders in Each Category Total Traders: 95 : : 42 41 . 5 7 13 6 10 17 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 15,852 : : Positions : : 9,302 11,385 1,425 2,757 1,475 985 25 0 1,770 0 0 : : : : Changes from: May 18, 2021 : : 60 0 0 600 -475 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 71.8 9.0 17.4 9.3 6.2 0.2 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 13,700 : : Positions : : 7,655 8,700 1,300 2,285 1,950 335 625 0 1,420 0 0 : : : : Changes from: May 18, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 63.5 9.5 16.7 14.2 2.4 4.6 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 25,975 : : Positions : : 22,368 21,697 677 1,108 1,992 0 0 0 465 783 365 : : : : Changes from: May 18, 2021 : : 290 12 0 250 0 0 0 0 0 28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 83.5 2.6 4.3 7.7 0.0 0.0 0.0 1.8 3.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 14,801 : : Positions : : 10,631 13,846 1,000 455 500 1,600 0 0 650 0 0 : : : : Changes from: May 18, 2021 : : 225 600 350 -25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 93.5 6.8 3.1 3.4 10.8 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 88,357 : : Positions : : 64,260 56,713 12,108 16,589 1,554 0 5,943 240 2,920 0 0 : : : : Changes from: May 18, 2021 : : 270 -25 -190 165 -200 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 64.2 13.7 18.8 1.8 0.0 6.7 0.3 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 69,853 : : Positions : : 49,996 39,271 8,296 17,051 979 25 4,678 60 2,605 0 0 : : : : Changes from: May 18, 2021 : : -49 -164 -190 -15 -40 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 56.2 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 May 25, 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 27,676 : : Positions : : 10,385 18,311 8,520 0 4,105 630 700 175 50 0 0 : : : : Changes from: May 18, 2021 : : -125 300 400 0 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 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 May 25, 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 18, 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 May 25, 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 45,107 : : Positions : : 27,394 18,003 7,561 15,776 0 3,965 4,574 1,780 137 704 540 : : : : Changes from: May 18, 2021 : : 400 290 -50 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 39.9 16.8 35.0 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 May 25, 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 18, 2021 : : 120 -420 -540 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 May 25, 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 20,320 : : Positions : : 10,620 7,780 7,170 0 200 25 10,205 400 15 0 60 : : : : Changes from: May 18, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 38.3 35.3 0.0 1.0 0.1 50.2 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 May 25, 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 93,213 : : Positions : : 38,813 34,046 18,190 40,115 3,880 17,740 845 0 540 0 765 : : : : Changes from: May 18, 2021 : : 300 -440 800 150 0 -1,200 0 0 -190 0 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 36.5 19.5 43.0 4.2 19.0 0.9 0.0 0.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 88,995 : : Positions : : 37,199 34,636 16,902 36,120 3,490 18,090 755 0 138 650 396 : : : : Changes from: May 18, 2021 : : -100 -915 725 250 0 -1,100 0 0 0 190 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 38.9 19.0 40.6 3.9 20.3 0.8 0.0 0.2 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 30,233 : : Positions : : 23,055 7,777 130 1,163 2,165 0 11,170 200 1,045 4,195 30 : : : : Changes from: May 18, 2021 : : 200 985 0 0 0 0 0 0 0 -785 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 25.7 0.4 3.8 7.2 0.0 36.9 0.7 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 May 25, 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 29,958 : : Positions : : 22,955 7,817 130 1,273 2,140 0 11,120 200 1,045 3,995 55 : : : : Changes from: May 18, 2021 : : 200 985 0 0 0 0 0 0 0 -785 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 26.1 0.4 4.2 7.1 0.0 37.1 0.7 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 May 25, 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 57,742 : : Positions : : 20,077 46,220 17,063 8,585 215 12,135 0 0 5,455 0 0 : : : : Changes from: May 18, 2021 : : 300 1,750 250 0 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 80.0 29.6 14.9 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 May 25, 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 57,415 : : Positions : : 19,800 48,010 18,130 6,725 215 11,785 0 0 4,950 0 0 : : : : Changes from: May 18, 2021 : : 320 1,755 205 0 0 1,200 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 83.6 31.6 11.7 0.4 20.5 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 May 25, 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 18, 2021 : : 5,015 1,550 900 0 0 0 0 0 -4,365 0 -50 : : : : 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 May 25, 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 18, 2021 : : 4,990 1,550 900 0 0 0 0 0 -4,340 0 -50 : : : : 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 May 25, 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 85,710 : : Positions : : 35,335 74,750 16,535 2,195 1,910 19,935 210 2,100 5,205 300 1,225 : : : : Changes from: May 18, 2021 : : 8,645 120 0 0 0 0 0 0 -8,525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 87.2 19.3 2.6 2.2 23.3 0.2 2.5 6.1 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 84,045 : : Positions : : 34,670 72,795 17,500 2,195 1,935 19,585 510 2,100 3,810 300 1,225 : : : : Changes from: May 18, 2021 : : 9,155 120 0 0 0 0 0 0 -9,035 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 86.6 20.8 2.6 2.3 23.3 0.6 2.5 4.5 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 63,088 : : Positions : : 36,473 28,324 2,201 21,339 250 13,715 1,070 1,880 1,390 3,155 825 : : : : Changes from: May 18, 2021 : : 600 2,765 0 600 0 0 0 0 0 -2,765 -475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 44.9 3.5 33.8 0.4 21.7 1.7 3.0 2.2 5.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 54,391 : : Positions : : 31,791 28,302 2,201 14,782 250 9,840 1,070 1,880 1,030 1,085 1,055 : : : : Changes from: May 18, 2021 : : 145 3,150 0 300 0 0 0 0 0 -3,305 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 52.0 4.0 27.2 0.5 18.1 2.0 3.5 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 May 25, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 232,831 : : Positions : : 133,453 97,042 31,739 7,736 10,039 0 47,589 45 300 13,068 311 : : : : Changes from: May 18, 2021 : : 535 15,705 240 -100 380 0 -355 0 -125 -14,600 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 41.7 13.6 3.3 4.3 0.0 20.4 0.0 0.1 5.6 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 26 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 211,450 : : Positions : : 127,733 92,647 19,541 1,996 11,010 0 42,620 50 300 10,287 1,398 : : : : Changes from: May 18, 2021 : : 720 15,355 190 50 230 0 -255 -25 0 -14,240 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 43.8 9.2 0.9 5.2 0.0 20.2 0.0 0.1 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 27 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 49,604 : : Positions : : 16,675 27,695 16,326 8,551 5,305 4,550 0 1,243 0 1,265 10 : : : : Changes from: May 18, 2021 : : 120 920 -1,200 -810 0 1,200 0 -548 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 55.8 32.9 17.2 10.7 9.2 0.0 2.5 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 42,825 : : Positions : : 14,525 24,665 13,341 6,536 3,934 4,240 0 1,330 0 965 10 : : : : Changes from: May 18, 2021 : : -340 265 -900 -205 -35 1,200 0 -500 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 57.6 31.2 15.3 9.2 9.9 0.0 3.1 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 47,890 : : Positions : : 21,155 26,567 5,072 200 11,615 2,925 3,925 648 1,220 0 0 : : : : Changes from: May 18, 2021 : : 770 320 740 0 260 -1,200 0 648 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 55.5 10.6 0.4 24.3 6.1 8.2 1.4 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 May 25, 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 48,548 : : Positions : : 15,380 30,545 330 250 7,955 17,945 4,105 48 1,220 0 0 : : : : Changes from: May 18, 2021 : : 950 -255 110 115 100 -1,200 0 48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 62.9 0.7 0.5 16.4 37.0 8.5 0.1 2.5 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 May 25, 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 231,915 : : Positions : : 119,154 138,674 6,484 9,391 35,681 24,514 380 1,690 110 1,817 1,198 : : : : Changes from: May 18, 2021 : : 2,050 2,660 -150 1,572 1,780 1,700 50 -230 110 -572 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 59.8 2.8 4.0 15.4 10.6 0.2 0.7 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 25 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 25, 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 174,520 : : Positions : : 99,577 98,749 2,192 13,553 17,006 12,060 0 9,220 0 1,277 1,030 : : : : Changes from: May 18, 2021 : : 630 1,890 200 -510 435 500 0 -500 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 56.6 1.3 7.8 9.7 6.9 0.0 5.3 0.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 21 . . 5 . 0 . 0 4 . : ----------------------------------------------------------------------------------------------------------------
Updated May 28, 2021