Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 17,378 : : Positions : : 12,864 10,626 824 1,109 859 525 0 1 108 2,347 1,771 : : : : Changes from: June 22, 2021 : : -884 123 220 -6 -247 42 0 0 29 -713 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 61.1 4.7 6.4 4.9 3.0 0.0 0.0 0.6 13.5 10.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 32,541 : : Positions : : 17,317 28,937 5,798 75 1,500 50 136 334 5,913 3 1,532 : : : : Changes from: June 22, 2021 : : 144 -197 -84 75 -57 0 -1 0 -160 3 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 88.9 17.8 0.2 4.6 0.2 0.4 1.0 18.2 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 . . . . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 29,415 : : Positions : : 21,809 25,409 1,239 1,191 2,022 497 0 153 3,060 170 455 : : : : Changes from: June 22, 2021 : : 50 0 0 -50 0 0 0 0 -50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 86.4 4.2 4.0 6.9 1.7 0.0 0.5 10.4 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 149,348 : : Positions : : 99,886 110,119 3,124 11,795 23,081 16,555 0 100 4,815 2,765 1,147 : : : : Changes from: June 22, 2021 : : 1,533 2,875 359 -407 -120 677 0 80 -339 161 219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 73.7 2.1 7.9 15.5 11.1 0.0 0.1 3.2 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 31 4 4 7 10 0 . 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 61,279 : : Positions : : 49,531 43,547 1,485 11,596 2,492 3,933 0 330 1,988 1,735 1,418 : : : : Changes from: June 22, 2021 : : 1,272 345 0 188 -28 -46 0 37 -255 430 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 71.1 2.4 18.9 4.1 6.4 0.0 0.5 3.2 2.8 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 15 . 4 . . 0 . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 38,068 : : Positions : : 33,862 28,409 1,427 6,853 833 0 55 0 928 865 1,013 : : : : Changes from: June 22, 2021 : : 325 50 0 -300 0 0 0 0 -575 0 379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 74.6 3.7 18.0 2.2 0.0 0.1 0.0 2.4 2.3 2.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 47,602 : : Positions : : 25,015 18,275 4,926 18,248 4,913 11,690 0 0 0 5,357 623 : : : : Changes from: June 22, 2021 : : 19 67 10 15 -10 0 0 0 0 7 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 38.4 10.3 38.3 10.3 24.6 0.0 0.0 0.0 11.3 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 57,879 : : Positions : : 35,494 24,102 2,719 21,021 6,589 9,782 0 630 446 4,141 1,224 : : : : Changes from: June 22, 2021 : : -354 276 190 -621 329 -600 0 0 -75 9 243 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 41.6 4.7 36.3 11.4 16.9 0.0 1.1 0.8 7.2 2.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 20 . 5 7 8 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 71,983 : : Positions : : 42,201 30,009 26,022 34,289 1,059 0 0 0 948 5,280 1,326 : : : : Changes from: June 22, 2021 : : -192 2,370 2,560 0 -40 0 0 0 2 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 41.7 36.2 47.6 1.5 0.0 0.0 0.0 1.3 7.3 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 93,184 : : Positions : : 58,547 32,912 30,107 51,460 1,257 50 100 0 1,028 5,838 1,602 : : : : Changes from: June 22, 2021 : : -247 2,279 -176 -2,592 300 50 0 0 25 -9 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 35.3 32.3 55.2 1.3 0.1 0.1 0.0 1.1 6.3 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 29,996 : : Positions : : 18,970 27,394 8,904 0 1,908 0 0 0 131 0 68 : : : : Changes from: June 22, 2021 : : -20 -60 -140 0 100 0 0 0 31 -69 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 91.3 29.7 0.0 6.4 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 29,783 : : Positions : : 24,522 12,380 545 13,023 3,930 0 350 0 550 100 0 : : : : Changes from: June 22, 2021 : : 360 100 -30 180 30 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 41.6 1.8 43.7 13.2 0.0 1.2 0.0 1.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 4 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 29,030 : : Positions : : 20,627 24,737 5,660 1,423 2,680 0 0 0 0 165 25 : : : : Changes from: June 22, 2021 : : 0 -100 800 0 100 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 85.2 19.5 4.9 9.2 0.0 0.0 0.0 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 129,256 : : Positions : : 80,910 66,671 8,172 26,966 21,088 11,636 781 706 2,463 9,213 3,485 : : : : Changes from: June 22, 2021 : : 481 -650 -1,279 2,508 -167 788 -27 -51 289 -1,638 -209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 51.6 6.3 20.9 16.3 9.0 0.6 0.5 1.9 7.1 2.7 : : : : Number of Traders in Each Category Total Traders: 74 : : 39 34 . 5 5 6 . . 9 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 28,987 : : Positions : : 15,332 19,550 9,956 6,240 2,597 0 600 0 300 0 0 : : : : Changes from: June 22, 2021 : : 112 412 -315 -615 1,115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 67.4 34.3 21.5 9.0 0.0 2.1 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 26,724 : : Positions : : 14,604 18,092 9,996 7,010 1,022 0 600 0 300 0 0 : : : : Changes from: June 22, 2021 : : -38 -38 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 67.7 37.4 26.2 3.8 0.0 2.2 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 41,856 : : Positions : : 16,781 24,907 19,978 2,049 5,012 50 8,338 0 0 1,550 0 : : : : Changes from: June 22, 2021 : : 200 315 2,570 580 -584 0 675 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 59.5 47.7 4.9 12.0 0.1 19.9 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 36,046 : : Positions : : 15,507 22,563 14,920 1,161 5,584 0 5,188 0 0 1,550 0 : : : : Changes from: June 22, 2021 : : 100 100 1,725 300 -396 0 225 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 62.6 41.4 3.2 15.5 0.0 14.4 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 75,024 : : Positions : : 53,265 39,330 0 19,417 12,055 5,813 0 0 1,830 1,880 1,470 : : : : Changes from: June 22, 2021 : : -825 75 0 825 248 225 0 0 300 -1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 52.4 0.0 25.9 16.1 7.7 0.0 0.0 2.4 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 18 0 6 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 35,528 : : Positions : : 24,347 33,431 9,339 0 1,464 0 0 0 200 0 0 : : : : Changes from: June 22, 2021 : : 711 1,168 240 0 -40 0 0 0 100 -169 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 94.1 26.3 0.0 4.1 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 47,028 : : Positions : : 37,364 29,545 1,138 10,668 6,157 1,858 350 0 0 308 0 : : : : Changes from: June 22, 2021 : : 329 -477 0 680 -400 34 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 62.8 2.4 22.7 13.1 4.0 0.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 53,361 : : Positions : : 35,934 47,522 12,038 3,499 1,895 0 70 0 2,744 0 10 : : : : Changes from: June 22, 2021 : : 30 162 100 -100 100 0 70 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 89.1 22.6 6.6 3.6 0.0 0.1 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 61,078 : : Positions : : 41,611 49,775 12,262 8,189 2,600 0 180 0 3,980 0 119 : : : : Changes from: June 22, 2021 : : 322 437 95 140 5 0 80 0 260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 81.5 20.1 13.4 4.3 0.0 0.3 0.0 6.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 13 4 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 89,826 : : Positions : : 69,417 80,861 15,920 4,781 1,382 0 338 105 727 774 1,535 : : : : Changes from: June 22, 2021 : : -7 1,061 584 -200 129 0 46 -5 5 -325 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 90.0 17.7 5.3 1.5 0.0 0.4 0.1 0.8 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 24 6 . 4 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 114,281 : : Positions : : 88,406 100,202 17,403 6,394 1,992 859 969 297 3,223 2,378 1,630 : : : : Changes from: June 22, 2021 : : 282 2,283 1,036 691 -125 -119 94 123 251 -1,602 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 87.7 15.2 5.6 1.7 0.8 0.8 0.3 2.8 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 26 7 . 5 4 4 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 66,222 : : Positions : : 49,352 57,575 12,059 0 2,646 0 1,715 60 1,648 3,749 402 : : : : Changes from: June 22, 2021 : : 207 -327 -646 0 600 0 -10 0 347 245 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 86.9 18.2 0.0 4.0 0.0 2.6 0.1 2.5 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 53,091 : : Positions : : 37,125 48,596 14,201 134 905 0 1 150 0 2,595 710 : : : : Changes from: June 22, 2021 : : -516 -1,200 -609 0 600 0 0 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 91.5 26.7 0.3 1.7 0.0 0.0 0.3 0.0 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 9 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 46,708 : : Positions : : 25,689 39,405 13,935 169 5,880 0 0 0 0 986 120 : : : : Changes from: June 22, 2021 : : 395 382 -116 0 0 0 0 0 0 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 84.4 29.8 0.4 12.6 0.0 0.0 0.0 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,428 : : Positions : : 32,367 40,935 11,237 1,173 3,443 675 2,325 0 873 955 185 : : : : Changes from: June 22, 2021 : : -378 -581 -413 -251 -41 80 0 0 -82 25 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 82.8 22.7 2.4 7.0 1.4 4.7 0.0 1.8 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 19,300 : : Positions : : 9,839 15,460 8,142 761 644 0 1,565 0 150 807 0 : : : : Changes from: June 22, 2021 : : 90 60 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 80.1 42.2 3.9 3.3 0.0 8.1 0.0 0.8 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 17,327 : : Positions : : 8,551 14,442 7,312 1,020 772 0 350 0 50 715 0 : : : : Changes from: June 22, 2021 : : 0 60 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 83.3 42.2 5.9 4.5 0.0 2.0 0.0 0.3 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 24,316 : : Positions : : 19,073 16,577 2,762 6,936 196 426 30 50 1,155 0 142 : : : : Changes from: June 22, 2021 : : 25 50 0 -25 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 68.2 11.4 28.5 0.8 1.8 0.1 0.2 4.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,702 : : Positions : : 12,602 13,350 1,778 1,659 70 0 0 0 591 70 110 : : : : Changes from: June 22, 2021 : : 0 30 0 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 85.0 11.3 10.6 0.4 0.0 0.0 0.0 3.8 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 40,546 : : Positions : : 24,148 19,567 8,884 12,518 2,043 1,550 4,789 50 2,303 594 710 : : : : Changes from: June 22, 2021 : : -575 765 890 -235 -54 0 10 0 40 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 48.3 21.9 30.9 5.0 3.8 11.8 0.1 5.7 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 22,953 : : Positions : : 16,797 7,331 1,923 10,382 1,679 500 2,785 0 866 0 611 : : : : Changes from: June 22, 2021 : : -222 48 180 50 25 0 10 0 70 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 31.9 8.4 45.2 7.3 2.2 12.1 0.0 3.8 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 3,541 : : Positions : : 2,790 2,656 325 860 0 0 0 0 350 25 0 : : : : Changes from: June 22, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 75.0 9.2 24.3 0.0 0.0 0.0 0.0 9.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,416 : : Positions : : 5,547 15,681 8,779 0 263 9 0 248 1,454 75 54 : : : : Changes from: June 22, 2021 : : -5 -15 -2 0 0 1 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 95.5 53.5 0.0 1.6 0.1 0.0 1.5 8.9 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 4 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 19,933 : : Positions : : 6,146 19,933 10,997 0 0 0 0 0 2,470 0 0 : : : : Changes from: June 22, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 100.0 55.2 0.0 0.0 0.0 0.0 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 0 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 14,737 : : Positions : : 4,175 6,947 7,972 5,445 1,925 0 0 0 360 180 100 : : : : Changes from: June 22, 2021 : : 50 100 110 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 47.1 54.1 36.9 13.1 0.0 0.0 0.0 2.4 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 51,443 : : Positions : : 18,934 44,778 26,020 3,555 2,200 600 0 0 2,270 0 890 : : : : Changes from: June 22, 2021 : : 1,510 1,000 -585 -95 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 87.0 50.6 6.9 4.3 1.2 0.0 0.0 4.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 54,233 : : Positions : : 20,534 47,988 28,395 3,565 1,755 20 0 60 2,185 0 855 : : : : Changes from: June 22, 2021 : : 1,510 1,800 215 -95 40 -10 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 88.5 52.4 6.6 3.2 0.0 0.0 0.1 4.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 119,354 : : Positions : : 84,924 90,035 18,621 12,103 11,482 276 640 840 1,551 2,516 1,310 : : : : Changes from: June 22, 2021 : : -27 2,486 -402 -2,530 2,095 130 -165 85 62 -28 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.4 15.6 10.1 9.6 0.2 0.5 0.7 1.3 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 26 4 5 6 . . 4 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 133,292 : : Positions : : 94,464 101,916 17,692 8,487 16,295 189 1,404 639 1,731 2,047 2,094 : : : : Changes from: June 22, 2021 : : 647 1,769 -768 -1,596 2,271 19 -34 34 -14 -236 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 76.5 13.3 6.4 12.2 0.1 1.1 0.5 1.3 1.5 1.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 28 5 4 6 . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 697,326 : : Positions : : 465,736 495,036 12,391 13,875 104,213 21,497 12,947 34,876 25,337 3,071 32,569 : : : : Changes from: June 22, 2021 : : 22,166 31,774 4,265 -5,094 1,587 335 2,505 4,357 2,659 -78 1,703 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 71.0 1.8 2.0 14.9 3.1 1.9 5.0 3.6 0.4 4.7 : : : : Number of Traders in Each Category Total Traders: 98 : : 44 41 . 7 8 13 7 13 16 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,305 : : Positions : : 9,675 11,060 2,050 3,895 1,075 985 0 0 1,640 0 0 : : : : Changes from: June 22, 2021 : : 300 25 100 310 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 67.8 12.6 23.9 6.6 6.0 0.0 0.0 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 13,785 : : Positions : : 7,890 8,330 1,965 3,270 1,465 285 600 0 1,285 0 0 : : : : Changes from: June 22, 2021 : : 300 25 25 225 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 60.4 14.3 23.7 10.6 2.1 4.4 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 18,650 : : Positions : : 17,400 11,180 125 4,640 275 0 350 0 120 1,445 65 : : : : Changes from: June 22, 2021 : : -2,925 -2,445 -225 -35 -275 -25 -215 -25 -1,060 -1,605 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 59.9 0.7 24.9 1.5 0.0 1.9 0.0 0.6 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 30,779 : : Positions : : 23,232 22,671 4,437 2,408 2,590 0 0 0 285 2,920 165 : : : : Changes from: June 22, 2021 : : -600 -1,010 560 660 -340 0 0 0 -250 50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 73.7 14.4 7.8 8.4 0.0 0.0 0.0 0.9 9.5 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . 5 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 23,745 : : Positions : : 13,850 17,195 4,150 3,870 2,500 1,350 0 0 1,475 0 0 : : : : Changes from: June 22, 2021 : : -90 285 350 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 72.4 17.5 16.3 10.5 5.7 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 88,093 : : Positions : : 65,285 57,207 11,159 16,789 1,639 0 5,157 300 2,750 0 0 : : : : Changes from: June 22, 2021 : : 2,290 2,535 125 0 0 0 -120 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 64.9 12.7 19.1 1.9 0.0 5.9 0.3 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 67,806 : : Positions : : 48,467 37,516 8,168 17,381 1,279 0 4,162 60 2,450 0 0 : : : : Changes from: June 22, 2021 : : 250 375 125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 55.3 12.0 25.6 1.9 0.0 6.1 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 40,997 : : Positions : : 23,070 16,775 7,707 13,211 518 4,150 4,254 1,520 82 649 540 : : : : Changes from: June 22, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 40.9 18.8 32.2 1.3 10.1 10.4 3.7 0.2 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 29,153 : : Positions : : 16,526 10,928 8,299 6,590 493 300 6,715 720 0 822 336 : : : : Changes from: June 22, 2021 : : 0 0 0 0 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 37.5 28.5 22.6 1.7 1.0 23.0 2.5 0.0 2.8 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 23,527 : : Positions : : 15,642 10,137 3,575 3,381 1,094 0 5,991 0 114 0 0 : : : : Changes from: June 22, 2021 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 43.1 15.2 14.4 4.6 0.0 25.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 20,411 : : Positions : : 11,250 6,491 6,680 1,590 165 0 10,020 400 0 35 75 : : : : Changes from: June 22, 2021 : : 0 0 -50 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 31.8 32.7 7.8 0.8 0.0 49.1 2.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 98,925 : : Positions : : 24,692 40,456 39,201 39,575 3,620 16,960 1,250 0 650 0 620 : : : : Changes from: June 22, 2021 : : 44 2,454 2,460 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 40.9 39.6 40.0 3.7 17.1 1.3 0.0 0.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 94,007 : : Positions : : 24,562 40,361 35,754 35,745 3,290 17,335 1,250 0 138 305 396 : : : : Changes from: June 22, 2021 : : 44 2,454 2,460 100 0 100 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 42.9 38.0 38.0 3.5 18.4 1.3 0.0 0.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 29,752 : : Positions : : 22,367 7,455 55 1,117 2,240 0 11,580 50 1,020 3,005 0 : : : : Changes from: June 22, 2021 : : 353 -157 0 -580 600 0 600 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 25.1 0.2 3.8 7.5 0.0 38.9 0.2 3.4 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 29,427 : : Positions : : 22,217 7,495 105 1,202 2,165 0 11,530 50 1,020 2,830 0 : : : : Changes from: June 22, 2021 : : 353 -157 0 -580 590 0 600 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 25.5 0.4 4.1 7.4 0.0 39.2 0.2 3.5 9.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 57,040 : : Positions : : 16,772 45,302 21,700 9,195 60 10,960 0 0 4,975 0 0 : : : : Changes from: June 22, 2021 : : 50 150 -50 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 79.4 38.0 16.1 0.1 19.2 0.0 0.0 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 56,249 : : Positions : : 16,585 46,274 21,999 7,640 80 10,610 0 0 4,660 0 0 : : : : Changes from: June 22, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 82.3 39.1 13.6 0.1 18.9 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 54,300 : : Positions : : 20,460 48,165 17,190 1,540 2,125 2,305 600 185 9,515 0 35 : : : : Changes from: June 22, 2021 : : 120 -325 -370 75 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 88.7 31.7 2.8 3.9 4.2 1.1 0.3 17.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 48,625 : : Positions : : 18,005 42,395 17,180 1,750 1,640 2,205 600 210 6,615 0 385 : : : : Changes from: June 22, 2021 : : 100 -300 -325 75 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 87.2 35.3 3.6 3.4 4.5 1.2 0.4 13.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 88,760 : : Positions : : 34,515 75,265 19,990 4,280 2,985 21,715 300 1,090 3,580 275 1,275 : : : : Changes from: June 22, 2021 : : 250 300 -240 360 125 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 84.8 22.5 4.8 3.4 24.5 0.3 1.2 4.0 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 85,585 : : Positions : : 34,020 72,175 19,570 4,280 3,080 21,365 600 1,090 2,260 275 1,275 : : : : Changes from: June 22, 2021 : : 225 300 -215 360 125 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 84.3 22.9 5.0 3.6 25.0 0.7 1.3 2.6 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 63,070 : : Positions : : 36,037 27,855 2,429 22,320 20 13,735 780 1,945 1,430 2,755 825 : : : : Changes from: June 22, 2021 : : 250 -285 0 575 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 44.2 3.9 35.4 0.0 21.8 1.2 3.1 2.3 4.4 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 54,643 : : Positions : : 31,418 27,850 2,369 15,774 20 10,035 780 1,945 1,070 810 1,055 : : : : Changes from: June 22, 2021 : : 250 -310 0 600 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 51.0 4.3 28.9 0.0 18.4 1.4 3.6 2.0 1.5 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 234,653 : : Positions : : 132,358 99,005 35,256 6,834 8,170 0 49,764 440 370 12,348 286 : : : : Changes from: June 22, 2021 : : -50 495 165 -410 490 0 0 0 50 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 42.2 15.0 2.9 3.5 0.0 21.2 0.2 0.2 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 212,348 : : Positions : : 126,133 92,557 22,705 1,614 9,394 0 45,140 570 345 9,902 1,253 : : : : Changes from: June 22, 2021 : : 390 765 135 -410 670 0 100 0 50 70 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 43.6 10.7 0.8 4.4 0.0 21.3 0.3 0.2 4.7 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 24 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 52,917 : : Positions : : 15,538 29,215 14,408 4,406 10,983 4,650 0 1,193 0 1,155 10 : : : : Changes from: June 22, 2021 : : 450 600 50 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 55.2 27.2 8.3 20.8 8.8 0.0 2.3 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 45,065 : : Positions : : 12,195 25,755 11,976 1,981 8,114 4,215 0 1,330 0 890 10 : : : : Changes from: June 22, 2021 : : 0 150 0 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 57.2 26.6 4.4 18.0 9.4 0.0 3.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 50,083 : : Positions : : 23,440 26,705 4,310 2,020 11,520 3,450 3,910 648 1,105 0 0 : : : : Changes from: June 22, 2021 : : 350 850 -200 -100 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 53.3 8.6 4.0 23.0 6.9 7.8 1.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 50,797 : : Positions : : 16,714 28,755 1,225 2,694 8,675 16,395 4,005 48 1,105 0 0 : : : : Changes from: June 22, 2021 : : 280 280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 56.6 2.4 5.3 17.1 32.3 7.9 0.1 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 246,028 : : Positions : : 129,532 149,266 6,069 9,361 37,318 24,244 0 2,780 0 1,411 1,193 : : : : Changes from: June 22, 2021 : : 5,047 4,479 -120 53 329 -650 0 580 0 -55 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 60.7 2.5 3.8 15.2 9.9 0.0 1.1 0.0 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 . . 6 4 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 29, 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 182,479 : : Positions : : 98,312 105,483 4,625 9,932 21,875 12,615 0 8,970 1,045 902 1,105 : : : : Changes from: June 22, 2021 : : 2,120 5,555 530 -2,120 1,348 -100 0 -100 910 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 57.8 2.5 5.4 12.0 6.9 0.0 4.9 0.6 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 . . 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 02, 2021