Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 22,374 : : Positions : : 15,609 14,064 746 1,069 1,551 1,080 0 1 72 2,485 2,756 : : : : Changes from: August 17, 2021 : : 476 228 1 10 -11 -14 0 0 -137 65 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 62.9 3.3 4.8 6.9 4.8 0.0 0.0 0.3 11.1 12.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . 0 . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 32,889 : : Positions : : 21,182 28,228 4,800 80 2,850 0 60 267 2,389 0 1,381 : : : : Changes from: August 17, 2021 : : 434 396 -173 -5 176 0 -242 180 -105 0 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 85.8 14.6 0.2 8.7 0.0 0.2 0.8 7.3 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 . . . 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 28,310 : : Positions : : 20,543 23,391 615 1,176 2,780 372 0 153 3,232 170 605 : : : : Changes from: August 17, 2021 : : -90 -15 0 -300 150 0 0 0 -125 105 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 82.6 2.2 4.2 9.8 1.3 0.0 0.5 11.4 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 157,222 : : Positions : : 103,261 109,338 464 21,211 21,983 23,302 0 54 5,584 2,947 1,124 : : : : Changes from: August 17, 2021 : : 2,131 1,677 10 -882 524 -1,370 0 0 90 -60 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 69.5 0.3 13.5 14.0 14.8 0.0 0.0 3.6 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 31 . 7 7 11 0 . 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 62,146 : : Positions : : 52,496 39,153 1,500 15,111 1,621 3,014 0 710 35 2,839 2,690 : : : : Changes from: August 17, 2021 : : 1,537 -374 0 -423 122 -396 0 30 -1,366 572 512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 63.0 2.4 24.3 2.6 4.8 0.0 1.1 0.1 4.6 4.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 18 . 4 . . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 40,744 : : Positions : : 35,361 30,472 1,170 6,399 1,648 0 0 0 1,535 1,185 1,030 : : : : Changes from: August 17, 2021 : : -125 56 -100 -241 138 0 0 0 390 350 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 74.8 2.9 15.7 4.0 0.0 0.0 0.0 3.8 2.9 2.5 : : : : 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 24, 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 47,763 : : Positions : : 25,658 18,296 4,316 16,460 6,632 10,390 0 0 0 5,597 493 : : : : Changes from: August 17, 2021 : : -210 215 290 -53 140 0 0 0 0 -98 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 38.3 9.0 34.5 13.9 21.8 0.0 0.0 0.0 11.7 1.0 : : : : 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 24, 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 60,578 : : Positions : : 42,884 21,628 1,249 27,069 5,419 8,131 45 630 282 4,389 980 : : : : Changes from: August 17, 2021 : : 764 -33 -17 325 -742 -224 -5 0 -65 1 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 35.7 2.1 44.7 8.9 13.4 0.1 1.0 0.5 7.2 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 21 . 7 6 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 67,931 : : Positions : : 40,395 28,871 23,882 31,375 1,123 50 0 0 926 5,280 1,279 : : : : Changes from: August 17, 2021 : : 775 88 -70 730 0 0 0 0 163 0 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 42.5 35.2 46.2 1.7 0.1 0.0 0.0 1.4 7.8 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 16 5 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 86,301 : : Positions : : 53,970 30,041 27,535 46,815 1,911 88 83 0 1,153 6,116 1,310 : : : : Changes from: August 17, 2021 : : 394 -28 30 572 0 28 33 0 125 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 34.8 31.9 54.2 2.2 0.1 0.1 0.0 1.3 7.1 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 17 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 28,147 : : Positions : : 17,875 25,338 7,948 0 2,238 0 0 0 10 0 56 : : : : Changes from: August 17, 2021 : : 75 80 5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 90.0 28.2 0.0 8.0 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 29,947 : : Positions : : 24,993 15,426 620 10,601 3,670 0 250 0 400 0 0 : : : : Changes from: August 17, 2021 : : 610 950 -30 -370 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 51.5 2.1 35.4 12.3 0.0 0.8 0.0 1.3 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 24, 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 31,456 : : Positions : : 21,975 24,200 6,130 2,141 3,280 0 0 0 25 1,790 45 : : : : Changes from: August 17, 2021 : : -25 200 725 500 -260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 76.9 19.5 6.8 10.4 0.0 0.0 0.0 0.1 5.7 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 24, 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 132,008 : : Positions : : 78,020 68,004 13,635 29,783 20,217 12,866 562 781 2,234 8,720 3,658 : : : : Changes from: August 17, 2021 : : 147 1,387 -181 -1,157 1,791 -10 -63 -25 -95 -273 261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 51.5 10.3 22.6 15.3 9.7 0.4 0.6 1.7 6.6 2.8 : : : : 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 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 24,786 : : Positions : : 13,498 15,987 8,432 6,245 1,954 0 600 0 0 0 0 : : : : Changes from: August 17, 2021 : : 492 -408 -1,320 -420 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 64.5 34.0 25.2 7.9 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 23,236 : : Positions : : 12,476 14,520 8,642 6,900 1,216 0 600 0 0 0 0 : : : : Changes from: August 17, 2021 : : -192 -492 -720 -420 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 62.5 37.2 29.7 5.2 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 40,963 : : Positions : : 15,836 23,679 20,977 2,782 4,099 25 8,878 0 0 1,525 0 : : : : Changes from: August 17, 2021 : : -60 0 -50 -50 88 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 57.8 51.2 6.8 10.0 0.1 21.7 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 24, 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 36,252 : : Positions : : 15,523 21,976 15,675 1,994 5,029 0 5,728 0 0 1,525 0 : : : : Changes from: August 17, 2021 : : -60 0 -50 -50 88 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 60.6 43.2 5.5 13.9 0.0 15.8 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 24, 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 73,204 : : Positions : : 43,951 41,507 8,285 16,156 11,229 6,353 0 0 1,150 1,650 1,715 : : : : Changes from: August 17, 2021 : : -182 958 -145 -1,120 1,357 -60 0 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 56.7 11.3 22.1 15.3 8.7 0.0 0.0 1.6 2.3 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . 5 4 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 35,804 : : Positions : : 24,561 33,337 9,276 50 1,879 0 0 0 50 0 0 : : : : Changes from: August 17, 2021 : : 475 495 70 50 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 93.1 25.9 0.1 5.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 42,392 : : Positions : : 33,125 27,506 2,495 9,313 5,214 1,167 250 0 0 109 0 : : : : Changes from: August 17, 2021 : : -223 95 37 -281 -14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 64.9 5.9 22.0 12.3 2.8 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 24, 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 48,660 : : Positions : : 32,634 42,804 11,110 3,879 1,552 0 35 0 2,678 0 10 : : : : Changes from: August 17, 2021 : : -26 -131 -100 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 88.0 22.8 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 24, 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 54,565 : : Positions : : 37,086 43,070 11,425 8,731 2,190 0 137 0 3,219 70 172 : : : : Changes from: August 17, 2021 : : 167 -170 -100 120 -65 0 77 0 -70 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 78.9 20.9 16.0 4.0 0.0 0.3 0.0 5.9 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 12 4 4 5 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 85,860 : : Positions : : 65,304 77,892 15,159 5,295 1,090 0 72 158 2,215 50 1,268 : : : : Changes from: August 17, 2021 : : -84 -55 -414 300 150 0 17 -17 700 0 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 90.7 17.7 6.2 1.3 0.0 0.1 0.2 2.6 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 24 7 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 111,638 : : Positions : : 86,279 98,763 16,178 7,874 1,670 622 735 73 4,868 1,208 1,114 : : : : Changes from: August 17, 2021 : : 478 626 -572 300 290 -32 -10 19 949 64 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 88.5 14.5 7.1 1.5 0.6 0.7 0.1 4.4 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 29 7 . 4 4 4 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 64,881 : : Positions : : 45,285 57,411 15,442 0 1,742 0 1,106 60 1,315 3,530 1,032 : : : : Changes from: August 17, 2021 : : 338 868 690 0 -65 0 0 0 190 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 88.5 23.8 0.0 2.7 0.0 1.7 0.1 2.0 5.4 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 12 4 0 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 51,346 : : Positions : : 34,969 47,329 13,711 97 1,215 150 0 0 485 1,910 795 : : : : Changes from: August 17, 2021 : : 1,125 700 0 0 0 0 0 0 -125 300 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 92.2 26.7 0.2 2.4 0.3 0.0 0.0 0.9 3.7 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 24, 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 41,696 : : Positions : : 24,033 34,587 10,502 125 5,940 0 0 0 0 746 120 : : : : Changes from: August 17, 2021 : : 85 45 -40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 83.0 25.2 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 24, 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 49,572 : : Positions : : 31,835 41,691 11,647 146 4,200 297 2,175 0 885 821 172 : : : : Changes from: August 17, 2021 : : 763 800 -317 -301 171 62 0 0 12 21 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 84.1 23.5 0.3 8.5 0.6 4.4 0.0 1.8 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 4 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 16,629 : : Positions : : 8,815 13,118 6,607 802 605 0 1,255 0 100 775 0 : : : : Changes from: August 17, 2021 : : 145 10 -305 -185 121 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 78.9 39.7 4.8 3.6 0.0 7.5 0.0 0.6 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 15,393 : : Positions : : 8,017 12,607 5,873 930 923 0 250 0 25 640 0 : : : : Changes from: August 17, 2021 : : 160 51 -290 -180 141 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 81.9 38.2 6.0 6.0 0.0 1.6 0.0 0.2 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 17, 2021 : : 0 0 0 0 0 0 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 24, 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 1,821 1,590 173 0 0 0 410 0 150 : : : : Changes from: August 17, 2021 : : 0 0 -60 -60 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 85.3 11.7 10.2 1.1 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 24, 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 37,946 : : Positions : : 22,485 20,355 9,479 10,397 1,511 1,050 4,363 50 2,192 185 710 : : : : Changes from: August 17, 2021 : : 283 185 -85 90 76 -260 -25 -40 312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 53.6 25.0 27.4 4.0 2.8 11.5 0.1 5.8 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 19 4 . 6 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 21,937 : : Positions : : 15,744 9,802 2,973 7,865 977 300 2,595 10 1,250 14 509 : : : : Changes from: August 17, 2021 : : 273 253 250 100 -435 -260 20 -30 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 44.7 13.6 35.9 4.5 1.4 11.8 0.0 5.7 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 . . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 15,558 : : Positions : : 5,654 14,804 7,151 0 387 187 0 205 1,833 52 99 : : : : Changes from: August 17, 2021 : : 138 67 0 0 0 11 0 0 -48 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 95.2 46.0 0.0 2.5 1.2 0.0 1.3 11.8 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 4 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 14,623 : : Positions : : 3,455 6,075 8,659 4,800 1,598 25 0 40 345 1,950 100 : : : : Changes from: August 17, 2021 : : 0 0 1,695 -65 -85 0 0 0 100 1,860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 41.5 59.2 32.8 10.9 0.2 0.0 0.3 2.4 13.3 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 9 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,711 : : Positions : : 2,928 5,530 3,269 1,175 1,511 0 0 0 155 90 205 : : : : Changes from: August 17, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 63.5 37.5 13.5 17.3 0.0 0.0 0.0 1.8 1.0 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 48,522 : : Positions : : 18,000 42,722 24,515 3,270 1,790 600 0 0 2,540 100 620 : : : : Changes from: August 17, 2021 : : 0 0 100 0 -265 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 88.0 50.5 6.7 3.7 1.2 0.0 0.0 5.2 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 5 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 52,312 : : Positions : : 19,340 46,557 27,730 3,275 1,735 30 0 50 2,445 100 595 : : : : Changes from: August 17, 2021 : : 0 0 100 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 89.0 53.0 6.3 3.3 0.1 0.0 0.1 4.7 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 105,128 : : Positions : : 74,226 82,024 16,609 8,399 10,821 20 220 875 1,154 1,254 1,073 : : : : Changes from: August 17, 2021 : : 64 -75 -294 -275 85 0 0 0 0 120 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 78.0 15.8 8.0 10.3 0.0 0.2 0.8 1.1 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 25 . 6 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 119,301 : : Positions : : 86,466 88,496 12,794 10,206 15,576 153 645 975 1,515 1,367 1,652 : : : : Changes from: August 17, 2021 : : 588 809 -143 -325 347 38 -50 60 25 95 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 74.2 10.7 8.6 13.1 0.1 0.5 0.8 1.3 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 27 4 5 7 . . 4 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 845,204 : : Positions : : 563,922 606,302 12,917 18,418 120,387 25,699 8,113 50,144 33,950 3,550 38,002 : : : : Changes from: August 17, 2021 : : 16,871 24,557 4,110 -716 4,480 917 -584 2,641 1,613 -13 1,356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 71.7 1.5 2.2 14.2 3.0 1.0 5.9 4.0 0.4 4.5 : : : : Number of Traders in Each Category Total Traders: 101 : : 43 41 4 6 8 16 6 11 18 5 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 14,615 : : Positions : : 8,430 10,195 2,060 3,130 1,160 935 0 0 1,340 0 0 : : : : Changes from: August 17, 2021 : : 100 0 -150 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 69.8 14.1 21.4 7.9 6.4 0.0 0.0 9.2 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 24, 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 12,055 : : Positions : : 6,620 7,545 1,945 2,335 1,435 235 600 0 1,065 0 0 : : : : Changes from: August 17, 2021 : : 150 0 -200 -50 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 62.6 16.1 19.4 11.9 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 24, 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 12,400 : : Positions : : 10,755 9,275 25 2,150 25 565 0 225 320 445 140 : : : : Changes from: August 17, 2021 : : -1,040 -35 -230 -410 0 440 -135 95 135 40 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 74.8 0.2 17.3 0.2 4.6 0.0 1.8 2.6 3.6 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 31,907 : : Positions : : 23,208 23,964 2,705 2,823 2,689 400 0 0 2,515 2,065 365 : : : : Changes from: August 17, 2021 : : 1,265 1,040 0 25 225 0 0 0 -175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 75.1 8.5 8.8 8.4 1.3 0.0 0.0 7.9 6.5 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . 4 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 31,405 : : Positions : : 16,025 21,435 4,355 1,365 7,825 1,900 600 0 1,300 0 0 : : : : Changes from: August 17, 2021 : : 0 0 0 -600 400 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 68.3 13.9 4.3 24.9 6.0 1.9 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 85,496 : : Positions : : 63,787 56,521 13,040 18,464 729 0 3,815 300 2,010 0 0 : : : : Changes from: August 17, 2021 : : 401 -739 -1,140 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 66.1 15.3 21.6 0.9 0.0 4.5 0.4 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 67,795 : : Positions : : 50,007 39,766 9,672 18,621 639 0 2,990 60 1,720 0 0 : : : : Changes from: August 17, 2021 : : 1,185 -50 -1,240 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 58.7 14.3 27.5 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 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,110 : : Positions : : 8,070 17,224 10,432 1,195 3,330 850 550 0 0 0 0 : : : : Changes from: August 17, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 66.0 40.0 4.6 12.8 3.3 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 17, 2021 : : 0 0 0 0 0 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 24, 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 38,199 : : Positions : : 21,423 17,355 6,354 10,211 993 4,065 3,574 1,505 0 582 497 : : : : Changes from: August 17, 2021 : : -176 -126 -150 40 0 240 0 -240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 45.4 16.6 26.7 2.6 10.6 9.4 3.9 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 24, 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 27,400 : : Positions : : 16,102 12,927 7,858 4,185 264 200 6,190 720 61 688 275 : : : : Changes from: August 17, 2021 : : -710 499 -450 -1,560 0 0 -240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 47.2 28.7 15.3 1.0 0.7 22.6 2.6 0.2 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 20,805 : : Positions : : 13,629 9,200 3,584 2,695 583 0 5,661 0 81 0 0 : : : : Changes from: August 17, 2021 : : 120 270 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 44.2 17.2 13.0 2.8 0.0 27.2 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 24, 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 17, 2021 : : 0 0 0 0 0 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 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 98,403 : : Positions : : 25,085 42,164 38,047 36,190 2,765 16,270 1,200 0 306 0 620 : : : : Changes from: August 17, 2021 : : 45 1,020 355 -620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 42.8 38.7 36.8 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 24, 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 97,283 : : Positions : : 24,865 41,704 29,197 33,595 3,540 16,595 1,175 0 6,105 205 396 : : : : Changes from: August 17, 2021 : : 165 1,020 -845 -500 430 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 42.9 30.0 34.5 3.6 17.1 1.2 0.0 6.3 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 24, 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 17, 2021 : : 0 0 0 0 0 0 0 0 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 24, 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 17, 2021 : : 0 0 0 0 0 0 0 0 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 24, 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 48,397 : : Positions : : 15,913 36,788 17,530 8,825 60 7,875 0 0 4,355 0 0 : : : : Changes from: August 17, 2021 : : 380 200 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 76.0 36.2 18.2 0.1 16.3 0.0 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 53,741 : : Positions : : 16,817 37,596 22,929 7,860 80 7,700 0 0 4,060 6,000 0 : : : : Changes from: August 17, 2021 : : 310 200 1,200 0 0 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 70.0 42.7 14.6 0.1 14.3 0.0 0.0 7.6 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,360 : : Positions : : 22,170 46,745 16,935 1,600 1,980 3,020 1,150 56 7,695 1,200 35 : : : : Changes from: August 17, 2021 : : 1,000 175 -1,175 625 0 925 0 -64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 86.0 31.2 2.9 3.6 5.6 2.1 0.1 14.2 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 24, 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 50,320 : : Positions : : 19,590 42,885 17,095 1,150 1,980 2,770 1,150 61 6,140 1,200 385 : : : : Changes from: August 17, 2021 : : 525 475 -1,050 25 0 975 0 -124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 85.2 34.0 2.3 3.9 5.5 2.3 0.1 12.2 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 24, 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 81,040 : : Positions : : 31,200 67,200 17,960 4,615 3,570 19,970 280 825 2,740 185 1,275 : : : : Changes from: August 17, 2021 : : -210 0 475 0 0 -70 30 60 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 82.9 22.2 5.7 4.4 24.6 0.3 1.0 3.4 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 24, 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 78,075 : : Positions : : 30,545 64,360 17,620 4,615 3,750 19,720 530 825 1,590 185 1,275 : : : : Changes from: August 17, 2021 : : -370 140 775 0 0 -70 30 60 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 82.4 22.6 5.9 4.8 25.3 0.7 1.1 2.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 58,407 : : Positions : : 33,793 27,255 3,175 21,052 0 12,550 1,180 1,525 1,320 1,470 905 : : : : Changes from: August 17, 2021 : : 55 475 0 -445 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 46.7 5.4 36.0 0.0 21.5 2.0 2.6 2.3 2.5 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 50,565 : : Positions : : 29,916 26,610 3,045 14,778 0 9,020 1,180 1,525 970 685 1,055 : : : : Changes from: August 17, 2021 : : 155 500 0 -345 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 52.6 6.0 29.2 0.0 17.8 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 24, 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 222,732 : : Positions : : 127,687 98,212 35,287 7,492 7,729 0 46,345 650 135 11,135 296 : : : : Changes from: August 17, 2021 : : -28 502 -2,530 -710 1,660 0 -2,325 250 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 44.1 15.8 3.4 3.5 0.0 20.8 0.3 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 24, 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 204,040 : : Positions : : 121,740 93,814 24,240 1,540 10,420 0 41,820 690 135 9,016 1,058 : : : : Changes from: August 17, 2021 : : 140 30 -3,420 -1,010 2,107 0 -2,275 250 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 46.0 11.9 0.8 5.1 0.0 20.5 0.3 0.1 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 4,041 10,373 4,630 0 787 0 925 10 : : : : Changes from: August 17, 2021 : : 0 0 0 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 55.1 22.7 8.0 20.6 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 24, 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 43,540 : : Positions : : 12,550 25,150 11,231 2,106 7,919 4,145 0 950 0 740 10 : : : : Changes from: August 17, 2021 : : 170 15 0 -20 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 57.8 25.8 4.8 18.2 9.5 0.0 2.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 46,239 : : Positions : : 21,020 26,550 5,740 955 10,380 3,250 3,700 324 875 0 0 : : : : Changes from: August 17, 2021 : : 5 15 10 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 57.4 12.4 2.1 22.4 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 24, 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 47,648 : : Positions : : 14,669 27,680 1,115 1,244 8,635 16,045 3,825 24 875 0 0 : : : : Changes from: August 17, 2021 : : 5 5 0 0 0 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 14 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 230,196 : : Positions : : 123,703 132,331 5,606 16,066 30,966 19,450 0 3,640 125 407 1,438 : : : : Changes from: August 17, 2021 : : 1,829 792 290 13 25 -1,190 0 600 -65 0 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 57.5 2.4 7.0 13.5 8.4 0.0 1.6 0.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 26 . . 6 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 24, 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 185,262 : : Positions : : 103,931 103,832 6,379 14,866 20,216 8,070 0 10,670 1,265 642 875 : : : : Changes from: August 17, 2021 : : 2,810 -650 -75 1,720 -1,375 -1,670 0 1,500 25 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.0 3.4 8.0 10.9 4.4 0.0 5.8 0.7 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 4 . 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated August 27, 2021