Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 22,000 : : Positions : : 15,133 13,836 745 1,059 1,562 1,094 0 1 209 2,420 2,697 : : : : Changes from: August 10, 2021 : : 818 1,536 24 -12 -25 -12 0 0 66 -454 402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 62.9 3.4 4.8 7.1 5.0 0.0 0.0 1.0 11.0 12.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 32,246 : : Positions : : 20,748 27,832 4,973 85 2,674 0 302 87 2,494 0 1,242 : : : : Changes from: August 10, 2021 : : 1,842 272 -937 0 751 0 -62 0 -689 0 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 86.3 15.4 0.3 8.3 0.0 0.9 0.3 7.7 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 . . . 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 28,325 : : Positions : : 20,633 23,406 615 1,476 2,630 372 0 153 3,357 65 565 : : : : Changes from: August 10, 2021 : : 445 200 -15 -50 50 0 0 0 -215 65 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 82.6 2.2 5.2 9.3 1.3 0.0 0.5 11.9 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 155,572 : : Positions : : 101,130 107,661 454 22,093 21,459 24,672 0 54 5,494 3,007 1,052 : : : : Changes from: August 10, 2021 : : 1,470 1,753 -144 292 1,270 515 0 0 246 -31 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 69.2 0.3 14.2 13.8 15.9 0.0 0.0 3.5 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 31 . 7 7 10 0 . 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 61,707 : : Positions : : 50,959 39,527 1,500 15,534 1,499 3,410 0 680 1,401 2,267 2,178 : : : : Changes from: August 10, 2021 : : 1,847 171 0 1,612 -726 -7 0 26 613 626 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 64.1 2.4 25.2 2.4 5.5 0.0 1.1 2.3 3.7 3.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 19 . 4 . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 40,866 : : Positions : : 35,486 30,416 1,270 6,640 1,510 0 0 0 1,145 835 1,455 : : : : Changes from: August 10, 2021 : : 933 675 150 -62 -240 0 0 0 -65 415 685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 74.4 3.1 16.2 3.7 0.0 0.0 0.0 2.8 2.0 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 47,631 : : Positions : : 25,868 18,081 4,026 16,513 6,492 10,390 0 0 0 5,695 560 : : : : Changes from: August 10, 2021 : : 665 -85 -260 485 160 0 0 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 38.0 8.5 34.7 13.6 21.8 0.0 0.0 0.0 12.0 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 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 60,738 : : Positions : : 42,120 21,661 1,266 26,744 6,161 8,355 50 630 347 4,388 976 : : : : Changes from: August 10, 2021 : : 1,867 -74 21 1,879 -211 -50 20 0 24 37 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 35.7 2.1 44.0 10.1 13.8 0.1 1.0 0.6 7.2 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 21 . 6 6 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 67,160 : : Positions : : 39,620 28,783 23,952 30,645 1,123 50 0 0 763 5,280 1,326 : : : : Changes from: August 10, 2021 : : 290 510 -675 -900 70 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 42.9 35.7 45.6 1.7 0.1 0.0 0.0 1.1 7.9 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 5 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 85,739 : : Positions : : 53,576 30,069 27,505 46,243 1,911 60 50 0 1,028 6,116 1,325 : : : : Changes from: August 10, 2021 : : 325 317 -900 -860 150 0 0 0 -5 -37 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 35.1 32.1 53.9 2.2 0.1 0.1 0.0 1.2 7.1 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 17 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 28,067 : : Positions : : 17,800 25,258 7,943 0 2,238 0 0 0 10 0 56 : : : : Changes from: August 10, 2021 : : 335 85 -300 0 300 0 0 0 10 -40 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 90.0 28.3 0.0 8.0 0.0 0.0 0.0 0.0 0.0 0.2 : : : : 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 17, 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 29,312 : : Positions : : 24,383 14,476 650 10,971 3,615 0 250 0 400 0 0 : : : : Changes from: August 10, 2021 : : 158 25 -25 75 -25 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 49.4 2.2 37.4 12.3 0.0 0.9 0.0 1.4 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 17, 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 31,016 : : Positions : : 22,000 24,000 5,405 1,641 3,540 0 0 0 25 1,790 45 : : : : Changes from: August 10, 2021 : : 0 100 240 -100 -110 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 77.4 17.4 5.3 11.4 0.0 0.0 0.0 0.1 5.8 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 17, 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 130,108 : : Positions : : 77,873 66,617 13,815 30,940 18,426 12,876 625 805 2,329 8,993 3,397 : : : : Changes from: August 10, 2021 : : 1,492 724 1,219 74 -416 -206 63 137 -254 1,339 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 51.2 10.6 23.8 14.2 9.9 0.5 0.6 1.8 6.9 2.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 33 . 5 5 8 . . 7 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 10, 2021 : : 0 0 0 0 0 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 17, 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 10, 2021 : : 0 0 0 0 0 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 17, 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 40,985 : : Positions : : 15,896 23,679 21,027 2,832 4,011 25 8,938 0 0 1,525 0 : : : : Changes from: August 10, 2021 : : 347 192 445 600 -222 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 57.8 51.3 6.9 9.8 0.1 21.8 0.0 0.0 3.7 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 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 36,274 : : Positions : : 15,583 21,976 15,725 2,044 4,941 0 5,788 0 0 1,525 0 : : : : Changes from: August 10, 2021 : : 275 120 445 600 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 60.6 43.4 5.6 13.6 0.0 16.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 72,234 : : Positions : : 44,133 40,549 8,430 17,276 9,872 6,413 0 0 1,150 1,875 1,715 : : : : Changes from: August 10, 2021 : : 527 837 650 120 -408 0 0 0 50 300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 56.1 11.7 23.9 13.7 8.9 0.0 0.0 1.6 2.6 2.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . 5 4 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 35,164 : : Positions : : 24,086 32,842 9,206 0 1,784 0 0 0 50 0 0 : : : : Changes from: August 10, 2021 : : 1,810 2,175 365 0 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 93.4 26.2 0.0 5.1 0.0 0.0 0.0 0.1 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 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 42,592 : : Positions : : 33,348 27,411 2,458 9,594 5,228 1,167 250 0 0 109 0 : : : : Changes from: August 10, 2021 : : -957 -1,373 174 590 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 64.4 5.8 22.5 12.3 2.7 0.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 48,766 : : Positions : : 32,660 42,935 11,210 3,879 1,552 0 35 0 2,688 0 10 : : : : Changes from: August 10, 2021 : : -75 -75 -60 0 45 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 88.0 23.0 8.0 3.2 0.0 0.1 0.0 5.5 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 17, 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 54,574 : : Positions : : 36,919 43,240 11,525 8,611 2,255 0 60 0 3,289 70 143 : : : : Changes from: August 10, 2021 : : 138 50 -48 0 0 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 79.2 21.1 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 17, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 85,602 : : Positions : : 65,388 77,947 15,573 4,995 940 0 55 175 1,515 50 1,405 : : : : Changes from: August 10, 2021 : : 796 1,093 370 -35 -6 0 -5 10 -123 0 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 91.1 18.2 5.8 1.1 0.0 0.1 0.2 1.8 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 25 7 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 110,376 : : Positions : : 85,801 98,137 16,750 7,574 1,380 654 745 54 3,919 1,144 1,141 : : : : Changes from: August 10, 2021 : : 1,746 1,373 -70 -160 36 -103 6 -25 -283 115 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 88.9 15.2 6.9 1.3 0.6 0.7 0.0 3.6 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 28 7 . 4 4 4 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 63,728 : : Positions : : 44,947 56,543 14,752 0 1,807 0 1,106 60 1,125 3,180 1,032 : : : : Changes from: August 10, 2021 : : -268 641 1,225 0 -282 0 0 0 -275 45 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.7 23.1 0.0 2.8 0.0 1.7 0.1 1.8 5.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 12 4 0 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 50,221 : : Positions : : 33,844 46,629 13,711 97 1,215 150 0 0 610 1,610 670 : : : : Changes from: August 10, 2021 : : -305 595 0 -84 75 0 0 0 535 -300 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 92.8 27.3 0.2 2.4 0.3 0.0 0.0 1.2 3.2 1.3 : : : : 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 17, 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 41,651 : : Positions : : 23,948 34,542 10,542 125 5,940 0 0 0 0 746 120 : : : : Changes from: August 10, 2021 : : -140 -155 -37 0 0 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 82.9 25.3 0.3 14.3 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 17, 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 48,881 : : Positions : : 31,072 40,891 11,964 447 4,029 235 2,175 0 873 800 142 : : : : Changes from: August 10, 2021 : : 4 -151 -70 0 0 -120 0 0 0 -25 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 83.7 24.5 0.9 8.2 0.5 4.4 0.0 1.8 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 16,668 : : Positions : : 8,670 13,108 6,912 987 484 0 1,255 0 100 760 0 : : : : Changes from: August 10, 2021 : : 0 100 98 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 78.6 41.5 5.9 2.9 0.0 7.5 0.0 0.6 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 15,381 : : Positions : : 7,857 12,556 6,163 1,110 782 0 250 0 25 640 0 : : : : Changes from: August 10, 2021 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 81.6 40.1 7.2 5.1 0.0 1.6 0.0 0.2 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 24,111 : : Positions : : 19,311 16,215 2,466 6,829 477 366 0 40 778 44 142 : : : : Changes from: August 10, 2021 : : 60 0 0 10 0 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 67.3 10.2 28.3 2.0 1.5 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 17, 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 15,558 : : Positions : : 12,340 13,275 1,881 1,650 113 0 0 0 410 0 150 : : : : Changes from: August 10, 2021 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 85.3 12.1 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 17, 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 37,660 : : Positions : : 22,202 20,170 9,564 10,307 1,435 1,310 4,388 90 1,880 185 710 : : : : Changes from: August 10, 2021 : : 286 -207 111 70 -75 -40 -25 40 -484 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 53.6 25.4 27.4 3.8 3.5 11.7 0.2 5.0 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 19 4 . 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 22,029 : : Positions : : 15,471 9,549 2,723 7,765 1,412 560 2,575 40 1,130 14 509 : : : : Changes from: August 10, 2021 : : 468 39 98 100 -30 -40 0 40 -385 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 43.3 12.4 35.2 6.4 2.5 11.7 0.2 5.1 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 . . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 15,525 : : Positions : : 5,516 14,737 7,151 0 387 176 0 205 1,881 47 104 : : : : Changes from: August 10, 2021 : : 95 23 -100 0 20 25 0 0 -6 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 94.9 46.1 0.0 2.5 1.1 0.0 1.3 12.1 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 4 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 10, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 48,687 : : Positions : : 18,000 42,722 24,415 3,270 2,055 600 0 0 2,540 0 620 : : : : Changes from: August 10, 2021 : : 300 0 -270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 87.7 50.1 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 17, 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 : : 19,340 46,557 27,630 3,275 1,735 30 0 50 2,445 0 595 : : : : Changes from: August 10, 2021 : : 300 0 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 89.2 52.9 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 17, 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 105,259 : : Positions : : 74,162 82,099 16,903 8,674 10,736 20 220 875 1,154 1,134 1,059 : : : : Changes from: August 10, 2021 : : 190 -101 -370 -370 215 0 0 0 -30 257 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 78.0 16.1 8.2 10.2 0.0 0.2 0.8 1.1 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 25 . 6 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 118,531 : : Positions : : 85,878 87,687 12,937 10,531 15,229 115 695 915 1,490 1,272 1,808 : : : : Changes from: August 10, 2021 : : 596 15 -535 -210 -15 40 -120 120 -315 86 219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 74.0 10.9 8.9 12.8 0.1 0.6 0.8 1.3 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 27 4 5 7 . . . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 813,216 : : Positions : : 547,051 581,744 8,808 19,134 115,907 24,782 8,697 47,503 32,337 3,563 36,647 : : : : Changes from: August 10, 2021 : : 3,437 833 -1,936 1,603 1,374 400 -145 -949 -1,227 -186 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 71.5 1.1 2.4 14.3 3.0 1.1 5.8 4.0 0.4 4.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 44 42 . 8 8 16 6 12 16 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 14,665 : : Positions : : 8,330 10,195 2,210 3,180 1,160 935 0 0 1,340 0 0 : : : : Changes from: August 10, 2021 : : 50 100 235 185 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 69.5 15.1 21.7 7.9 6.4 0.0 0.0 9.1 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 17, 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 12,085 : : Positions : : 6,470 7,545 2,145 2,385 1,415 235 600 0 1,065 0 0 : : : : Changes from: August 10, 2021 : : 50 100 185 135 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 62.4 17.7 19.7 11.7 1.9 5.0 0.0 8.8 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 17, 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 13,225 : : Positions : : 11,795 9,310 255 2,560 25 125 135 130 185 405 225 : : : : Changes from: August 10, 2021 : : -1,290 5 185 -310 -175 125 -815 130 -320 -165 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 70.4 1.9 19.4 0.2 0.9 1.0 1.0 1.4 3.1 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 30,507 : : Positions : : 21,943 22,924 2,705 2,798 2,464 400 0 0 2,690 2,065 240 : : : : Changes from: August 10, 2021 : : 828 1,020 -8 -200 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 75.1 8.9 9.2 8.1 1.3 0.0 0.0 8.8 6.8 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 4 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 31,005 : : Positions : : 16,025 21,435 4,355 1,965 7,425 1,900 0 0 1,300 0 0 : : : : Changes from: August 10, 2021 : : 985 1,185 100 -150 125 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 69.1 14.0 6.3 23.9 6.1 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 86,255 : : Positions : : 63,386 57,260 14,180 18,464 729 0 3,815 300 2,010 0 0 : : : : Changes from: August 10, 2021 : : 815 270 -100 145 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 66.4 16.4 21.4 0.8 0.0 4.4 0.3 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 67,900 : : Positions : : 48,822 39,816 10,912 18,626 639 0 2,990 60 1,720 0 0 : : : : Changes from: August 10, 2021 : : 964 589 0 170 0 0 -95 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 58.6 16.1 27.4 0.9 0.0 4.4 0.1 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 14,358 : : Positions : : 10,225 6,335 250 7,253 437 2,765 0 125 0 0 0 : : : : Changes from: August 10, 2021 : : -100 0 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 44.1 1.7 50.5 3.0 19.3 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 17, 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 38,551 : : Positions : : 21,599 17,481 6,504 10,171 993 3,825 3,574 1,745 0 582 497 : : : : Changes from: August 10, 2021 : : 52 907 -825 -1,380 491 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 45.3 16.9 26.4 2.6 9.9 9.3 4.5 0.0 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 28,600 : : Positions : : 16,812 12,428 8,308 5,745 264 200 6,430 720 61 688 275 : : : : Changes from: August 10, 2021 : : 121 -129 50 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 43.5 29.0 20.1 0.9 0.7 22.5 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 17, 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 8,930 3,584 2,845 583 0 5,661 0 81 0 0 : : : : Changes from: August 10, 2021 : : 0 120 120 0 -117 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 43.2 17.3 13.8 2.8 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 17, 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 20,606 : : Positions : : 12,380 7,041 6,230 1,610 110 0 10,040 350 0 35 75 : : : : Changes from: August 10, 2021 : : 10 -100 -110 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 34.2 30.2 7.8 0.5 0.0 48.7 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 17, 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 97,923 : : Positions : : 25,040 41,144 37,692 36,810 2,765 16,270 1,200 0 306 0 620 : : : : Changes from: August 10, 2021 : : -380 -115 -400 -540 0 150 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 42.0 38.5 37.6 2.8 16.6 1.2 0.0 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 96,123 : : Positions : : 24,700 40,684 30,042 34,095 3,110 16,595 1,175 0 4,905 205 396 : : : : Changes from: August 10, 2021 : : -380 -90 -400 -540 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 42.3 31.3 35.5 3.2 17.3 1.2 0.0 5.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 27,981 : : Positions : : 19,312 9,112 795 275 2,650 0 9,275 746 920 2,570 0 : : : : Changes from: August 10, 2021 : : -60 450 0 0 0 0 -530 396 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 32.6 2.8 1.0 9.5 0.0 33.1 2.7 3.3 9.2 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 17, 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 27,781 : : Positions : : 19,237 9,152 760 275 2,660 0 9,250 746 920 2,445 0 : : : : Changes from: August 10, 2021 : : -60 450 0 0 0 0 -530 396 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 32.9 2.7 1.0 9.6 0.0 33.3 2.7 3.3 8.8 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 17, 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 48,147 : : Positions : : 15,533 36,588 17,530 8,775 60 7,875 0 0 4,355 0 0 : : : : Changes from: August 10, 2021 : : 370 0 -370 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 76.0 36.4 18.2 0.1 16.4 0.0 0.0 9.0 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 17, 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 52,341 : : Positions : : 16,507 37,396 21,729 7,860 80 7,700 0 0 4,060 4,800 0 : : : : Changes from: August 10, 2021 : : 425 0 -300 135 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 71.4 41.5 15.0 0.2 14.7 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 17, 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 53,665 : : Positions : : 21,170 46,570 18,110 975 1,980 2,095 1,150 120 7,695 1,200 35 : : : : Changes from: August 10, 2021 : : 295 360 150 0 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 86.8 33.7 1.8 3.7 3.9 2.1 0.2 14.3 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 49,980 : : Positions : : 19,065 42,410 18,145 1,125 1,980 1,795 1,150 185 6,140 1,200 385 : : : : Changes from: August 10, 2021 : : 185 335 235 0 0 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 84.9 36.3 2.3 4.0 3.6 2.3 0.4 12.3 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 80,950 : : Positions : : 31,410 67,200 17,485 4,615 3,570 20,040 250 765 2,905 185 1,275 : : : : Changes from: August 10, 2021 : : 200 1,100 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 83.0 21.6 5.7 4.4 24.8 0.3 0.9 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 17, 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 77,795 : : Positions : : 30,915 64,220 16,845 4,615 3,750 19,790 500 765 1,755 185 1,275 : : : : Changes from: August 10, 2021 : : 260 1,100 840 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 82.6 21.7 5.9 4.8 25.4 0.6 1.0 2.3 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 58,352 : : Positions : : 33,738 26,780 3,175 21,497 0 12,550 1,180 1,525 1,320 1,445 905 : : : : Changes from: August 10, 2021 : : 245 1,675 300 -1,080 -20 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 45.9 5.4 36.8 0.0 21.5 2.0 2.6 2.3 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 50,410 : : Positions : : 29,761 26,110 3,045 15,123 0 9,020 1,180 1,525 970 685 1,055 : : : : Changes from: August 10, 2021 : : 245 1,675 300 -1,130 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 51.8 6.0 30.0 0.0 17.9 2.3 3.0 1.9 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 224,555 : : Positions : : 127,715 97,710 37,817 8,202 6,069 0 48,670 400 135 11,160 296 : : : : Changes from: August 10, 2021 : : 3,082 142 -2,405 -95 156 0 1,020 0 -50 -420 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 43.5 16.8 3.7 2.7 0.0 21.7 0.2 0.1 5.0 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 17, 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 205,458 : : Positions : : 121,600 93,784 27,660 2,550 8,313 0 44,095 440 135 9,041 1,058 : : : : Changes from: August 10, 2021 : : 3,070 185 -2,400 -45 46 0 995 -15 0 -445 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 45.6 13.5 1.2 4.0 0.0 21.5 0.2 0.1 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 4 . 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 50,401 : : Positions : : 16,538 27,765 11,438 4,161 10,253 4,630 0 787 0 925 10 : : : : Changes from: August 10, 2021 : : 50 50 -600 -600 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 55.1 22.7 8.3 20.3 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 17, 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 43,455 : : Positions : : 12,380 25,135 11,231 2,126 7,729 4,145 0 950 0 740 10 : : : : Changes from: August 10, 2021 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 57.8 25.8 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 17, 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 46,234 : : Positions : : 21,015 26,535 5,730 955 10,390 3,250 3,700 324 875 0 0 : : : : Changes from: August 10, 2021 : : 0 60 60 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 57.4 12.4 2.1 22.5 7.0 8.0 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 17, 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 47,643 : : Positions : : 14,664 27,675 1,115 1,244 8,635 16,045 3,825 24 875 0 0 : : : : Changes from: August 10, 2021 : : 10 60 0 -50 -210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 58.1 2.3 2.6 18.1 33.7 8.0 0.1 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 17, 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 227,690 : : Positions : : 121,874 131,539 5,316 16,054 30,941 20,640 0 3,040 190 407 1,303 : : : : Changes from: August 10, 2021 : : -1,461 -1,384 -50 -1,152 205 -1,200 0 600 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 57.8 2.3 7.1 13.6 9.1 0.0 1.3 0.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 26 . . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 17, 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 184,207 : : Positions : : 101,121 104,482 6,454 13,146 21,591 9,740 0 9,170 1,240 642 925 : : : : Changes from: August 10, 2021 : : 522 -525 -75 1,032 1,569 100 0 -100 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 56.7 3.5 7.1 11.7 5.3 0.0 5.0 0.7 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 4 . 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 20, 2021