Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 20,682 : : Positions : : 14,315 12,300 720 1,071 1,587 1,106 0 1 143 2,874 2,295 : : : : Changes from: August 3, 2021 : : 340 741 169 24 139 236 0 0 40 -16 277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 59.5 3.5 5.2 7.7 5.3 0.0 0.0 0.7 13.9 11.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 31,342 : : Positions : : 18,906 27,560 5,910 85 1,923 0 364 87 3,183 0 1,300 : : : : Changes from: August 3, 2021 : : 1,486 1,256 569 0 71 0 -119 0 -949 -21 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 87.9 18.9 0.3 6.1 0.0 1.2 0.3 10.2 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 . . . 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 28,120 : : Positions : : 20,188 23,206 630 1,526 2,580 372 0 153 3,572 0 625 : : : : Changes from: August 3, 2021 : : 375 75 0 325 -25 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 82.5 2.2 5.4 9.2 1.3 0.0 0.5 12.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 152,220 : : Positions : : 99,660 105,908 598 21,801 20,189 24,157 0 54 5,248 3,038 1,097 : : : : Changes from: August 3, 2021 : : -678 623 -339 3,839 -722 5,685 0 -90 69 203 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 69.6 0.4 14.3 13.3 15.9 0.0 0.0 3.4 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 28 32 . 7 7 10 0 . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,085 : : Positions : : 49,112 39,356 1,500 13,922 2,225 3,417 0 654 788 1,641 2,265 : : : : Changes from: August 3, 2021 : : -1,928 -2,878 0 1,555 -364 -168 0 -93 118 -589 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 65.5 2.5 23.2 3.7 5.7 0.0 1.1 1.3 2.7 3.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 4 . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 39,403 : : Positions : : 34,553 29,741 1,120 6,702 1,750 0 0 0 1,210 420 770 : : : : Changes from: August 3, 2021 : : -1,426 -1,825 -58 -229 -25 0 0 0 -160 420 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 75.5 2.8 17.0 4.4 0.0 0.0 0.0 3.1 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 47,071 : : Positions : : 25,203 18,166 4,286 16,028 6,332 10,390 0 0 0 5,685 570 : : : : Changes from: August 3, 2021 : : -383 -341 -320 -615 0 -50 0 0 0 195 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 38.6 9.1 34.1 13.5 22.1 0.0 0.0 0.0 12.1 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 59,124 : : Positions : : 40,253 21,735 1,245 24,865 6,372 8,405 30 630 323 4,351 1,013 : : : : Changes from: August 3, 2021 : : 2,679 -1,363 -891 2,136 -867 -556 30 -30 -188 109 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 36.8 2.1 42.1 10.8 14.2 0.1 1.1 0.5 7.4 1.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 20 . 6 6 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 67,480 : : Positions : : 39,330 28,273 24,627 31,545 1,053 50 0 0 768 5,280 1,326 : : : : Changes from: August 3, 2021 : : -1,503 -1,300 -1,228 -1,951 -24 0 0 0 -38 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 41.9 36.5 46.7 1.6 0.1 0.0 0.0 1.1 7.8 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 15 5 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 86,132 : : Positions : : 53,251 29,752 28,405 47,103 1,761 60 50 0 1,033 6,153 1,288 : : : : Changes from: August 3, 2021 : : -3,265 -3,060 -1,675 -2,673 52 0 -50 0 17 155 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 34.5 33.0 54.7 2.0 0.1 0.1 0.0 1.2 7.1 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 16 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 27,699 : : Positions : : 17,465 25,173 8,243 0 1,938 0 0 0 0 40 33 : : : : Changes from: August 3, 2021 : : -1,019 -1,281 -280 0 -80 0 0 0 0 38 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 90.9 29.8 0.0 7.0 0.0 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 29,237 : : Positions : : 24,225 14,451 675 10,896 3,640 0 250 0 450 0 0 : : : : Changes from: August 3, 2021 : : 300 490 -15 -180 -5 0 -50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 49.4 2.3 37.3 12.4 0.0 0.9 0.0 1.5 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 August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 30,886 : : Positions : : 22,000 23,900 5,165 1,741 3,650 0 0 0 25 1,550 45 : : : : Changes from: August 3, 2021 : : -1,405 -1,715 -300 124 -250 0 0 0 25 -90 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 77.4 16.7 5.6 11.8 0.0 0.0 0.0 0.1 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 128,147 : : Positions : : 76,381 65,893 12,596 30,867 18,842 13,082 562 668 2,583 7,654 3,371 : : : : Changes from: August 3, 2021 : : -4,181 -1,407 -537 262 -725 890 -427 23 134 -2,004 -770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 51.4 9.8 24.1 14.7 10.2 0.4 0.5 2.0 6.0 2.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 33 . 5 5 8 . . 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 25,464 : : Positions : : 13,006 16,395 9,752 6,665 1,804 0 600 0 0 0 0 : : : : Changes from: August 3, 2021 : : -1,225 -1,412 188 365 -630 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 64.4 38.3 26.2 7.1 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 24,028 : : Positions : : 12,668 15,012 9,362 7,320 1,096 0 600 0 0 0 0 : : : : Changes from: August 3, 2021 : : -1,188 -845 73 -280 -83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 62.5 39.0 30.5 4.6 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 40,415 : : Positions : : 15,549 23,487 20,582 2,232 4,233 25 8,938 0 0 1,525 0 : : : : Changes from: August 3, 2021 : : 226 -1,180 -692 109 191 -25 600 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 58.1 50.9 5.5 10.5 0.1 22.1 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 4 . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 35,704 : : Positions : : 15,308 21,856 15,280 1,444 5,091 0 5,788 0 0 1,525 0 : : : : Changes from: August 3, 2021 : : 339 -492 -92 159 27 0 600 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 61.2 42.8 4.0 14.3 0.0 16.2 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 71,435 : : Positions : : 43,606 39,712 7,780 17,156 10,280 6,413 0 0 1,100 1,575 1,765 : : : : Changes from: August 3, 2021 : : -2,977 620 934 -1,829 437 600 0 0 -145 -350 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 55.6 10.9 24.0 14.4 9.0 0.0 0.0 1.5 2.2 2.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . 5 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 32,744 : : Positions : : 22,276 30,667 8,841 0 1,539 0 0 0 50 0 0 : : : : Changes from: August 3, 2021 : : -1,751 -2,173 -410 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 93.7 27.0 0.0 4.7 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 5 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 43,375 : : Positions : : 34,305 28,784 2,284 9,004 5,228 1,167 250 0 0 109 0 : : : : Changes from: August 3, 2021 : : -283 -535 858 813 -1,132 -371 -50 0 0 -59 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 66.4 5.3 20.8 12.1 2.7 0.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 48,796 : : Positions : : 32,735 43,010 11,270 3,879 1,507 0 35 0 2,628 0 10 : : : : Changes from: August 3, 2021 : : -1,632 -2,919 -628 220 -218 0 -35 0 -174 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 88.1 23.1 7.9 3.1 0.0 0.1 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 54,484 : : Positions : : 36,781 43,190 11,573 8,611 2,255 0 60 0 3,289 30 143 : : : : Changes from: August 3, 2021 : : -2,488 -3,597 -604 -125 -135 0 -95 0 -485 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 79.3 21.2 15.8 4.1 0.0 0.1 0.0 6.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 12 4 4 5 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 84,464 : : Positions : : 64,592 76,854 15,203 5,030 946 0 60 165 1,638 50 1,284 : : : : Changes from: August 3, 2021 : : -4,252 -4,697 -1,314 -274 -18 -35 -192 135 63 -347 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 91.0 18.0 6.0 1.1 0.0 0.1 0.2 1.9 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 24 7 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 108,962 : : Positions : : 84,055 96,764 16,820 7,734 1,344 757 739 79 4,202 1,029 1,070 : : : : Changes from: August 3, 2021 : : -5,785 -6,377 -1,261 -132 22 56 -34 -54 152 -288 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 88.8 15.4 7.1 1.2 0.7 0.7 0.1 3.9 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 19 26 7 . 4 4 4 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 63,254 : : Positions : : 45,216 55,903 13,527 0 2,089 0 1,106 60 1,400 3,135 957 : : : : Changes from: August 3, 2021 : : -2,648 -3,179 -265 0 -632 0 -53 0 -242 94 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 88.4 21.4 0.0 3.3 0.0 1.7 0.1 2.2 5.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 49,995 : : Positions : : 34,149 46,034 13,711 181 1,140 150 0 0 75 1,910 730 : : : : Changes from: August 3, 2021 : : -2,432 -2,864 -1,015 -303 120 0 0 0 0 -240 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 92.1 27.4 0.4 2.3 0.3 0.0 0.0 0.2 3.8 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 41,825 : : Positions : : 24,088 34,697 10,579 125 5,940 0 0 0 0 756 120 : : : : Changes from: August 3, 2021 : : -832 -1,601 -913 -25 0 0 0 0 0 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 83.0 25.3 0.3 14.2 0.0 0.0 0.0 0.0 1.8 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 August 10, 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 49,052 : : Positions : : 31,068 41,042 12,034 447 4,029 355 2,175 0 873 825 172 : : : : Changes from: August 3, 2021 : : -742 215 416 -247 37 -45 -75 0 28 -165 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 83.7 24.5 0.9 8.2 0.7 4.4 0.0 1.8 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 16,568 : : Positions : : 8,670 13,008 6,814 987 484 0 1,255 0 100 760 0 : : : : Changes from: August 3, 2021 : : -484 -1,506 -642 356 -286 0 -155 0 -25 -6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 78.5 41.1 6.0 2.9 0.0 7.6 0.0 0.6 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 15,281 : : Positions : : 7,857 12,456 6,063 1,110 782 0 250 0 25 640 0 : : : : Changes from: August 3, 2021 : : -150 -1,123 -673 220 -110 0 -50 0 -25 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 81.5 39.7 7.3 5.1 0.0 1.6 0.0 0.2 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 August 10, 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 24,101 : : Positions : : 19,251 16,215 2,466 6,819 477 426 0 40 778 44 142 : : : : Changes from: August 3, 2021 : : -933 -1,090 -30 -303 -15 0 -40 0 -203 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 67.3 10.2 28.3 2.0 1.8 0.0 0.2 3.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 15,508 : : Positions : : 12,340 13,225 1,831 1,650 113 0 0 0 410 0 150 : : : : Changes from: August 3, 2021 : : -1,079 -1,086 -6 -52 5 0 0 0 -78 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 85.3 11.8 10.6 0.7 0.0 0.0 0.0 2.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 37,822 : : Positions : : 21,916 20,377 9,453 10,237 1,510 1,350 4,413 50 2,364 185 710 : : : : Changes from: August 3, 2021 : : -1,466 -142 159 -1,078 -345 50 -160 0 -85 -185 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 53.9 25.0 27.1 4.0 3.6 11.7 0.1 6.3 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 18 4 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 21,878 : : Positions : : 15,003 9,510 2,625 7,665 1,442 600 2,575 0 1,515 12 509 : : : : Changes from: August 3, 2021 : : -1,199 504 145 -1,173 -155 200 -100 0 206 12 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 43.5 12.0 35.0 6.6 2.7 11.8 0.0 6.9 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 . . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 15,478 : : Positions : : 5,421 14,714 7,251 0 367 151 0 205 1,887 47 98 : : : : Changes from: August 3, 2021 : : 312 78 -242 0 82 25 0 0 -25 -8 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 95.1 46.8 0.0 2.4 1.0 0.0 1.3 12.2 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 12,913 : : Positions : : 3,455 6,075 6,964 4,865 1,683 25 0 40 245 90 100 : : : : Changes from: August 3, 2021 : : -426 -260 -563 65 -62 -35 0 0 -75 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 47.0 53.9 37.7 13.0 0.2 0.0 0.3 1.9 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 48,677 : : Positions : : 17,700 42,722 24,685 3,270 2,055 600 0 0 2,540 0 620 : : : : Changes from: August 3, 2021 : : -507 -1,168 -870 10 -55 0 0 0 120 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 87.8 50.7 6.7 4.2 1.2 0.0 0.0 5.2 0.0 1.3 : : : : 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 August 10, 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 52,212 : : Positions : : 19,040 46,557 27,930 3,275 1,735 30 0 50 2,445 0 595 : : : : Changes from: August 3, 2021 : : -637 -1,333 -315 5 -30 30 -20 -30 115 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 89.2 53.5 6.3 3.3 0.1 0.0 0.1 4.7 0.0 1.1 : : : : 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 August 10, 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 105,380 : : Positions : : 73,972 82,200 17,273 9,044 10,521 20 220 875 1,184 877 1,186 : : : : Changes from: August 3, 2021 : : -3,506 -2,433 -488 521 -488 -215 -167 -35 -129 -1,070 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 78.0 16.4 8.6 10.0 0.0 0.2 0.8 1.1 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 25 . 6 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 118,411 : : Positions : : 85,282 87,672 13,472 10,741 15,244 75 815 795 1,805 1,186 1,589 : : : : Changes from: August 3, 2021 : : -6,771 -6,871 11 1,861 -1,365 -174 -200 -120 60 19 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 74.0 11.4 9.1 12.9 0.1 0.7 0.7 1.5 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 28 4 5 7 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 812,447 : : Positions : : 543,614 580,911 10,744 17,531 114,533 24,383 8,842 48,453 33,564 3,749 36,819 : : : : Changes from: August 3, 2021 : : 11,235 6,485 -4,446 5,743 -1,489 720 -5,352 5,287 215 146 239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 71.5 1.3 2.2 14.1 3.0 1.1 6.0 4.1 0.5 4.5 : : : : Number of Traders in Each Category Total Traders: 101 : : 43 41 . 6 8 17 5 12 18 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 14,390 : : Positions : : 8,280 10,095 1,975 2,995 1,170 935 0 0 1,340 0 0 : : : : Changes from: August 3, 2021 : : -435 -515 -55 -275 0 -25 0 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 70.2 13.7 20.8 8.1 6.5 0.0 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 11,860 : : Positions : : 6,420 7,445 1,960 2,250 1,425 235 600 0 1,065 0 0 : : : : Changes from: August 3, 2021 : : -430 -435 -100 -380 -5 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 62.8 16.5 19.0 12.0 2.0 5.1 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 14,445 : : Positions : : 13,085 9,305 70 2,870 200 0 950 0 505 570 50 : : : : Changes from: August 3, 2021 : : -2,160 -2,110 70 -265 -75 0 760 -660 -55 -490 -475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 64.4 0.5 19.9 1.4 0.0 6.6 0.0 3.5 3.9 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 29,627 : : Positions : : 21,115 21,904 2,713 2,998 2,404 400 0 0 2,690 2,065 240 : : : : Changes from: August 3, 2021 : : -4,081 -1,712 -1,111 111 -236 0 0 0 2,400 -1,190 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 73.9 9.2 10.1 8.1 1.4 0.0 0.0 9.1 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 . 4 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 29,845 : : Positions : : 15,040 20,250 4,255 2,115 7,300 1,950 0 0 1,300 0 0 : : : : Changes from: August 3, 2021 : : -525 1,900 650 -2,325 4,750 -250 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 67.9 14.3 7.1 24.5 6.5 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 85,815 : : Positions : : 62,571 56,990 14,280 18,319 729 0 3,815 300 2,310 0 0 : : : : Changes from: August 3, 2021 : : -3,767 -1,489 2,630 865 -780 0 -676 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 66.4 16.6 21.3 0.8 0.0 4.4 0.3 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 67,139 : : Positions : : 47,858 39,227 10,912 18,456 639 0 3,085 60 2,020 0 0 : : : : Changes from: August 3, 2021 : : -2,591 -356 2,312 470 -720 0 -561 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 58.4 16.3 27.5 1.0 0.0 4.6 0.1 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 14,388 : : Positions : : 10,325 6,335 250 7,353 337 2,765 0 125 0 0 0 : : : : Changes from: August 3, 2021 : : -335 -320 95 0 -75 -75 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 44.0 1.7 51.1 2.3 19.2 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 38,499 : : Positions : : 21,547 16,574 7,329 11,551 502 3,825 3,874 1,745 0 582 497 : : : : Changes from: August 3, 2021 : : -500 -929 -569 -495 -10 -535 -190 485 -22 -12 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 43.1 19.0 30.0 1.3 9.9 10.1 4.5 0.0 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 28,429 : : Positions : : 16,691 12,557 8,258 5,745 264 200 6,130 720 61 688 275 : : : : Changes from: August 3, 2021 : : 457 -21 -528 -75 -120 -50 80 0 55 -40 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 44.2 29.0 20.2 0.9 0.7 21.6 2.5 0.2 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 20,685 : : Positions : : 13,509 8,810 3,464 2,845 700 0 5,661 0 81 0 0 : : : : Changes from: August 3, 2021 : : -1,095 -732 2 -293 -287 0 -165 0 -29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 42.6 16.7 13.8 3.4 0.0 27.4 0.0 0.4 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 August 10, 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 20,641 : : Positions : : 12,370 7,141 6,340 1,610 60 0 10,040 350 0 35 75 : : : : Changes from: August 3, 2021 : : -450 -310 25 10 -100 0 -110 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 34.6 30.7 7.8 0.3 0.0 48.6 1.7 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 97,453 : : Positions : : 25,420 41,259 38,092 37,350 2,765 16,120 1,175 0 306 0 620 : : : : Changes from: August 3, 2021 : : -387 -822 -1,629 -1,955 -860 -720 -75 0 -161 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 42.3 39.1 38.3 2.8 16.5 1.2 0.0 0.3 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 August 10, 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 95,698 : : Positions : : 25,080 40,774 30,442 34,635 3,110 16,445 1,175 0 4,905 205 396 : : : : Changes from: August 3, 2021 : : -72 -917 -1,670 -1,440 -620 -745 -75 0 -13 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 42.6 31.8 36.2 3.2 17.2 1.2 0.0 5.1 0.2 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 August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,645 : : Positions : : 19,372 8,662 795 275 2,650 0 9,805 350 920 2,570 0 : : : : Changes from: August 3, 2021 : : -1,610 1,441 690 -631 460 0 -1,555 250 -50 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 31.3 2.9 1.0 9.6 0.0 35.5 1.3 3.3 9.3 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 August 10, 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 27,445 : : Positions : : 19,297 8,702 760 275 2,660 0 9,780 350 920 2,445 0 : : : : Changes from: August 3, 2021 : : -1,535 1,441 605 -691 545 0 -1,530 250 -50 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 31.7 2.8 1.0 9.7 0.0 35.6 1.3 3.4 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 47,832 : : Positions : : 15,163 36,588 17,900 8,775 60 7,875 0 0 4,355 0 0 : : : : Changes from: August 3, 2021 : : -720 -4,490 -1,470 85 0 -1,905 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 76.5 37.4 18.3 0.1 16.5 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 52,041 : : Positions : : 16,082 37,396 22,029 7,725 80 7,700 0 0 4,050 4,800 0 : : : : Changes from: August 3, 2021 : : -590 -4,595 -1,640 330 0 -1,730 0 0 -305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 71.9 42.3 14.8 0.2 14.8 0.0 0.0 7.8 9.2 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 August 10, 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 53,330 : : Positions : : 20,875 46,210 17,960 975 1,980 2,070 1,150 120 7,695 1,200 35 : : : : Changes from: August 3, 2021 : : -345 -1,745 530 -95 -15 -325 275 0 -1,375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 86.6 33.7 1.8 3.7 3.9 2.2 0.2 14.4 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 49,670 : : Positions : : 18,880 42,075 17,910 1,125 1,980 1,770 1,150 210 6,140 1,200 385 : : : : Changes from: August 3, 2021 : : -185 -755 125 -125 0 -300 275 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 84.7 36.1 2.3 4.0 3.6 2.3 0.4 12.4 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 79,850 : : Positions : : 31,210 66,100 16,585 4,615 3,570 20,040 250 765 2,905 185 1,275 : : : : Changes from: August 3, 2021 : : -1,940 -4,920 -1,810 25 595 -800 -25 -175 -375 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 82.8 20.8 5.8 4.5 25.1 0.3 1.0 3.6 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 76,695 : : Positions : : 30,655 63,120 16,005 4,615 3,750 19,790 500 765 1,755 185 1,275 : : : : Changes from: August 3, 2021 : : -2,025 -5,165 -2,085 25 610 -750 -50 -175 -340 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 82.3 20.9 6.0 4.9 25.8 0.7 1.0 2.3 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 57,777 : : Positions : : 33,493 25,105 2,875 22,577 20 12,500 1,180 1,525 1,320 1,445 905 : : : : Changes from: August 3, 2021 : : -1,945 -1,280 583 188 0 -655 185 -185 -60 -1,170 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 43.5 5.0 39.1 0.0 21.6 2.0 2.6 2.3 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 49,835 : : Positions : : 29,516 24,435 2,745 16,253 20 9,020 1,180 1,525 970 685 1,055 : : : : Changes from: August 3, 2021 : : -1,537 -1,490 613 -144 0 -505 185 -185 -55 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 49.0 5.5 32.6 0.0 18.1 2.4 3.1 1.9 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 223,109 : : Positions : : 124,633 97,568 40,222 8,297 5,913 0 47,650 400 185 11,580 246 : : : : Changes from: August 3, 2021 : : -4,498 -5,496 -2,389 398 115 0 -1,580 0 -35 -249 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 43.7 18.0 3.7 2.7 0.0 21.4 0.2 0.1 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 204,025 : : Positions : : 118,530 93,599 30,060 2,595 8,267 0 43,100 455 135 9,486 1,058 : : : : Changes from: August 3, 2021 : : -5,870 -3,328 991 -127 759 0 -1,355 -25 -85 -159 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 45.9 14.7 1.3 4.1 0.0 21.1 0.2 0.1 4.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 25 4 . 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 50,531 : : Positions : : 16,488 27,715 12,038 4,761 10,223 4,630 0 787 0 925 10 : : : : Changes from: August 3, 2021 : : 510 -1,290 -885 975 -300 -60 0 -203 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 54.8 23.8 9.4 20.2 9.2 0.0 1.6 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 43,425 : : Positions : : 12,350 25,105 11,231 2,126 7,729 4,145 0 950 0 740 10 : : : : Changes from: August 3, 2021 : : 510 -565 -550 500 -220 -85 0 -190 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 57.8 25.9 4.9 17.8 9.5 0.0 2.2 0.0 1.7 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 August 10, 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 46,774 : : Positions : : 21,015 26,475 5,670 955 10,690 3,250 3,700 324 875 0 0 : : : : Changes from: August 3, 2021 : : -1,170 -1,240 -5 -85 -475 -150 -105 -162 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 56.6 12.1 2.0 22.9 6.9 7.9 0.7 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 47,943 : : Positions : : 14,654 27,615 1,115 1,294 8,845 16,045 3,825 24 875 0 0 : : : : Changes from: August 3, 2021 : : -900 -710 15 -510 -15 -325 -90 -12 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 57.6 2.3 2.7 18.4 33.5 8.0 0.0 1.8 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 August 10, 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 229,642 : : Positions : : 123,335 132,923 5,366 17,206 30,736 21,840 0 2,440 290 407 1,303 : : : : Changes from: August 3, 2021 : : -5,473 -9,347 -1,660 1,472 -1,319 -695 0 -165 200 -355 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 57.9 2.3 7.5 13.4 9.5 0.0 1.1 0.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 . . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 10, 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 181,987 : : Positions : : 100,599 105,007 6,529 12,114 20,022 9,640 0 9,270 1,265 642 925 : : : : Changes from: August 3, 2021 : : -818 -3,228 825 3,225 -1,246 -350 0 0 230 -120 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 57.7 3.6 6.7 11.0 5.3 0.0 5.1 0.7 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 23 4 . 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 13, 2021