Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 20,274 : : Positions : : 14,754 11,929 775 1,174 1,156 820 0 1 105 3,412 2,184 : : : : Changes from: July 20, 2021 : : 126 240 23 35 31 55 0 0 15 -43 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 58.8 3.8 5.8 5.7 4.0 0.0 0.0 0.5 16.8 10.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . 4 . 0 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 31,906 : : Positions : : 18,675 28,101 5,572 100 1,742 0 419 101 4,372 6 1,406 : : : : Changes from: July 20, 2021 : : 1,452 1,007 -186 0 236 0 0 0 -198 0 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 88.1 17.5 0.3 5.5 0.0 1.3 0.3 13.7 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . . 0 . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 28,602 : : Positions : : 21,150 24,193 758 784 2,692 422 0 153 2,622 125 625 : : : : Changes from: July 20, 2021 : : 300 100 -285 275 230 0 0 0 85 -250 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 84.6 2.7 2.7 9.4 1.5 0.0 0.5 9.2 0.4 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 150,685 : : Positions : : 100,331 106,659 2,370 16,840 22,850 18,212 0 105 4,622 2,665 1,289 : : : : Changes from: July 20, 2021 : : 3,658 1,659 -300 2,000 -477 238 0 -35 -175 -69 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 70.8 1.6 11.2 15.2 12.1 0.0 0.1 3.1 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 30 . 6 7 10 0 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 62,556 : : Positions : : 50,684 42,173 1,485 12,304 2,763 3,491 0 711 1,123 2,317 2,225 : : : : Changes from: July 20, 2021 : : 1,807 545 -446 -289 399 -181 0 141 -619 357 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 67.4 2.4 19.7 4.4 5.6 0.0 1.1 1.8 3.7 3.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 18 . 4 . 4 0 . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 38,951 : : Positions : : 33,763 29,095 1,223 6,756 1,775 0 0 0 1,375 480 810 : : : : Changes from: July 20, 2021 : : 1,000 850 -100 250 300 0 0 0 -125 -325 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 74.7 3.1 17.3 4.6 0.0 0.0 0.0 3.5 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 48,228 : : Positions : : 25,827 18,654 4,624 16,783 6,322 10,440 0 0 0 5,492 685 : : : : Changes from: July 20, 2021 : : 1,050 162 0 860 100 0 0 0 0 50 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 38.7 9.6 34.8 13.1 21.6 0.0 0.0 0.0 11.4 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 58,635 : : Positions : : 36,613 24,035 2,421 21,053 7,414 8,951 0 655 516 4,242 1,119 : : : : Changes from: July 20, 2021 : : 1,468 147 -35 947 174 -543 0 0 188 -11 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 41.0 4.1 35.9 12.6 15.3 0.0 1.1 0.9 7.2 1.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 22 . 5 7 8 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 69,932 : : Positions : : 40,827 29,440 25,422 32,798 1,085 50 0 0 816 5,280 1,326 : : : : Changes from: July 20, 2021 : : 20 330 -50 -350 26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 42.1 36.4 46.9 1.6 0.1 0.0 0.0 1.2 7.6 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 14 5 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 90,297 : : Positions : : 56,503 32,031 29,259 49,076 1,625 60 100 0 1,001 5,972 1,468 : : : : Changes from: July 20, 2021 : : -90 362 -148 -605 498 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 35.5 32.4 54.3 1.8 0.1 0.1 0.0 1.1 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 16 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 29,176 : : Positions : : 18,524 26,524 8,553 0 2,018 0 0 0 0 2 66 : : : : Changes from: July 20, 2021 : : 0 160 160 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 90.9 29.3 0.0 6.9 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 5 0 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 28,974 : : Positions : : 23,922 13,918 690 11,116 3,640 0 300 0 500 0 0 : : : : Changes from: July 20, 2021 : : 139 538 -50 -445 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 48.0 2.4 38.4 12.6 0.0 1.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 31,997 : : Positions : : 22,855 24,840 5,240 1,617 3,850 0 0 0 0 1,640 50 : : : : Changes from: July 20, 2021 : : 2,268 648 -420 300 1,165 0 0 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 77.6 16.4 5.1 12.0 0.0 0.0 0.0 0.0 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 130,826 : : Positions : : 79,015 64,919 13,102 30,441 19,549 11,734 982 737 1,846 9,546 4,319 : : : : Changes from: July 20, 2021 : : 3,349 4,166 3,866 3,047 -920 232 32 7 -221 -161 670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 49.6 10.0 23.3 14.9 9.0 0.8 0.6 1.4 7.3 3.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 40 35 . 5 5 8 . . 8 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 27,441 : : Positions : : 13,631 18,107 10,164 6,300 2,434 0 600 0 300 0 0 : : : : Changes from: July 20, 2021 : : 0 0 120 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 66.0 37.0 23.0 8.9 0.0 2.2 0.0 1.1 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 July 27, 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 25,536 : : Positions : : 13,256 16,157 9,889 7,600 1,179 0 600 0 300 0 0 : : : : Changes from: July 20, 2021 : : 0 0 120 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 63.3 38.7 29.8 4.6 0.0 2.3 0.0 1.2 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 July 27, 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 40,720 : : Positions : : 15,323 24,667 21,274 2,123 4,042 50 8,338 0 0 1,550 0 : : : : Changes from: July 20, 2021 : : -595 1,400 1,994 0 -848 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 60.6 52.2 5.2 9.9 0.1 20.5 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 35,435 : : Positions : : 14,969 22,348 15,372 1,285 5,064 0 5,188 0 0 1,550 0 : : : : Changes from: July 20, 2021 : : 0 600 600 0 -348 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 63.1 43.4 3.6 14.3 0.0 14.6 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 72,508 : : Positions : : 49,154 36,738 3,846 21,155 9,808 5,813 0 0 1,540 2,095 1,760 : : : : Changes from: July 20, 2021 : : -415 336 3,834 2,484 -2,148 0 0 0 -600 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 50.7 5.3 29.2 13.5 8.0 0.0 0.0 2.1 2.9 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 . 4 5 . 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 34,180 : : Positions : : 23,352 32,080 9,021 0 1,514 0 0 0 100 0 0 : : : : Changes from: July 20, 2021 : : 275 415 140 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 93.9 26.4 0.0 4.4 0.0 0.0 0.0 0.3 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 July 27, 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 46,176 : : Positions : : 36,374 30,155 1,283 9,138 6,337 1,688 300 68 0 168 0 : : : : Changes from: July 20, 2021 : : -280 -160 0 -410 400 -160 0 68 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 65.3 2.8 19.8 13.7 3.7 0.6 0.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 51,463 : : Positions : : 34,372 45,639 11,888 3,659 1,725 0 70 0 2,779 0 10 : : : : Changes from: July 20, 2021 : : 435 460 0 -10 5 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 88.7 23.1 7.1 3.4 0.0 0.1 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 58,074 : : Positions : : 39,123 46,457 12,172 8,714 2,390 0 155 0 3,750 0 143 : : : : Changes from: July 20, 2021 : : 270 380 245 150 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 80.0 21.0 15.0 4.1 0.0 0.3 0.0 6.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 12 4 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 88,077 : : Positions : : 67,140 79,591 16,030 4,894 1,260 35 252 30 1,266 382 1,583 : : : : Changes from: July 20, 2021 : : 327 438 90 0 5 0 25 0 -84 -130 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 90.4 18.2 5.6 1.4 0.0 0.3 0.0 1.4 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 24 7 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 113,092 : : Positions : : 88,903 100,635 17,677 7,396 1,550 665 773 133 2,261 997 1,380 : : : : Changes from: July 20, 2021 : : 690 348 119 50 -5 50 250 -220 -200 -11 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 89.0 15.6 6.5 1.4 0.6 0.7 0.1 2.0 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 20 28 7 . 4 4 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 65,247 : : Positions : : 46,854 57,758 13,297 0 2,676 0 1,159 60 1,690 2,874 615 : : : : Changes from: July 20, 2021 : : 714 1,977 946 0 140 0 0 0 389 83 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 88.5 20.4 0.0 4.1 0.0 1.8 0.1 2.6 4.4 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 10 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 53,247 : : Positions : : 36,596 48,598 14,876 679 840 150 0 0 75 2,420 710 : : : : Changes from: July 20, 2021 : : 852 1,512 645 0 0 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 91.3 27.9 1.3 1.6 0.3 0.0 0.0 0.1 4.5 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 July 27, 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 43,877 : : Positions : : 24,805 36,608 11,857 150 5,940 0 0 0 0 872 120 : : : : Changes from: July 20, 2021 : : -349 -416 -137 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 83.4 27.0 0.3 13.5 0.0 0.0 0.0 0.0 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 5 . 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 48,401 : : Positions : : 31,930 39,863 11,428 1,648 3,074 520 2,250 0 884 1,025 178 : : : : Changes from: July 20, 2021 : : 16 -266 -130 0 50 -120 0 0 0 37 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 82.4 23.6 3.4 6.4 1.1 4.6 0.0 1.8 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 18,129 : : Positions : : 9,262 14,484 7,491 681 720 0 1,410 0 175 766 0 : : : : Changes from: July 20, 2021 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 79.9 41.3 3.8 4.0 0.0 7.8 0.0 1.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 16,344 : : Positions : : 8,127 13,534 6,736 940 842 0 300 0 50 680 0 : : : : Changes from: July 20, 2021 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 82.8 41.2 5.8 5.2 0.0 1.8 0.0 0.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 24,871 : : Positions : : 19,513 17,077 3,046 6,963 182 426 40 40 981 34 142 : : : : Changes from: July 20, 2021 : : 487 861 360 0 0 0 0 0 0 34 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.7 12.2 28.0 0.7 1.7 0.2 0.2 3.9 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 16,686 : : Positions : : 13,523 14,360 1,837 1,702 70 0 0 0 488 70 80 : : : : Changes from: July 20, 2021 : : 765 802 60 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 86.1 11.0 10.2 0.4 0.0 0.0 0.0 2.9 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 38,722 : : Positions : : 23,445 19,422 8,550 11,315 1,832 1,300 4,523 50 2,381 615 715 : : : : Changes from: July 20, 2021 : : 374 420 334 309 5 0 5 0 46 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 50.2 22.1 29.2 4.7 3.4 11.7 0.1 6.1 1.6 1.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 20 4 . 6 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 22,447 : : Positions : : 15,906 8,601 2,505 8,838 1,597 400 2,675 0 1,260 0 571 : : : : Changes from: July 20, 2021 : : 172 437 295 50 -100 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 38.3 11.2 39.4 7.1 1.8 11.9 0.0 5.6 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . 6 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 16,021 : : Positions : : 5,448 15,177 8,294 0 358 51 0 281 1,457 25 71 : : : : Changes from: July 20, 2021 : : 50 -19 -30 0 25 0 0 0 -14 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 94.7 51.8 0.0 2.2 0.3 0.0 1.8 9.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 19,289 : : Positions : : 5,936 19,289 10,752 0 0 0 0 0 2,295 0 0 : : : : Changes from: July 20, 2021 : : 110 125 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 100.0 55.7 0.0 0.0 0.0 0.0 0.0 11.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 0 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 13,910 : : Positions : : 3,918 6,585 7,577 5,200 1,745 40 0 40 320 180 100 : : : : Changes from: July 20, 2021 : : 0 -50 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 47.3 54.5 37.4 12.5 0.3 0.0 0.3 2.3 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 49,985 : : Positions : : 18,252 43,495 25,305 3,560 2,170 600 0 0 2,420 0 740 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 87.0 50.6 7.1 4.3 1.2 0.0 0.0 4.8 0.0 1.5 : : : : 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 July 27, 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 53,225 : : Positions : : 19,747 47,120 28,235 3,570 1,725 0 20 80 2,330 0 710 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 88.5 53.0 6.7 3.2 0.0 0.0 0.2 4.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 113,967 : : Positions : : 80,964 86,433 16,553 10,306 12,424 235 387 910 1,343 1,887 1,211 : : : : Changes from: July 20, 2021 : : -1,029 1,678 134 -2,540 1,270 0 -8 25 -36 -67 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 75.8 14.5 9.0 10.9 0.2 0.3 0.8 1.2 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 25 4 5 6 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 127,794 : : Positions : : 91,468 96,693 14,968 9,323 16,193 249 1,030 900 1,720 1,120 2,069 : : : : Changes from: July 20, 2021 : : 1,633 1,538 -35 141 256 0 -99 49 -5 -9 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 75.7 11.7 7.3 12.7 0.2 0.8 0.7 1.3 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 28 . 6 6 . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 759,533 : : Positions : : 509,711 543,613 12,443 12,059 108,002 23,008 12,857 41,558 22,861 3,503 37,555 : : : : Changes from: July 20, 2021 : : 24,160 30,380 4,771 -1,955 227 138 283 3,183 -2,123 -6 3,244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 71.6 1.6 1.6 14.2 3.0 1.7 5.5 3.0 0.5 4.9 : : : : Number of Traders in Each Category Total Traders: 101 : : 44 44 5 4 8 16 6 13 18 4 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 15,725 : : Positions : : 9,400 10,670 2,005 3,825 1,115 960 0 0 1,510 0 0 : : : : Changes from: July 20, 2021 : : 30 50 50 80 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 67.9 12.8 24.3 7.1 6.1 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 7 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 13,225 : : Positions : : 7,575 7,940 1,955 3,130 1,360 260 600 0 1,175 0 0 : : : : Changes from: July 20, 2021 : : 30 50 20 25 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 60.0 14.8 23.7 10.3 2.0 4.5 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 18,955 : : Positions : : 16,120 11,965 0 3,330 220 0 795 515 890 1,280 305 : : : : Changes from: July 20, 2021 : : 2,405 2,600 -100 210 -195 0 235 465 635 -20 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 63.1 0.0 17.6 1.2 0.0 4.2 2.7 4.7 6.8 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 0 . . 0 . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 30,980 : : Positions : : 23,696 22,016 3,824 2,887 2,640 200 0 0 290 3,155 260 : : : : Changes from: July 20, 2021 : : 448 745 222 -70 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.1 12.3 9.3 8.5 0.6 0.0 0.0 0.9 10.2 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 24,740 : : Positions : : 15,145 17,970 3,425 4,040 2,550 2,000 0 0 1,200 0 0 : : : : Changes from: July 20, 2021 : : 1,920 1,720 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 72.6 13.8 16.3 10.3 8.1 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 87,527 : : Positions : : 65,558 57,524 11,475 17,454 1,509 0 4,491 300 2,475 0 0 : : : : Changes from: July 20, 2021 : : 700 465 5 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 65.7 13.1 19.9 1.7 0.0 5.1 0.3 2.8 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 July 27, 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 68,014 : : Positions : : 49,809 38,943 8,600 17,986 1,359 0 3,646 60 2,190 0 0 : : : : Changes from: July 20, 2021 : : 660 475 55 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 57.3 12.6 26.4 2.0 0.0 5.4 0.1 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 14,763 : : Positions : : 10,610 6,460 80 7,303 462 2,840 0 150 0 0 0 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 43.8 0.5 49.5 3.1 19.2 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 39,882 : : Positions : : 22,376 17,377 7,743 12,346 492 4,360 4,064 1,260 22 594 540 : : : : Changes from: July 20, 2021 : : 849 1,299 450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 43.6 19.4 31.0 1.2 10.9 10.2 3.2 0.1 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 28,620 : : Positions : : 16,379 12,003 8,366 6,120 384 250 6,050 720 6 728 330 : : : : Changes from: July 20, 2021 : : 910 1,605 575 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 41.9 29.2 21.4 1.3 0.9 21.1 2.5 0.0 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 22,117 : : Positions : : 14,604 9,542 3,462 3,138 987 0 5,826 0 110 0 0 : : : : Changes from: July 20, 2021 : : 0 410 300 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 43.1 15.7 14.2 4.5 0.0 26.3 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 21,101 : : Positions : : 12,365 7,131 6,375 1,525 200 0 10,150 400 0 35 75 : : : : Changes from: July 20, 2021 : : 805 480 0 25 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 33.8 30.2 7.2 0.9 0.0 48.1 1.9 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 98,850 : : Positions : : 25,362 41,241 39,876 39,305 3,625 16,240 1,200 0 467 0 620 : : : : Changes from: July 20, 2021 : : 37 72 720 670 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 41.7 40.3 39.8 3.7 16.4 1.2 0.0 0.5 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 July 27, 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 96,418 : : Positions : : 24,857 41,001 32,267 36,075 3,680 16,590 1,200 0 4,918 250 396 : : : : Changes from: July 20, 2021 : : 7 7 720 720 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 42.5 33.5 37.4 3.8 17.2 1.2 0.0 5.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 28,141 : : Positions : : 20,982 7,221 105 906 2,190 0 11,360 100 970 2,795 0 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 25.7 0.4 3.2 7.8 0.0 40.4 0.4 3.4 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 27,841 : : Positions : : 20,832 7,261 155 966 2,115 0 11,310 100 970 2,645 0 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 26.1 0.6 3.5 7.6 0.0 40.6 0.4 3.5 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 52,312 : : Positions : : 15,903 41,098 19,620 8,690 60 9,530 0 0 4,665 0 0 : : : : Changes from: July 20, 2021 : : -40 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 78.6 37.5 16.6 0.1 18.2 0.0 0.0 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 56,351 : : Positions : : 16,672 41,991 23,919 7,395 80 9,180 0 0 4,355 4,800 0 : : : : Changes from: July 20, 2021 : : 115 115 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 74.5 42.4 13.1 0.1 16.3 0.0 0.0 7.7 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 53,780 : : Positions : : 20,050 48,010 17,255 1,070 1,995 2,295 575 150 9,070 0 35 : : : : Changes from: July 20, 2021 : : 0 600 300 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 89.3 32.1 2.0 3.7 4.3 1.1 0.3 16.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 48,905 : : Positions : : 17,920 42,885 17,485 1,250 1,980 2,070 575 210 6,340 0 385 : : : : Changes from: July 20, 2021 : : 60 600 240 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 87.7 35.8 2.6 4.0 4.2 1.2 0.4 13.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 84,185 : : Positions : : 32,385 71,020 18,860 4,290 2,975 20,840 275 940 3,280 210 1,275 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 84.4 22.4 5.1 3.5 24.8 0.3 1.1 3.9 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 81,295 : : Positions : : 31,915 68,285 18,555 4,290 3,080 20,540 550 940 2,095 210 1,275 : : : : Changes from: July 20, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 84.0 22.8 5.3 3.8 25.3 0.7 1.2 2.6 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 60,392 : : Positions : : 34,838 26,060 2,242 22,114 20 13,205 1,015 1,710 1,380 2,615 825 : : : : Changes from: July 20, 2021 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 43.2 3.7 36.6 0.0 21.9 1.7 2.8 2.3 4.3 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 52,530 : : Positions : : 30,603 26,125 2,182 15,897 20 9,625 1,015 1,710 1,025 750 1,055 : : : : Changes from: July 20, 2021 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 49.7 4.2 30.3 0.0 18.3 1.9 3.3 2.0 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 230,581 : : Positions : : 127,326 100,244 41,131 7,939 5,998 0 48,710 415 220 11,824 256 : : : : Changes from: July 20, 2021 : : -433 -2,205 -1,515 32 75 0 100 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 43.5 17.8 3.4 2.6 0.0 21.1 0.2 0.1 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 26 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 210,906 : : Positions : : 123,050 94,562 27,739 2,762 7,684 0 44,085 570 220 9,640 1,048 : : : : Changes from: July 20, 2021 : : -20 -1,955 -1,720 15 156 0 100 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 44.8 13.2 1.3 3.6 0.0 20.9 0.3 0.1 4.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 51,339 : : Positions : : 15,188 29,065 13,173 3,186 11,063 4,690 0 990 0 1,045 10 : : : : Changes from: July 20, 2021 : : -115 150 -500 -750 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 56.6 25.7 6.2 21.5 9.1 0.0 1.9 0.0 2.0 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 July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 44,125 : : Positions : : 11,840 25,670 11,781 1,626 7,949 4,230 0 1,140 0 815 10 : : : : Changes from: July 20, 2021 : : 0 200 -600 -800 640 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 58.2 26.7 3.7 18.0 9.6 0.0 2.6 0.0 1.8 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 July 27, 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 48,571 : : Positions : : 21,840 27,120 5,425 1,040 11,415 3,400 3,805 486 990 0 0 : : : : Changes from: July 20, 2021 : : 65 125 75 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 55.8 11.2 2.1 23.5 7.0 7.8 1.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 49,580 : : Positions : : 15,554 28,325 1,100 1,804 8,860 16,370 3,915 36 990 0 0 : : : : Changes from: July 20, 2021 : : 190 190 -300 0 400 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 57.1 2.2 3.6 17.9 33.0 7.9 0.1 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 236,246 : : Positions : : 127,486 139,629 6,791 16,552 29,391 22,535 0 2,605 151 762 1,467 : : : : Changes from: July 20, 2021 : : 229 -3,179 282 1,787 -2,514 -1,800 0 0 115 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 59.1 2.9 7.0 12.4 9.5 0.0 1.1 0.1 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 27 . . 6 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 27, 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 183,220 : : Positions : : 101,062 105,715 5,469 11,244 19,378 10,515 0 8,970 960 787 1,080 : : : : Changes from: July 20, 2021 : : 1,070 -1,645 300 1,255 -860 -1,800 0 0 0 -40 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 57.7 3.0 6.1 10.6 5.7 0.0 4.9 0.5 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 4 . 4 4 0 . . 4 . : ----------------------------------------------------------------------------------------------------------------
Updated July 30, 2021