COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 19,673: 15,374 13,298 0 1,579 1,200 264 0 96 243 1,229 1,762: 734 509
Old : 19,673: 15,374 13,298 0 1,579 1,200 264 0 96 243 1,229 1,762: 734 509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 660: 182 549 0 39 26 0 0 0 86 -344 402: -36 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 67.6 0.0 8.0 6.1 1.3 0.0 0.5 1.2 6.2 9.0: 3.7 2.6
Old : 100.0: 78.1 67.6 0.0 8.0 6.1 1.3 0.0 0.5 1.2 6.2 9.0: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 13 0 . . . 0 . . . .:
Old : 24: 14 13 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 51.3 82.3 73.9 33.2 22.7 36.8 32.2
Old : 67.1 51.3 82.3 73.9 33.2 22.7 36.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 31,219: 20,492 28,540 4,808 75 1,496 501 100 62 2,895 0 945: 20 1
Old : 31,219: 20,492 28,540 4,808 75 1,496 501 100 62 2,895 0 945: 20 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 335: -278 726 694 0 -306 300 25 -100 35 0 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 91.4 15.4 0.2 4.8 1.6 0.3 0.2 9.3 0.0 3.0: 0.1 0.0
Old : 100.0: 65.6 91.4 15.4 0.2 4.8 1.6 0.3 0.2 9.3 0.0 3.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 22 . . 4 . . . 4 0 4:
Old : 37: 20 22 . . 4 . . . 4 0 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 64.9 76.6 82.0 46.6 58.9 64.4 72.7
Old : 52.3 64.9 76.6 82.0 46.6 58.9 64.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 28,131: 20,711 22,372 400 2,356 2,165 372 25 153 3,705 435 625: 0 0
Old : 28,131: 20,711 22,372 400 2,356 2,165 372 25 153 3,705 435 625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 190: 260 690 400 20 -520 0 25 0 -125 -200 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 79.5 1.4 8.4 7.7 1.3 0.1 0.5 13.2 1.5 2.2: 0.0 0.0
Old : 100.0: 73.6 79.5 1.4 8.4 7.7 1.3 0.1 0.5 13.2 1.5 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 16 . . . . . . . . .:
Old : 30: 18 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 62.4 77.6 83.0 52.3 55.2 67.4 73.5
Old : 52.7 62.4 77.6 83.0 52.3 55.2 67.4 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 177,837: 119,596 130,569 1,974 18,577 26,112 22,806 0 527 3,692 479 1,322: 1,808 251
Old : 177,837: 119,596 130,569 1,974 18,577 26,112 22,806 0 527 3,692 479 1,322: 1,808 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 3,013: 4,304 3,056 10 1,644 -1,479 424 0 -548 -104 195 139: 267 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 73.4 1.1 10.4 14.7 12.8 0.0 0.3 2.1 0.3 0.7: 1.0 0.1
Old : 100.0: 67.3 73.4 1.1 10.4 14.7 12.8 0.0 0.3 2.1 0.3 0.7: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 32 32 . 7 7 9 0 4 7 4 8:
Old : 64: 32 32 . 7 7 9 0 4 7 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.8 64.3 71.9 28.8 30.6 34.9 39.7
Old : 47.7 55.8 64.3 71.9 28.8 30.6 34.9 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 62,028: 57,306 40,357 1,500 12,205 1,082 200 2,845 110 0 3,700 1,704: 126 25
Old : 62,028: 57,306 40,357 1,500 12,205 1,082 200 2,845 110 0 3,700 1,704: 126 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,381: 3,352 546 0 376 -370 -802 2,179 -654 0 -738 63: -208 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 65.1 2.4 19.7 1.7 0.3 4.6 0.2 0.0 6.0 2.7: 0.2 0.0
Old : 100.0: 92.4 65.1 2.4 19.7 1.7 0.3 4.6 0.2 0.0 6.0 2.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 22 . 4 . . . . 0 4 .:
Old : 42: 21 22 . 4 . . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 64.1 80.7 77.8 60.8 56.5 73.3 66.3
Old : 63.6 64.1 80.7 77.8 60.8 56.5 73.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 36,793: 32,553 27,467 616 3,998 2,434 0 0 0 100 1,630 1,060: 30 204
Old : 36,793: 32,553 27,467 616 3,998 2,434 0 0 0 100 1,630 1,060: 30 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 265: 231 500 -75 -275 375 0 0 0 -150 -260 -75: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 74.7 1.7 10.9 6.6 0.0 0.0 0.0 0.3 4.4 2.9: 0.1 0.6
Old : 100.0: 88.5 74.7 1.7 10.9 6.6 0.0 0.0 0.0 0.3 4.4 2.9: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 14 . . . 0 0 0 . . .:
Old : 27: 12 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 73.6 93.0 86.7 69.2 59.3 75.4 71.1
Old : 76.2 73.6 93.0 86.7 69.2 59.3 75.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 44,950: 26,288 16,137 3,359 18,279 4,205 10,290 0 0 75 5,727 349: 384 253
Old : 44,950: 26,288 16,137 3,359 18,279 4,205 10,290 0 0 75 5,727 349: 384 253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 29: 4 214 236 74 -235 0 0 0 0 0 0: 24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 35.9 7.5 40.7 9.4 22.9 0.0 0.0 0.2 12.7 0.8: 0.9 0.6
Old : 100.0: 58.5 35.9 7.5 40.7 9.4 22.9 0.0 0.0 0.2 12.7 0.8: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 20 5 4 7 . 0 0 . . .:
Old : 36: 16 20 5 4 7 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 62.2 77.8 82.4 55.8 56.4 69.5 70.6
Old : 57.6 62.2 77.8 82.4 55.8 56.4 69.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 57,553: 43,662 20,420 1,106 26,216 4,670 5,996 130 600 359 4,701 746: 414 70
Old : 57,553: 43,662 20,420 1,106 26,216 4,670 5,996 130 600 359 4,701 746: 414 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 196: 217 508 125 -276 29 0 20 0 70 50 0: -245 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 35.5 1.9 45.6 8.1 10.4 0.2 1.0 0.6 8.2 1.3: 0.7 0.1
Old : 100.0: 75.9 35.5 1.9 45.6 8.1 10.4 0.2 1.0 0.6 8.2 1.3: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 19 21 . 6 7 4 . . . 4 .:
Old : 45: 19 21 . 6 7 4 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 56.0 79.1 76.1 54.7 53.7 69.9 66.4
Old : 57.5 56.0 79.1 76.1 54.7 53.7 69.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,575: 38,798 29,323 26,799 31,665 894 0 25 0 591 5,385 1,182: 311 101
Old : 68,575: 38,798 29,323 26,799 31,665 894 0 25 0 591 5,385 1,182: 311 101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,314: 150 954 1,224 360 0 0 0 0 -60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 42.8 39.1 46.2 1.3 0.0 0.0 0.0 0.9 7.9 1.7: 0.5 0.1
Old : 100.0: 56.6 42.8 39.1 46.2 1.3 0.0 0.0 0.0 0.9 7.9 1.7: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 19 5 4 . 0 . 0 . . .:
Old : 39: 19 19 5 4 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 53.0 76.8 78.7 49.7 52.8 74.2 77.8
Old : 51.0 53.0 76.8 78.7 49.7 52.8 74.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 85,995: 51,356 29,544 30,556 47,406 1,605 0 0 0 985 6,323 1,082: 411 35
Old : 85,995: 51,356 29,544 30,556 47,406 1,605 0 0 0 985 6,323 1,082: 411 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,685: 186 920 1,564 755 0 0 0 0 -60 0 0: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 34.4 35.5 55.1 1.9 0.0 0.0 0.0 1.1 7.4 1.3: 0.5 0.0
Old : 100.0: 59.7 34.4 35.5 55.1 1.9 0.0 0.0 0.0 1.1 7.4 1.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 19 5 5 . 0 0 0 . . .:
Old : 42: 23 19 5 5 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 60.5 74.1 79.8 49.9 60.1 72.7 78.9
Old : 50.3 60.5 74.1 79.8 49.9 60.1 72.7 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,508: 19,336 25,646 6,978 274 2,104 0 0 0 50 31 28: 12 425
Old : 28,508: 19,336 25,646 6,978 274 2,104 0 0 0 50 31 28: 12 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 669: 673 669 0 4 -4 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 90.0 24.5 1.0 7.4 0.0 0.0 0.0 0.2 0.1 0.1: 0.0 1.5
Old : 100.0: 67.8 90.0 24.5 1.0 7.4 0.0 0.0 0.0 0.2 0.1 0.1: 0.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . 4 0 0 0 . . .:
Old : 28: 16 14 . . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 74.7 84.1 94.1 60.5 68.4 72.9 75.9
Old : 65.1 74.7 84.1 94.1 60.5 68.4 72.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 35,473: 29,047 22,357 3,100 9,997 2,910 0 150 0 250 50 0: 166 9
Old : 35,473: 29,047 22,357 3,100 9,997 2,910 0 150 0 250 50 0: 166 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 2,540: 2,540 3,140 0 -604 0 0 0 0 0 0 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 63.0 8.7 28.2 8.2 0.0 0.4 0.0 0.7 0.1 0.0: 0.5 0.0
Old : 100.0: 81.9 63.0 8.7 28.2 8.2 0.0 0.4 0.0 0.7 0.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 13 . . 5 0 . 0 . . 0:
Old : 24: 14 13 . . 5 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 73.4 82.7 94.0 36.8 55.2 50.3 56.8
Old : 64.5 73.4 82.7 94.0 36.8 55.2 50.3 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 29,662: 17,767 22,987 9,135 1,905 2,490 0 100 0 0 2,165 15: 255 0
Old : 29,662: 17,767 22,987 9,135 1,905 2,490 0 100 0 0 2,165 15: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 77.5 30.8 6.4 8.4 0.0 0.3 0.0 0.0 7.3 0.1: 0.9 0.0
Old : 100.0: 59.9 77.5 30.8 6.4 8.4 0.0 0.3 0.0 0.0 7.3 0.1: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . 4 0 . 0 0 . .:
Old : 21: 11 9 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 66.8 83.3 88.2 51.2 66.8 74.7 77.0
Old : 53.5 66.8 83.3 88.2 51.2 66.8 74.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mw per Peak Hour :
: : Positions :
All : 128,876: 76,891 71,849 20,365 23,612 18,004 6,525 3,050 1,351 909 6,602 4,158: 673 250
Old : 128,876: 76,891 71,849 20,365 23,612 18,004 6,525 3,050 1,351 909 6,602 4,158: 673 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,639: 1,815 2,215 -675 -1,032 -17 285 -250 452 -32 397 -124: -65 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 55.8 15.8 18.3 14.0 5.1 2.4 1.0 0.7 5.1 3.2: 0.5 0.2
Old : 100.0: 59.7 55.8 15.8 18.3 14.0 5.1 2.4 1.0 0.7 5.1 3.2: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 33 31 . . 5 6 . 4 8 5 8:
Old : 63: 33 31 . . 5 6 . 4 8 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 37.7 66.7 60.7 34.9 31.1 47.6 43.8
Old : 51.0 37.7 66.7 60.7 34.9 31.1 47.6 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per peak hour :
: : Positions :
All : 39,983: 16,482 22,701 19,369 4,068 3,887 0 7,052 25 25 2,250 0: 195 0
Old : 39,983: 16,482 22,701 19,369 4,068 3,887 0 7,052 25 25 2,250 0: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,322: 672 585 1,770 1,560 -1,000 0 297 -120 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 56.8 48.4 10.2 9.7 0.0 17.6 0.1 0.1 5.6 0.0: 0.5 0.0
Old : 100.0: 41.2 56.8 48.4 10.2 9.7 0.0 17.6 0.1 0.1 5.6 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 13 4 . 4 0 . . . . 0:
Old : 26: 11 13 4 . 4 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 48.0 85.5 75.0 64.7 43.2 77.6 69.0
Old : 68.8 48.0 85.5 75.0 64.7 43.2 77.6 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MWh per Off-Peak Hour :
: : Positions :
All : 36,431: 14,601 21,710 15,221 1,135 6,088 0 3,872 326 0 3,300 0: 195 0
Old : 36,431: 14,601 21,710 15,221 1,135 6,088 0 3,872 326 0 3,300 0: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 614: 612 360 240 240 -154 0 252 -84 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 59.6 41.8 3.1 16.7 0.0 10.6 0.9 0.0 9.1 0.0: 0.5 0.0
Old : 100.0: 40.1 59.6 41.8 3.1 16.7 0.0 10.6 0.9 0.0 9.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 13 4 . 4 0 . . 0 . 0:
Old : 25: 9 13 4 . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 40.7 84.2 68.8 52.6 37.9 68.4 58.7
Old : 61.9 40.7 84.2 68.8 52.6 37.9 68.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Off-Peak Hour :
: : Positions :
All : 73,794: 42,033 42,759 11,029 14,385 13,147 1,460 0 326 3,865 800 1,485: 449 892
Old : 73,794: 42,033 42,759 11,029 14,385 13,147 1,460 0 326 3,865 800 1,485: 449 892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,107: 585 1,252 120 40 -221 252 0 36 360 0 5: -30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 57.9 14.9 19.5 17.8 2.0 0.0 0.4 5.2 1.1 2.0: 0.6 1.2
Old : 100.0: 57.0 57.9 14.9 19.5 17.8 2.0 0.0 0.4 5.2 1.1 2.0: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 19 . . 4 . 0 . 5 . .:
Old : 36: 18 19 . . 4 . 0 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 46.3 69.3 69.7 42.1 36.1 50.6 47.9
Old : 53.7 46.3 69.3 69.7 42.1 36.1 50.6 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,070: 26,912 34,373 7,782 0 2,219 0 0 0 100 75 0: 57 403
Old : 37,070: 26,912 34,373 7,782 0 2,219 0 0 0 100 75 0: 57 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 953: 953 853 -100 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 92.7 21.0 0.0 6.0 0.0 0.0 0.0 0.3 0.2 0.0: 0.2 1.1
Old : 100.0: 72.6 92.7 21.0 0.0 6.0 0.0 0.0 0.0 0.3 0.2 0.0: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 5 0 . 0 0 0 . . 0:
Old : 30: 17 17 5 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 74.4 83.4 95.6 53.0 72.2 72.1 80.2
Old : 60.9 74.4 83.4 95.6 53.0 72.2 72.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 46,159: 37,035 33,145 5,714 9,829 2,699 465 321 50 0 100 0: 196 15
Old : 46,159: 37,035 33,145 5,714 9,829 2,699 465 321 50 0 100 0: 196 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 3,124: 3,189 3,754 -65 -710 0 -50 30 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 71.8 12.4 21.3 5.8 1.0 0.7 0.1 0.0 0.2 0.0: 0.4 0.0
Old : 100.0: 80.2 71.8 12.4 21.3 5.8 1.0 0.7 0.1 0.0 0.2 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . 5 . . . 0 . 0:
Old : 31: 18 17 . . 5 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 66.5 81.0 91.1 45.9 55.5 57.1 63.5
Old : 57.6 66.5 81.0 91.1 45.9 55.5 57.1 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,947: 29,999 39,293 10,002 3,435 1,674 0 0 0 2,005 0 10: 1,257 535
Old : 44,947: 29,999 39,293 10,002 3,435 1,674 0 0 0 2,005 0 10: 1,257 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 386: 434 290 0 144 -48 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 87.4 22.3 7.6 3.7 0.0 0.0 0.0 4.5 0.0 0.0: 2.8 1.2
Old : 100.0: 66.7 87.4 22.3 7.6 3.7 0.0 0.0 0.0 4.5 0.0 0.0: 2.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 12 . . . 0 0 0 . 0 .:
Old : 24: 12 12 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 87.7 71.3 95.1 44.0 83.8 69.4 86.3
Old : 45.6 87.7 71.3 95.1 44.0 83.8 69.4 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,735: 35,038 40,289 10,093 7,609 2,265 0 80 0 2,744 100 187: 408 205
Old : 50,735: 35,038 40,289 10,093 7,609 2,265 0 80 0 2,744 100 187: 408 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 806: 813 801 0 0 0 0 0 0 -12 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 79.4 19.9 15.0 4.5 0.0 0.2 0.0 5.4 0.2 0.4: 0.8 0.4
Old : 100.0: 69.1 79.4 19.9 15.0 4.5 0.0 0.2 0.0 5.4 0.2 0.4: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 15 13 4 4 5 0 . 0 . . .:
Old : 33: 15 13 4 4 5 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 81.0 70.7 91.6 39.0 79.7 65.7 83.7
Old : 43.3 81.0 70.7 91.6 39.0 79.7 65.7 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 80,817: 63,756 71,364 13,145 6,998 1,382 0 0 0 1,166 26 1,027: 341 20
Old : 80,817: 63,756 71,364 13,145 6,998 1,382 0 0 0 1,166 26 1,027: 341 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 961: 2,113 670 -129 18 126 -98 0 -222 -1,031 26 483: -281 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 88.3 16.3 8.7 1.7 0.0 0.0 0.0 1.4 0.0 1.3: 0.4 0.0
Old : 100.0: 78.9 88.3 16.3 8.7 1.7 0.0 0.0 0.0 1.4 0.0 1.3: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 23 6 . . 0 0 0 . . .:
Old : 39: 19 23 6 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 63.4 79.3 83.8 61.0 62.7 75.6 79.5
Old : 62.2 63.4 79.3 83.8 61.0 62.7 75.6 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 103,268: 81,994 87,773 14,236 11,578 1,866 800 517 55 2,561 135 1,068: 688 276
Old : 103,268: 81,994 87,773 14,236 11,578 1,866 800 517 55 2,561 135 1,068: 688 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,000: 1,219 912 -151 46 97 -51 -11 -166 -141 -69 177: 16 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 85.0 13.8 11.2 1.8 0.8 0.5 0.1 2.5 0.1 1.0: 0.7 0.3
Old : 100.0: 79.4 85.0 13.8 11.2 1.8 0.8 0.5 0.1 2.5 0.1 1.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 22 25 5 . . . . . . . 5:
Old : 49: 22 25 5 . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 55.8 79.0 79.2 58.7 55.3 73.9 76.5
Old : 61.0 55.8 79.0 79.2 58.7 55.3 73.9 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 59,928: 42,982 55,742 12,970 0 1,077 450 129 510 805 1,705 735: 399 30
Old : 59,928: 42,982 55,742 12,970 0 1,077 450 129 510 805 1,705 735: 399 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 997: 1,112 1,605 -148 0 42 63 -900 450 -615 -275 75: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 93.0 21.6 0.0 1.8 0.8 0.2 0.9 1.3 2.8 1.2: 0.7 0.0
Old : 100.0: 71.7 93.0 21.6 0.0 1.8 0.8 0.2 0.9 1.3 2.8 1.2: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 11 4 0 4 . . . . . .:
Old : 31: 19 11 4 0 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 90.7 82.0 95.1 71.4 87.9 78.9 89.4
Old : 72.1 90.7 82.0 95.1 71.4 87.9 78.9 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 45,927: 31,016 43,432 12,841 30 930 0 0 0 650 1,180 355: 135 0
Old : 45,927: 31,016 43,432 12,841 30 930 0 0 0 650 1,180 355: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -60: -60 0 0 0 0 0 0 0 85 25 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 94.6 28.0 0.1 2.0 0.0 0.0 0.0 1.4 2.6 0.8: 0.3 0.0
Old : 100.0: 67.5 94.6 28.0 0.1 2.0 0.0 0.0 0.0 1.4 2.6 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . . . 0 0 0 . . .:
Old : 23: 11 12 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 93.0 91.0 96.8 80.5 90.0 86.8 92.7
Old : 81.5 93.0 91.0 96.8 80.5 90.0 86.8 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 46,013: 28,769 37,733 9,339 75 7,481 0 0 0 301 646 33: 90 45
Old : 46,013: 28,769 37,733 9,339 75 7,481 0 0 0 301 646 33: 90 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -130: -70 -130 -60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 82.0 20.3 0.2 16.3 0.0 0.0 0.0 0.7 1.4 0.1: 0.2 0.1
Old : 100.0: 62.5 82.0 20.3 0.2 16.3 0.0 0.0 0.0 0.7 1.4 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 13 7 . 4 0 0 0 . . .:
Old : 28: 16 13 7 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 70.1 74.3 88.6 36.1 51.3 50.5 56.8
Old : 47.2 70.1 74.3 88.6 36.1 51.3 50.5 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 50,664: 31,378 42,617 13,716 799 3,654 218 2,641 0 1,136 657 32: 530 264
Old : 50,664: 31,378 42,617 13,716 799 3,654 218 2,641 0 1,136 657 32: 530 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 694: 368 608 445 205 -214 43 80 0 52 -5 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 84.1 27.1 1.6 7.2 0.4 5.2 0.0 2.2 1.3 0.1: 1.0 0.5
Old : 100.0: 61.9 84.1 27.1 1.6 7.2 0.4 5.2 0.0 2.2 1.3 0.1: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 17 . . 5 . . 0 . . .:
Old : 37: 18 17 . . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 62.6 75.1 83.6 50.1 53.5 63.4 64.4
Old : 54.3 62.6 75.1 83.6 50.1 53.5 63.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,609: 7,536 10,416 5,097 951 509 0 935 0 0 725 0: 467 73
Old : 13,609: 7,536 10,416 5,097 951 509 0 935 0 0 725 0: 467 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 35: 0 25 85 60 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 76.5 37.5 7.0 3.7 0.0 6.9 0.0 0.0 5.3 0.0: 3.4 0.5
Old : 100.0: 55.4 76.5 37.5 7.0 3.7 0.0 6.9 0.0 0.0 5.3 0.0: 3.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . 0 . 0 0 . 0:
Old : 21: 11 9 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 61.4 85.8 84.4 63.2 57.1 79.1 78.7
Old : 65.1 61.4 85.8 84.4 63.2 57.1 79.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 12,534: 6,902 10,155 4,406 871 745 0 150 0 0 575 0: 481 38
Old : 12,534: 6,902 10,155 4,406 871 745 0 150 0 0 575 0: 481 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 100: 90 90 60 60 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 81.0 35.2 6.9 5.9 0.0 1.2 0.0 0.0 4.6 0.0: 3.8 0.3
Old : 100.0: 55.1 81.0 35.2 6.9 5.9 0.0 1.2 0.0 0.0 4.6 0.0: 3.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . . 4 0 . 0 0 . 0:
Old : 21: 11 8 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 67.7 86.4 86.7 62.3 62.3 79.7 80.8
Old : 67.1 67.7 86.4 86.7 62.3 62.3 79.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,138: 21,093 17,150 2,630 6,852 0 50 722 0 493 0 96: 776 318
Old : 25,138: 21,093 17,150 2,630 6,852 0 50 722 0 493 0 96: 776 318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 721: 664 649 0 45 0 50 0 0 0 0 0: 7 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 68.2 10.5 27.3 0.0 0.2 2.9 0.0 2.0 0.0 0.4: 3.1 1.3
Old : 100.0: 83.9 68.2 10.5 27.3 0.0 0.2 2.9 0.0 2.0 0.0 0.4: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . 0 . . 0 . 0 .:
Old : 28: 15 15 . . 0 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 69.0 87.7 87.9 69.6 69.0 83.4 85.6
Old : 72.3 69.0 87.7 87.9 69.6 69.0 83.4 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 15,390: 12,575 13,125 1,434 1,710 130 0 0 0 456 0 55: 740 370
Old : 15,390: 12,575 13,125 1,434 1,710 130 0 0 0 456 0 55: 740 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -83: 30 -122 0 20 0 0 0 0 0 0 0: -113 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 85.3 9.3 11.1 0.8 0.0 0.0 0.0 3.0 0.0 0.4: 4.8 2.4
Old : 100.0: 81.7 85.3 9.3 11.1 0.8 0.0 0.0 0.0 3.0 0.0 0.4: 4.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . 0 0 0 . 0 .:
Old : 21: 13 10 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 79.3 87.9 95.0 67.1 78.4 80.4 86.0
Old : 73.1 79.3 87.9 95.0 67.1 78.4 80.4 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,627: 21,310 20,265 8,297 9,266 884 550 2,582 0 2,000 80 461: 125 89
Old : 33,627: 21,310 20,265 8,297 9,266 884 550 2,582 0 2,000 80 461: 125 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -938: -249 200 182 -195 -269 -51 -157 -551 0 5 0: 0 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 60.3 24.7 27.6 2.6 1.6 7.7 0.0 5.9 0.2 1.4: 0.4 0.3
Old : 100.0: 63.4 60.3 24.7 27.6 2.6 1.6 7.7 0.0 5.9 0.2 1.4: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 20 4 . 4 . . 0 . . .:
Old : 43: 25 20 4 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 70.8 61.9 84.9 38.4 69.6 56.4 77.0
Old : 40.0 70.8 61.9 84.9 38.4 69.6 56.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 19,816: 13,940 11,010 2,552 4,969 1,356 100 1,783 0 1,325 165 283: 260 250
Old : 19,816: 13,940 11,010 2,552 4,969 1,356 100 1,783 0 1,325 165 283: 260 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -553: -328 15 169 0 -170 0 -173 0 0 0 0: -224 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 55.6 12.9 25.1 6.8 0.5 9.0 0.0 6.7 0.8 1.4: 1.3 1.3
Old : 100.0: 70.3 55.6 12.9 25.1 6.8 0.5 9.0 0.0 6.7 0.8 1.4: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 16 4 . 6 . . 0 . . .:
Old : 35: 18 16 4 . 6 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 60.6 68.2 78.7 38.5 53.9 54.2 64.3
Old : 43.9 60.6 68.2 78.7 38.5 53.9 54.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 15,076: 5,329 14,544 7,420 0 327 279 0 102 1,492 0 88: 39 15
Old : 15,076: 5,329 14,544 7,420 0 327 279 0 102 1,492 0 88: 39 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 18: -169 15 187 0 0 0 0 0 -3 0 3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 96.5 49.2 0.0 2.2 1.9 0.0 0.7 9.9 0.0 0.6: 0.3 0.1
Old : 100.0: 35.3 96.5 49.2 0.0 2.2 1.9 0.0 0.7 9.9 0.0 0.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 4 0 . . 0 . . 0 .:
Old : 27: 15 9 4 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 90.5 82.5 97.6 58.9 87.0 77.2 89.9
Old : 61.3 90.5 82.5 97.6 58.9 87.0 77.2 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 18,193: 6,396 18,093 9,691 0 0 0 0 0 1,970 0 100: 36 0
Old : 18,193: 6,396 18,093 9,691 0 0 0 0 0 1,970 0 100: 36 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 99.5 53.3 0.0 0.0 0.0 0.0 0.0 10.8 0.0 0.5: 0.2 0.0
Old : 100.0: 35.2 99.5 53.3 0.0 0.0 0.0 0.0 0.0 10.8 0.0 0.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 . 0 0 0 0 0 . 0 .:
Old : 22: 11 9 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 97.4 92.7 99.6 67.9 96.4 90.5 97.4
Old : 68.8 97.4 92.7 99.6 67.9 96.4 90.5 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,780: 3,974 11,313 10,775 4,055 1,267 75 0 0 205 25 100: 384 20
Old : 16,780: 3,974 11,313 10,775 4,055 1,267 75 0 0 205 25 100: 384 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 10: 60 40 -20 35 -30 0 0 0 0 25 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 67.4 64.2 24.2 7.6 0.4 0.0 0.0 1.2 0.1 0.6: 2.3 0.1
Old : 100.0: 23.7 67.4 64.2 24.2 7.6 0.4 0.0 0.0 1.2 0.1 0.6: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 10 4 . 4 . 0 0 . . .:
Old : 24: 10 10 4 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 86.2 88.3 95.2 67.0 83.2 82.1 88.3
Old : 72.2 86.2 88.3 95.2 67.0 83.2 82.1 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,063: 2,886 6,623 4,538 1,185 985 50 0 20 75 95 135: 374 20
Old : 9,063: 2,886 6,623 4,538 1,185 985 50 0 20 75 95 135: 374 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 385: 60 575 365 35 -40 0 0 0 0 25 0: 0 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 73.1 50.1 13.1 10.9 0.6 0.0 0.2 0.8 1.0 1.5: 4.1 0.2
Old : 100.0: 31.8 73.1 50.1 13.1 10.9 0.6 0.0 0.2 0.8 1.0 1.5: 4.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 10 4 . 4 . 0 . . . .:
Old : 24: 8 10 4 . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 75.3 86.2 89.6 57.1 69.2 73.9 80.6
Old : 65.9 75.3 86.2 89.6 57.1 69.2 73.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,386: 19,581 16,411 21,735 28,350 2,070 600 65 40 2,785 75 375: 200 0
Old : 47,386: 19,581 16,411 21,735 28,350 2,070 600 65 40 2,785 75 375: 200 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 30: 420 0 -420 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 34.6 45.9 59.8 4.4 1.3 0.1 0.1 5.9 0.2 0.8: 0.4 0.0
Old : 100.0: 41.3 34.6 45.9 59.8 4.4 1.3 0.1 0.1 5.9 0.2 0.8: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 14 4 . 5 . . . . . .:
Old : 32: 16 14 4 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 84.1 84.8 93.0 67.3 82.8 79.8 87.2
Old : 71.3 84.1 84.8 93.0 67.3 82.8 79.8 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,781: 20,766 16,231 24,755 32,010 2,075 0 0 0 2,680 75 360: 145 30
Old : 50,781: 20,766 16,231 24,755 32,010 2,075 0 0 0 2,680 75 360: 145 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 20: 420 0 -400 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 32.0 48.7 63.0 4.1 0.0 0.0 0.0 5.3 0.1 0.7: 0.3 0.1
Old : 100.0: 40.9 32.0 48.7 63.0 4.1 0.0 0.0 0.0 5.3 0.1 0.7: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 14 5 . 4 0 0 0 . . .:
Old : 30: 16 14 5 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 86.3 86.8 94.0 70.3 85.1 82.4 89.0
Old : 72.7 86.3 86.8 94.0 70.3 85.1 82.4 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 96,161: 67,802 74,369 15,331 8,787 9,866 100 85 790 920 945 995: 357 324
Old : 96,161: 67,802 74,369 15,331 8,787 9,866 100 85 790 920 945 995: 357 324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 548: 232 994 469 -115 -195 0 5 -5 22 -205 25: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 77.3 15.9 9.1 10.3 0.1 0.1 0.8 1.0 1.0 1.0: 0.4 0.3
Old : 100.0: 70.5 77.3 15.9 9.1 10.3 0.1 0.1 0.8 1.0 1.0 1.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 28 4 5 6 . . 4 . . .:
Old : 53: 28 28 4 5 6 . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 61.7 68.6 77.6 45.8 51.1 58.4 60.3
Old : 50.2 61.7 68.6 77.6 45.8 51.1 58.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 111,853: 80,470 81,700 10,035 9,650 16,922 100 568 637 2,624 1,237 896: 169 243
Old : 111,853: 80,470 81,700 10,035 9,650 16,922 100 568 637 2,624 1,237 896: 169 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 766: 162 1,464 -33 -1,045 497 0 -50 -20 595 345 -475: 40 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 73.0 9.0 8.6 15.1 0.1 0.5 0.6 2.3 1.1 0.8: 0.2 0.2
Old : 100.0: 71.9 73.0 9.0 8.6 15.1 0.1 0.5 0.6 2.3 1.1 0.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 27 . 6 6 . . . . 5 .:
Old : 57: 32 27 . 6 6 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 57.9 62.8 73.4 37.7 43.2 49.8 52.4
Old : 42.9 57.9 62.8 73.4 37.7 43.2 49.8 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 404,685: 296,523 295,509 277 41,952 33,990 33,742 4,577 8,381 15,033 4,090 15,640: 1,099 546
Old : 404,685: 296,523 295,509 277 41,952 33,990 33,742 4,577 8,381 15,033 4,090 15,640: 1,099 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 12,415: 12,311 6,095 -143 6,378 -1,064 558 391 338 93 73 172: 150 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 73.0 0.1 10.4 8.4 8.3 1.1 2.1 3.7 1.0 3.9: 0.3 0.1
Old : 100.0: 73.3 73.0 0.1 10.4 8.4 8.3 1.1 2.1 3.7 1.0 3.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 42 41 . 7 8 17 4 10 15 7 14:
Old : 97: 42 41 . 7 8 17 4 10 15 7 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 44.3 61.1 69.3 20.6 23.8 28.1 36.4
Old : 47.1 44.3 61.1 69.3 20.6 23.8 28.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,275: 7,510 9,580 2,035 2,650 955 885 0 0 895 0 0: 995 90
Old : 13,275: 7,510 9,580 2,035 2,650 955 885 0 0 895 0 0: 995 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 72.2 15.3 20.0 7.2 6.7 0.0 0.0 6.7 0.0 0.0: 7.5 0.7
Old : 100.0: 56.6 72.2 15.3 20.0 7.2 6.7 0.0 0.0 6.7 0.0 0.0: 7.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 8 . . 4 . 0 0 . 0 0:
Old : 21: 9 8 . . 4 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 82.6 82.7 97.7 53.6 77.1 72.4 84.5
Old : 60.9 82.6 82.7 97.7 53.6 77.1 72.4 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,750: 5,610 6,880 2,160 2,020 1,160 210 600 0 895 0 0: 715 90
Old : 10,750: 5,610 6,880 2,160 2,020 1,160 210 600 0 895 0 0: 715 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 10: 0 0 -25 0 10 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 64.0 20.1 18.8 10.8 2.0 5.6 0.0 8.3 0.0 0.0: 6.7 0.8
Old : 100.0: 52.2 64.0 20.1 18.8 10.8 2.0 5.6 0.0 8.3 0.0 0.0: 6.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 8 . . 4 . . 0 . 0 0:
Old : 22: 9 8 . . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 81.8 82.7 96.9 48.8 68.9 66.0 78.9
Old : 60.1 81.8 82.7 96.9 48.8 68.9 66.0 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 32,275: 21,597 18,877 2,018 2,220 5,028 700 3,115 0 2,690 2,845 170: 72 20
Old : 32,275: 21,597 18,877 2,018 2,220 5,028 700 3,115 0 2,690 2,845 170: 72 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 420: 220 350 200 70 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 58.5 6.3 6.9 15.6 2.2 9.7 0.0 8.3 8.8 0.5: 0.2 0.1
Old : 100.0: 66.9 58.5 6.3 6.9 15.6 2.2 9.7 0.0 8.3 8.8 0.5: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 17 . . 4 . . 0 . . .:
Old : 35: 20 17 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 49.5 72.4 78.2 39.7 41.9 59.4 65.6
Old : 46.6 49.5 72.4 78.2 39.7 41.9 59.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 37,799: 18,062 24,940 9,883 1,700 5,714 2,300 4,715 0 1,050 0 550: 240 180
Old : 37,799: 18,062 24,940 9,883 1,700 5,714 2,300 4,715 0 1,050 0 550: 240 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: -20 -300 0 300 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 66.0 26.1 4.5 15.1 6.1 12.5 0.0 2.8 0.0 1.5: 0.6 0.5
Old : 100.0: 47.8 66.0 26.1 4.5 15.1 6.1 12.5 0.0 2.8 0.0 1.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 . . . . . 0 . 0 .:
Old : 31: 17 15 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 44.8 79.4 73.2 44.4 32.6 54.5 46.6
Old : 54.1 44.8 79.4 73.2 44.4 32.6 54.5 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 84,905: 61,294 57,764 16,036 17,664 1,063 0 2,882 293 1,130 0 0: 5,089 5,239
Old : 84,905: 61,294 57,764 16,036 17,664 1,063 0 2,882 293 1,130 0 0: 5,089 5,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,614: 1,567 1,506 0 0 0 0 -31 -7 0 0 0: 54 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 68.0 18.9 20.8 1.3 0.0 3.4 0.3 1.3 0.0 0.0: 6.0 6.2
Old : 100.0: 72.2 68.0 18.9 20.8 1.3 0.0 3.4 0.3 1.3 0.0 0.0: 6.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 . . 4 0 . . . 0 0:
Old : 30: 15 13 . . 4 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 65.7 87.0 86.6 74.4 65.0 81.8 83.0
Old : 77.8 65.7 87.0 86.6 74.4 65.0 81.8 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,573: 47,828 42,353 13,061 17,133 738 0 2,227 56 855 0 0: 6,035 6,066
Old : 68,573: 47,828 42,353 13,061 17,133 738 0 2,227 56 855 0 0: 6,035 6,066
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,545: 1,263 1,356 -25 -20 0 0 -111 -4 0 0 0: 311 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 61.8 19.0 25.0 1.1 0.0 3.2 0.1 1.2 0.0 0.0: 8.8 8.8
Old : 100.0: 69.7 61.8 19.0 25.0 1.1 0.0 3.2 0.1 1.2 0.0 0.0: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 13 . 4 . 0 . . . 0 0:
Old : 28: 16 13 . 4 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 63.9 84.7 83.8 72.6 60.4 79.0 79.4
Old : 76.4 63.9 84.7 83.8 72.6 60.4 79.0 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,088: 6,874 16,198 10,628 1,275 1,890 550 330 120 0 0 0: 4,026 4,275
Old : 24,088: 6,874 16,198 10,628 1,275 1,890 550 330 120 0 0 0: 4,026 4,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 570: 0 620 620 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 67.2 44.1 5.3 7.8 2.3 1.4 0.5 0.0 0.0 0.0: 16.7 17.7
Old : 100.0: 28.5 67.2 44.1 5.3 7.8 2.3 1.4 0.5 0.0 0.0 0.0: 16.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 14 . . . . . . 0 0 0:
Old : 22: 11 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 47.5 77.0 70.7 55.7 43.6 63.2 60.5
Old : 65.2 47.5 77.0 70.7 55.7 43.6 63.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,263: 5,715 15,532 11,127 1,335 1,465 500 330 120 20 0 20: 3,296 3,461
Old : 22,263: 5,715 15,532 11,127 1,335 1,465 500 330 120 20 0 20: 3,296 3,461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -10: -50 0 0 0 0 0 0 0 20 0 20: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 69.8 50.0 6.0 6.6 2.2 1.5 0.5 0.1 0.0 0.1: 14.8 15.5
Old : 100.0: 25.7 69.8 50.0 6.0 6.6 2.2 1.5 0.5 0.1 0.0 0.1: 14.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 . . . . . . . 0 .:
Old : 21: 10 12 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 51.8 80.2 74.5 58.5 47.9 67.5 64.3
Old : 67.7 51.8 80.2 74.5 58.5 47.9 67.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,036: 18,189 14,203 5,619 10,111 1,715 3,030 2,039 740 0 597 372: 2,371 2,259
Old : 32,036: 18,189 14,203 5,619 10,111 1,715 3,030 2,039 740 0 597 372: 2,371 2,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -260: 929 -936 -1,490 0 573 -525 -150 -112 0 0 0: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 44.3 17.5 31.6 5.4 9.5 6.4 2.3 0.0 1.9 1.2: 7.4 7.1
Old : 100.0: 56.8 44.3 17.5 31.6 5.4 9.5 6.4 2.3 0.0 1.9 1.2: 7.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 18 . . . . . . 0 . .:
Old : 31: 14 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 58.9 69.2 75.0 33.1 54.7 54.9 65.5
Old : 43.2 58.9 69.2 75.0 33.1 54.7 54.9 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,502: 13,144 11,019 6,239 3,485 573 100 4,497 468 171 603 165: 1,642 1,692
Old : 22,502: 13,144 11,019 6,239 3,485 573 100 4,497 468 171 603 165: 1,642 1,692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -370: 911 -56 -1,050 0 0 0 -83 -256 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 49.0 27.7 15.5 2.5 0.4 20.0 2.1 0.8 2.7 0.7: 7.3 7.5
Old : 100.0: 58.4 49.0 27.7 15.5 2.5 0.4 20.0 2.1 0.8 2.7 0.7: 7.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 15 4 . . . . . . . .:
Old : 29: 14 15 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 60.5 72.4 79.4 46.6 56.9 61.7 69.0
Old : 51.4 60.5 72.4 79.4 46.6 56.9 61.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,840: 12,898 7,270 2,068 2,509 994 0 5,481 0 0 0 0: 2,880 2,586
Old : 18,840: 12,898 7,270 2,068 2,509 994 0 5,481 0 0 0 0: 2,880 2,586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -740: -20 -740 -720 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 38.6 11.0 13.3 5.3 0.0 29.1 0.0 0.0 0.0 0.0: 15.3 13.7
Old : 100.0: 68.5 38.6 11.0 13.3 5.3 0.0 29.1 0.0 0.0 0.0 0.0: 15.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 4 . . 0 . 0 0 0 0:
Old : 21: 13 10 4 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 68.5 74.2 82.1 52.5 63.3 63.9 69.9
Old : 57.7 68.5 74.2 82.1 52.5 63.3 63.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,356: 12,580 5,121 5,685 4,670 440 0 8,620 100 0 35 75: 1,476 1,295
Old : 20,356: 12,580 5,121 5,685 4,670 440 0 8,620 100 0 35 75: 1,476 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 20: -140 155 0 -450 230 0 150 0 0 0 0: -70 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 25.2 27.9 22.9 2.2 0.0 42.3 0.5 0.0 0.2 0.4: 7.3 6.4
Old : 100.0: 61.8 25.2 27.9 22.9 2.2 0.0 42.3 0.5 0.0 0.2 0.4: 7.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . 0 . . 0 . .:
Old : 22: 10 11 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 71.4 86.1 87.1 58.0 68.8 75.2 77.0
Old : 61.9 71.4 86.1 87.1 58.0 68.8 75.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,942: 31,157 47,869 35,021 31,588 3,057 14,925 1,050 0 0 367 548: 16,234 16,463
Old : 100,942: 31,157 47,869 35,021 31,588 3,057 14,925 1,050 0 0 367 548: 16,234 16,463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 3,093: 2,205 840 -45 1,320 -110 0 0 0 0 0 0: 1,043 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 47.4 34.7 31.3 3.0 14.8 1.0 0.0 0.0 0.4 0.5: 16.1 16.3
Old : 100.0: 30.9 47.4 34.7 31.3 3.0 14.8 1.0 0.0 0.0 0.4 0.5: 16.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 . . . . . 0 0 . .:
Old : 28: 16 16 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 50.2 70.5 71.4 52.8 48.5 63.3 65.7
Old : 56.4 50.2 70.5 71.4 52.8 48.5 63.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 101,690: 31,577 47,559 26,749 30,168 3,210 14,830 1,050 0 6,020 361 528: 18,776 18,814
Old : 101,690: 31,577 47,559 26,749 30,168 3,210 14,830 1,050 0 6,020 361 528: 18,776 18,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 3,813: 2,255 890 -45 1,320 -10 0 0 0 0 0 0: 1,613 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 46.8 26.3 29.7 3.2 14.6 1.0 0.0 5.9 0.4 0.5: 18.5 18.5
Old : 100.0: 31.1 46.8 26.3 29.7 3.2 14.6 1.0 0.0 5.9 0.4 0.5: 18.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 16 4 . 4 . . 0 . . .:
Old : 30: 15 16 4 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 48.7 64.6 69.2 46.0 47.3 57.8 63.5
Old : 47.8 48.7 64.6 69.2 46.0 47.3 57.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,923: 17,067 8,294 1,192 200 2,278 0 8,685 450 820 2,130 0: 3,116 2,886
Old : 24,923: 17,067 8,294 1,192 200 2,278 0 8,685 450 820 2,130 0: 3,116 2,886
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 33.3 4.8 0.8 9.1 0.0 34.8 1.8 3.3 8.5 0.0: 12.5 11.6
Old : 100.0: 68.5 33.3 4.8 0.8 9.1 0.0 34.8 1.8 3.3 8.5 0.0: 12.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 7 . . . 0 . . . . 0:
Old : 26: 16 7 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 61.2 66.2 80.6 40.1 58.7 54.2 65.1
Old : 49.4 61.2 66.2 80.6 40.1 58.7 54.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,848: 17,067 8,334 1,157 200 2,288 0 8,685 450 820 2,055 0: 3,066 2,836
Old : 24,848: 17,067 8,334 1,157 200 2,288 0 8,685 450 820 2,055 0: 3,066 2,836
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 33.5 4.7 0.8 9.2 0.0 35.0 1.8 3.3 8.3 0.0: 12.3 11.4
Old : 100.0: 68.7 33.5 4.7 0.8 9.2 0.0 35.0 1.8 3.3 8.3 0.0: 12.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 7 . . . 0 . . . . 0:
Old : 26: 16 7 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 61.4 66.3 80.8 40.2 58.6 54.2 65.1
Old : 49.5 61.4 66.3 80.8 40.2 58.6 54.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,102: 13,918 39,568 29,720 13,895 0 5,505 35 90 4,160 0 0: 2,709 2,514
Old : 56,102: 13,918 39,568 29,720 13,895 0 5,505 35 90 4,160 0 0: 2,709 2,514
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 5,594: -6 814 5,380 4,800 -80 0 0 0 0 0 0: 300 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 70.5 53.0 24.8 0.0 9.8 0.1 0.2 7.4 0.0 0.0: 4.8 4.5
Old : 100.0: 24.8 70.5 53.0 24.8 0.0 9.8 0.1 0.2 7.4 0.0 0.0: 4.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 11 . . 0 . . . . 0 0:
Old : 22: 9 11 . . 0 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 85.6 93.3 92.1 74.0 85.6 92.6 91.5
Old : 74.3 85.6 93.3 92.1 74.0 85.6 92.6 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,197: 14,122 38,947 34,460 12,950 0 5,205 35 90 3,935 6,000 0: 2,385 2,175
Old : 60,197: 14,122 38,947 34,460 12,950 0 5,205 35 90 3,935 6,000 0: 2,385 2,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 5,594: -6 814 5,380 4,800 -60 0 0 0 0 0 0: 280 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 64.7 57.2 21.5 0.0 8.6 0.1 0.1 6.5 10.0 0.0: 4.0 3.6
Old : 100.0: 23.5 64.7 57.2 21.5 0.0 8.6 0.1 0.1 6.5 10.0 0.0: 4.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 11 . . 0 . . . . . 0:
Old : 23: 9 11 . . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 82.8 94.0 92.5 76.3 82.8 93.2 92.1
Old : 76.6 82.8 94.0 92.5 76.3 82.8 93.2 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,625: 21,470 47,945 18,000 910 2,475 2,600 475 5 7,555 1,200 85: 2,435 1,530
Old : 54,625: 21,470 47,945 18,000 910 2,475 2,600 475 5 7,555 1,200 85: 2,435 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 540: 800 1,295 -250 -30 -75 0 -675 0 -20 0 50: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 87.8 33.0 1.7 4.5 4.8 0.9 0.0 13.8 2.2 0.2: 4.5 2.8
Old : 100.0: 39.3 87.8 33.0 1.7 4.5 4.8 0.9 0.0 13.8 2.2 0.2: 4.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 11 . . 4 . . . 4 . .:
Old : 32: 15 11 . . 4 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 83.7 74.2 91.8 55.5 81.6 71.6 87.5
Old : 57.6 83.7 74.2 91.8 55.5 81.6 71.6 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,585: 19,340 43,870 17,640 500 2,675 2,250 475 10 6,045 1,250 385: 2,240 1,420
Old : 50,585: 19,340 43,870 17,640 500 2,675 2,250 475 10 6,045 1,250 385: 2,240 1,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 360: 620 1,115 -250 -30 -75 0 -675 0 30 50 0: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 86.7 34.9 1.0 5.3 4.4 0.9 0.0 12.0 2.5 0.8: 4.4 2.8
Old : 100.0: 38.2 86.7 34.9 1.0 5.3 4.4 0.9 0.0 12.0 2.5 0.8: 4.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 10 . . 4 . . . . . .:
Old : 32: 15 10 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 82.1 74.7 90.7 54.2 80.1 71.3 85.5
Old : 57.2 82.1 74.7 90.7 54.2 80.1 71.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,693: 14,148 9,390 495 6,253 910 880 590 0 300 0 195: 1,765 1,355
Old : 18,693: 14,148 9,390 495 6,253 910 880 590 0 300 0 195: 1,765 1,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 50.2 2.6 33.5 4.9 4.7 3.2 0.0 1.6 0.0 1.0: 9.4 7.2
Old : 100.0: 75.7 50.2 2.6 33.5 4.9 4.7 3.2 0.0 1.6 0.0 1.0: 9.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . . . . . 0 . 0 .:
Old : 20: 11 6 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 74.1 77.9 89.9 56.4 67.4 67.7 73.3
Old : 61.9 74.1 77.9 89.9 56.4 67.4 67.7 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,955: 27,755 58,930 15,760 4,920 4,575 18,305 50 290 1,825 75 1,225: 3,220 2,890
Old : 72,955: 27,755 58,930 15,760 4,920 4,575 18,305 50 290 1,825 75 1,225: 3,220 2,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,790: 2,620 1,335 -1,235 300 330 -100 -350 175 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 80.8 21.6 6.7 6.3 25.1 0.1 0.4 2.5 0.1 1.7: 4.4 4.0
Old : 100.0: 38.0 80.8 21.6 6.7 6.3 25.1 0.1 0.4 2.5 0.1 1.7: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 14 5 . 5 . . . . . .:
Old : 36: 16 14 5 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 73.0 79.0 87.1 52.2 72.7 72.2 81.7
Old : 57.4 73.0 79.0 87.1 52.2 72.7 72.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,840: 26,940 56,605 15,740 4,920 4,440 18,180 250 90 845 75 1,225: 2,380 2,235
Old : 69,840: 26,940 56,605 15,740 4,920 4,440 18,180 250 90 845 75 1,225: 2,380 2,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,605: 2,620 1,335 -1,235 300 320 -100 -350 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 81.0 22.5 7.0 6.4 26.0 0.4 0.1 1.2 0.1 1.8: 3.4 3.2
Old : 100.0: 38.6 81.0 22.5 7.0 6.4 26.0 0.4 0.1 1.2 0.1 1.8: 3.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 16 5 . 4 . . . . . .:
Old : 36: 16 16 5 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.9 80.4 87.6 54.1 72.6 73.4 80.6
Old : 59.8 72.9 80.4 87.6 54.1 72.6 73.4 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,852: 30,778 28,580 4,342 16,294 158 10,915 1,550 1,155 1,240 970 925: 5,339 5,220
Old : 54,852: 30,778 28,580 4,342 16,294 158 10,915 1,550 1,155 1,240 970 925: 5,339 5,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 90: 50 150 50 -200 0 -150 0 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 52.1 7.9 29.7 0.3 19.9 2.8 2.1 2.3 1.8 1.7: 9.7 9.5
Old : 100.0: 56.1 52.1 7.9 29.7 0.3 19.9 2.8 2.1 2.3 1.8 1.7: 9.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 7 4 . . . . . . . .:
Old : 32: 20 7 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 76.2 64.5 89.2 48.6 69.4 61.5 78.8
Old : 48.7 76.2 64.5 89.2 48.6 69.4 61.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,146: 27,397 28,570 4,084 10,069 1,182 7,875 1,550 1,155 896 305 1,075: 4,482 4,240
Old : 48,146: 27,397 28,570 4,084 10,069 1,182 7,875 1,550 1,155 896 305 1,075: 4,482 4,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 105: 50 50 -50 -175 115 -125 0 0 0 0 0: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 59.3 8.5 20.9 2.5 16.4 3.2 2.4 1.9 0.6 2.2: 9.3 8.8
Old : 100.0: 56.9 59.3 8.5 20.9 2.5 16.4 3.2 2.4 1.9 0.6 2.2: 9.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 7 4 . . . . . . . .:
Old : 31: 18 7 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 75.6 64.2 89.0 46.6 67.0 60.3 75.2
Old : 48.7 75.6 64.2 89.0 46.6 67.0 60.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 218,543: 129,772 93,089 25,882 11,144 9,733 0 39,995 230 0 11,476 371: 52,555 52,505
Old : 218,543: 129,772 93,089 25,882 11,144 9,733 0 39,995 230 0 11,476 371: 52,555 52,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 7,395: 510 3,096 2,001 510 3,678 0 -1,125 0 0 30 50: 1,156 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 42.6 11.8 5.1 4.5 0.0 18.3 0.1 0.0 5.3 0.2: 24.0 24.0
Old : 100.0: 59.4 42.6 11.8 5.1 4.5 0.0 18.3 0.1 0.0 5.3 0.2: 24.0 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 24 . 4 6 0 4 . 0 5 .:
Old : 45: 24 24 . 4 6 0 4 . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 32.5 66.2 47.8 35.5 26.0 51.0 38.7
Old : 47.2 32.5 66.2 47.8 35.5 26.0 51.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 202,186: 125,344 90,585 15,520 3,916 14,450 0 37,085 320 75 9,413 943: 45,534 45,474
Old : 202,186: 125,344 90,585 15,520 3,916 14,450 0 37,085 320 75 9,413 943: 45,534 45,474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 7,173: 755 3,073 2,658 510 2,183 0 -200 0 50 80 0: 1,527 1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 44.8 7.7 1.9 7.1 0.0 18.3 0.2 0.0 4.7 0.5: 22.5 22.5
Old : 100.0: 62.0 44.8 7.7 1.9 7.1 0.0 18.3 0.2 0.0 4.7 0.5: 22.5 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 25 . 4 6 0 4 . . 4 .:
Old : 45: 24 25 . 4 6 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 32.8 64.8 50.0 35.5 26.3 49.5 40.0
Old : 45.9 32.8 64.8 50.0 35.5 26.3 49.5 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,540: 18,012 26,234 10,418 5,371 10,130 3,715 0 270 0 685 10: 5,985 5,840
Old : 48,540: 18,012 26,234 10,418 5,371 10,130 3,715 0 270 0 685 10: 5,985 5,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -12: 50 0 0 50 -50 0 0 -12 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 54.0 21.5 11.1 20.9 7.7 0.0 0.6 0.0 1.4 0.0: 12.3 12.0
Old : 100.0: 37.1 54.0 21.5 11.1 20.9 7.7 0.0 0.6 0.0 1.4 0.0: 12.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 4 . 5 . 0 . 0 . .:
Old : 29: 14 14 4 . 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 43.9 68.6 66.3 37.6 31.6 47.2 46.1
Old : 51.3 43.9 68.6 66.3 37.6 31.6 47.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,748: 12,789 27,329 14,731 3,496 8,259 3,275 0 959 0 590 10: 6,725 6,105
Old : 46,748: 12,789 27,329 14,731 3,496 8,259 3,275 0 959 0 590 10: 6,725 6,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 364: 0 100 700 0 0 -600 0 264 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 58.5 31.5 7.5 17.7 7.0 0.0 2.1 0.0 1.3 0.0: 14.4 13.1
Old : 100.0: 27.4 58.5 31.5 7.5 17.7 7.0 0.0 2.1 0.0 1.3 0.0: 14.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 14 . 4 5 . 0 . 0 . .:
Old : 28: 11 14 . 4 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 47.3 72.8 64.6 47.8 36.9 52.1 46.8
Old : 56.9 47.3 72.8 64.6 47.8 36.9 52.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,656: 21,677 25,411 5,910 1,980 8,920 3,900 5,165 0 645 0 0: 5,604 5,180
Old : 46,656: 21,677 25,411 5,910 1,980 8,920 3,900 5,165 0 645 0 0: 5,604 5,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 765: 0 775 75 -500 500 200 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 54.5 12.7 4.2 19.1 8.4 11.1 0.0 1.4 0.0 0.0: 12.0 11.1
Old : 100.0: 46.5 54.5 12.7 4.2 19.1 8.4 11.1 0.0 1.4 0.0 0.0: 12.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 . . 4 . . 0 . 0 0:
Old : 25: 12 13 . . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 49.7 69.0 72.9 29.6 30.7 39.3 41.5
Old : 46.7 49.7 69.0 72.9 29.6 30.7 39.3 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,029: 16,920 27,569 1,135 1,855 10,700 16,695 5,995 0 645 0 0: 4,934 4,910
Old : 51,029: 16,920 27,569 1,135 1,855 10,700 16,695 5,995 0 645 0 0: 4,934 4,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,000: 0 300 -490 -190 890 600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 54.0 2.2 3.6 21.0 32.7 11.7 0.0 1.3 0.0 0.0: 9.7 9.6
Old : 100.0: 33.2 54.0 2.2 3.6 21.0 32.7 11.7 0.0 1.3 0.0 0.0: 9.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . . 4 . . 0 . 0 0:
Old : 22: 11 13 . . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 60.7 77.6 79.6 43.6 43.7 49.1 49.7
Old : 61.7 60.7 77.6 79.6 43.6 43.7 49.1 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 226,712: 122,562 108,615 5,277 32,051 24,985 12,668 0 6,715 647 468 1,162: 52,696 52,716
Old : 226,712: 122,562 108,615 5,277 32,051 24,985 12,668 0 6,715 647 468 1,162: 52,696 52,716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 10,259: 8,304 4,146 -1,090 3,420 3,649 373 0 515 50 71 251: -1,793 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 47.9 2.3 14.1 11.0 5.6 0.0 3.0 0.3 0.2 0.5: 23.2 23.3
Old : 100.0: 54.1 47.9 2.3 14.1 11.0 5.6 0.0 3.0 0.3 0.2 0.5: 23.2 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 23 4 . 7 5 0 . . . 4:
Old : 45: 25 23 4 . 7 5 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 39.2 53.7 60.9 32.5 36.8 40.4 44.7
Old : 37.6 39.2 53.7 60.9 32.5 36.8 40.4 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, October 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 190,762: 110,381 109,929 6,445 13,880 21,726 5,390 0 10,125 2,385 567 740: 33,570 33,795
Old : 190,762: 110,381 109,929 6,445 13,880 21,726 5,390 0 10,125 2,385 567 740: 33,570 33,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 4,960: 5,665 5,625 1,660 1,145 -655 -605 0 -803 50 0 95: -447 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 57.6 3.4 7.3 11.4 2.8 0.0 5.3 1.3 0.3 0.4: 17.6 17.7
Old : 100.0: 57.9 57.6 3.4 7.3 11.4 2.8 0.0 5.3 1.3 0.3 0.4: 17.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 23 4 . 6 4 0 . 4 . .:
Old : 42: 24 23 4 . 6 4 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 38.9 58.5 65.1 27.2 29.9 35.4 42.7
Old : 40.8 38.9 58.5 65.1 27.2 29.9 35.4 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2021