COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Futures Only, November 09, 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  :    19,424:    15,588     11,793          0      1,860        906          0          0          0         62      2,353      1,836:    1,032       676
Old  :    19,424:    15,588     11,793          0      1,860        906          0          0          0         62      2,353      1,836:    1,032       676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :        94:       -73         63          0        126        -38       -216          0        -96          5        -78         24:      488        93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       60.7        0.0        9.6        4.7        0.0        0.0        0.0        0.3       12.1        9.5:      5.3       3.5
Old  :     100.0:      80.3       60.7        0.0        9.6        4.7        0.0        0.0        0.0        0.3       12.1        9.5:      5.3       3.5
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:        12         14          0          .          .          0          0          0          .          .          .:
Old  :        21:        12         14          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  :                 73.3       58.7       85.4       78.0       41.9       27.8       42.6       39.0
Old  :                 73.3       58.7       85.4       78.0       41.9       27.8       42.6       39.0
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, November 09, 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  :    30,758:    22,752     27,117      3,822         55      1,657        620         50        154      1,119      1,115        609:       25         1
Old  :    30,758:    22,752     27,117      3,822         55      1,657        620         50        154      1,119      1,115        609:       25         1
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :     1,129:     2,113         79       -148          0        302        -75        -25        100       -726      1,115       -442:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       88.2       12.4        0.2        5.4        2.0        0.2        0.5        3.6        3.6        2.0:      0.1       0.0
Old  :     100.0:      74.0       88.2       12.4        0.2        5.4        2.0        0.2        0.5        3.6        3.6        2.0:      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:        19         22          .          .          4          .          .          .          .          .          4:
Old  :        37:        19         22          .          .          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  :                 56.8       63.7       75.0       82.3       51.4       57.7       64.7       73.3
Old  :                 56.8       63.7       75.0       82.3       51.4       57.7       64.7       73.3
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, November 09, 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  :    26,398:    21,910     20,618          0      2,906      1,915          0        202          0      1,865        140        575:      133        42
Old  :    26,398:    21,910     20,618          0      2,906      1,915          0        202          0      1,865        140        575:      133        42
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -240:       330         49          0       -169          5          0        -50          0       -575        -75          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       78.1        0.0       11.0        7.3        0.0        0.8        0.0        7.1        0.5        2.2:      0.5       0.2
Old  :     100.0:      83.0       78.1        0.0       11.0        7.3        0.0        0.8        0.0        7.1        0.5        2.2:      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  :        30:        17         14          0          4          4          0          .          0          .          .          .:
Old  :        30:        17         14          0          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  :                 53.8       64.8       77.5       84.2       53.1       56.8       69.0       71.4
Old  :                 53.8       64.8       77.5       84.2       53.1       56.8       69.0       71.4
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, November 09, 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  :   184,621:   126,301    133,752      2,454     22,603     24,468     23,471          0        535      4,313      1,725      1,284:    1,795       254
Old  :   184,621:   126,301    133,752      2,454     22,603     24,468     23,471          0        535      4,313      1,725      1,284:    1,795       254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,413:    -1,633     -1,876        365        228     -1,517       -266          0        -38        362         88       -103:     -583      -195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       72.4        1.3       12.2       13.3       12.7        0.0        0.3        2.3        0.9        0.7:      1.0       0.1
Old  :     100.0:      68.4       72.4        1.3       12.2       13.3       12.7        0.0        0.3        2.3        0.9        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  :        66:        31         30          .          7          7          8          0          4          8          7          8:
Old  :        66:        31         30          .          7          7          8          0          4          8          7          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  :                 47.1       54.5       64.5       72.5       28.7       28.8       36.6       40.4
Old  :                 47.1       54.5       64.5       72.5       28.7       28.8       36.6       40.4
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, November 09, 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  :    62,356:    57,059     40,704      1,536     10,233      1,912        150      4,276          0         13      3,690      1,490:      196        51
Old  :    62,356:    57,059     40,704      1,536     10,233      1,912        150      4,276          0         13      3,690      1,490:      196        51
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,269:    -2,131     -2,003         36       -701        261        -50        224        -43          5        355       -375:       28        13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       65.3        2.5       16.4        3.1        0.2        6.9        0.0        0.0        5.9        2.4:      0.3       0.1
Old  :     100.0:      91.5       65.3        2.5       16.4        3.1        0.2        6.9        0.0        0.0        5.9        2.4:      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  :        41:        19         21          .          .          .          .          4          0          .          .          4:
Old  :        41:        19         21          .          .          .          .          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  :                 62.9       62.8       79.8       76.8       59.8       55.3       71.4       67.2
Old  :                 62.9       62.8       79.8       76.8       59.8       55.3       71.4       67.2
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, November 09, 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  :    37,611:    32,756     28,384      1,381      3,964      2,497          0        350          0          0      1,267        945:       32       204
Old  :    37,611:    32,756     28,384      1,381      3,964      2,497          0        350          0          0      1,267        945:       32       204
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -616:      -356       -538       -459       -189        525          0          0          0          0       -159       -255:      -71         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       75.5        3.7       10.5        6.6        0.0        0.9        0.0        0.0        3.4        2.5:      0.1       0.5
Old  :     100.0:      87.1       75.5        3.7       10.5        6.6        0.0        0.9        0.0        0.0        3.4        2.5:      0.1       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  :        30:        14         16          .          .          .          0          .          0          0          .          .:
Old  :        30:        14         16          .          .          .          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  :                 75.1       75.5       92.4       86.3       67.8       61.5       75.4       71.0
Old  :                 75.1       75.5       92.4       86.3       67.8       61.5       75.4       71.0
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, November 09, 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  :    46,634:    27,394     17,879      3,271     17,136      5,065     10,240          0          0         50      6,012        267:      347       275
Old  :    46,634:    27,394     17,879      3,271     17,136      5,065     10,240          0          0         50      6,012        267:      347       275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -284:       324       -178       -269        -67       -112        -50          0          0        -25        176        -75:      -77       -28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       38.3        7.0       36.7       10.9       22.0        0.0        0.0        0.1       12.9        0.6:      0.7       0.6
Old  :     100.0:      58.7       38.3        7.0       36.7       10.9       22.0        0.0        0.0        0.1       12.9        0.6:      0.7       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  :        39:        15         20          6          .          7          .          0          0          .          5          .:
Old  :        39:        15         20          6          .          7          .          0          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  :                 57.7       64.6       77.0       83.3       56.2       58.9       69.0       70.9
Old  :                 57.7       64.6       77.0       83.3       56.2       58.9       69.0       70.9
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, November 09, 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  :    55,757:    42,480     19,427        710     24,976      4,983      5,725          0        600        286      5,047        602:      371       122
Old  :    55,757:    42,480     19,427        710     24,976      4,983      5,725          0        600        286      5,047        602:      371       122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,720:      -874     -1,757       -394       -156        157       -289          0          0        -97        227       -108:     -115       -83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       34.8        1.3       44.8        8.9       10.3        0.0        1.1        0.5        9.1        1.1:      0.7       0.2
Old  :     100.0:      76.2       34.8        1.3       44.8        8.9       10.3        0.0        1.1        0.5        9.1        1.1:      0.7       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  :        43:        19         20          .          7          7          4          0          .          .          4          .:
Old  :        43:        19         20          .          7          7          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  :                 58.1       56.5       80.0       75.9       55.5       54.2       70.7       66.9
Old  :                 58.1       56.5       80.0       75.9       55.5       54.2       70.7       66.9
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, November 09, 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  :    67,909:    37,769     28,973     27,410     31,649        645          0          0          0        699      5,464      1,078:      308       100
Old  :    67,909:    37,769     28,973     27,410     31,649        645          0          0          0        699      5,464      1,078:      308       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,893:    -1,958       -397        738     -1,166       -249          0        -25          0         54         85       -110:     -368       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       42.7       40.4       46.6        0.9        0.0        0.0        0.0        1.0        8.0        1.6:      0.5       0.1
Old  :     100.0:      55.6       42.7       40.4       46.6        0.9        0.0        0.0        0.0        1.0        8.0        1.6:      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  :        40:        20         19          5          4          .          0          0          0          .          .          .:
Old  :        40:        20         19          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  :                 51.5       54.8       77.7       79.1       50.6       54.0       75.3       78.1
Old  :                 51.5       54.8       77.7       79.1       50.6       54.0       75.3       78.1
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, November 09, 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  :    84,510:    49,641     28,697     31,060     46,977      1,357          0         50          0      1,035      6,384      1,016:      401        29
Old  :    84,510:    49,641     28,697     31,060     46,977      1,357          0         50          0      1,035      6,384      1,016:      401        29
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,154:    -3,146       -806        799     -1,995       -273          0         -5          0         43         97       -102:     -475       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       34.0       36.8       55.6        1.6        0.0        0.1        0.0        1.2        7.6        1.2:      0.5       0.0
Old  :     100.0:      58.7       34.0       36.8       55.6        1.6        0.0        0.1        0.0        1.2        7.6        1.2:      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         20          5          5          .          0          .          0          .          .          .:
Old  :        42:        23         20          5          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  :                 51.0       60.7       75.2       79.9       50.9       60.5       74.1       78.8
Old  :                 51.0       60.7       75.2       79.9       50.9       60.5       74.1       78.8
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, November 09, 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  :    29,012:    19,308     27,854      8,858          0        751          0          0          0         66          0         17:       12       390
Old  :    29,012:    19,308     27,854      8,858          0        751          0          0          0         66          0         17:       12       390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -464:       -84       -417       -434        -19         49          0          0          0         16        -31        -11:        0       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       96.0       30.5        0.0        2.6        0.0        0.0        0.0        0.2        0.0        0.1:      0.0       1.3
Old  :     100.0:      66.6       96.0       30.5        0.0        2.6        0.0        0.0        0.0        0.2        0.0        0.1:      0.0       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  :        26:        15         13          5          0          4          0          0          0          .          0          .:
Old  :        26:        15         13          5          0          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  :                 68.9       82.3       89.3       94.8       67.1       81.0       83.8       89.1
Old  :                 68.9       82.3       89.3       94.8       67.1       81.0       83.8       89.1
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, November 09, 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  :    35,887:    29,081     23,080      2,885      9,224      3,525        100          0          0        150         50          0:      146         8
Old  :    35,887:    29,081     23,080      2,885      9,224      3,525        100          0          0        150         50          0:      146         8
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -822:      -627       -637        -90        -45        -85        100        -50          0       -100          0          0:      -20        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       64.3        8.0       25.7        9.8        0.3        0.0        0.0        0.4        0.1        0.0:      0.4       0.0
Old  :     100.0:      81.0       64.3        8.0       25.7        9.8        0.3        0.0        0.0        0.4        0.1        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  :        24:        15         12          .          .          4          .          0          0          .          .          0:
Old  :        24:        15         12          .          .          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  :                 63.6       73.7       82.7       94.9       34.2       47.8       44.2       49.8
Old  :                 63.6       73.7       82.7       94.9       34.2       47.8       44.2       49.8
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, November 09, 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  :    31,012:    21,717     23,052      6,495      3,090      2,540          0        100          0          0      2,220         10:      250         0
Old  :    31,012:    21,717     23,052      6,495      3,090      2,540          0        100          0          0      2,220         10:      250         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,390:      -150       -685       -740       -265       -490          0          0          0          0         55         -5:       -5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       74.3       20.9       10.0        8.2        0.0        0.3        0.0        0.0        7.2        0.0:      0.8       0.0
Old  :     100.0:      70.0       74.3       20.9       10.0        8.2        0.0        0.3        0.0        0.0        7.2        0.0:      0.8       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:        12          9          .          .          4          0          .          0          0          .          .:
Old  :        22:        12          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  :                 51.2       67.9       80.2       89.4       49.7       62.5       72.2       76.0
Old  :                 51.2       67.9       80.2       89.4       49.7       62.5       72.2       76.0
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, November 09, 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  :   132,518:    76,864     78,265     20,527     14,500     22,557      5,440      3,313      1,542      2,075      9,385      2,716:      797       240
Old  :   132,518:    76,864     78,265     20,527     14,500     22,557      5,440      3,313      1,542      2,075      9,385      2,716:      797       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -4,070:    -3,334     -1,295     -2,764     -2,740      2,055       -131         15       -438        673     -1,469       -188:       57       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       59.1       15.5       10.9       17.0        4.1        2.5        1.2        1.6        7.1        2.0:      0.6       0.2
Old  :     100.0:      58.0       59.1       15.5       10.9       17.0        4.1        2.5        1.2        1.6        7.1        2.0:      0.6       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  :        62:        35         32          .          .          5          6          .          4          6          4          8:
Old  :        62:        35         32          .          .          5          6          .          4          6          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  :                 53.0       36.0       69.0       60.3       38.9       28.4       51.0       44.3
Old  :                 53.0       36.0       69.0       60.3       38.9       28.4       51.0       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV                                                                                          Code-06439S
Disaggregated Commitments of Traders - Futures Only, November 09, 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  :    36,568:    32,645     21,248          0     10,649      3,051          0          0          0          0      1,200          0:      872       420
Old  :    36,568:    32,645     21,248          0     10,649      3,051          0          0          0          0      1,200          0:      872       420
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       58.1        0.0       29.1        8.3        0.0        0.0        0.0        0.0        3.3        0.0:      2.4       1.1
Old  :     100.0:      89.3       58.1        0.0       29.1        8.3        0.0        0.0        0.0        0.0        3.3        0.0:      2.4       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  :        20:         9          9          0          5          5          0          0          0          0          .          0:
Old  :        20:         9          9          0          5          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  :                 75.4       65.6       90.2       85.5       71.8       65.0       80.8       77.2
Old  :                 75.4       65.6       90.2       85.5       71.8       65.0       80.8       77.2
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, November 09, 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  :    43,558:    18,590     23,973     18,229      5,721      6,373          0      5,571        170          0      1,750          0:      196         0
Old  :    43,558:    18,590     23,973     18,229      5,721      6,373          0      5,571        170          0      1,750          0:      196         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -958:       136       -826     -3,037     -1,144      1,973          0       -461          0        -25       -500          0:       -5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.7       55.0       41.8       13.1       14.6        0.0       12.8        0.4        0.0        4.0        0.0:      0.4       0.0
Old  :     100.0:      42.7       55.0       41.8       13.1       14.6        0.0       12.8        0.4        0.0        4.0        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  :        25:        12         13          .          .          .          0          .          .          0          .          0:
Old  :        25:        12         13          .          .          .          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  :                 72.2       50.9       87.0       75.9       58.8       44.4       72.8       65.1
Old  :                 72.2       50.9       87.0       75.9       58.8       44.4       72.8       65.1
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, November 09, 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  :    39,072:    16,890     23,228     13,506      2,573      7,539        266      2,857        675          0      2,200          0:      196         0
Old  :    39,072:    16,890     23,228     13,506      2,573      7,539        266      2,857        675          0      2,200          0:      196         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,224:       120       -777     -3,455     -1,202      2,116        261          0       -261          0     -1,100          0:       -5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.2       59.4       34.6        6.6       19.3        0.7        7.3        1.7        0.0        5.6        0.0:      0.5       0.0
Old  :     100.0:      43.2       59.4       34.6        6.6       19.3        0.7        7.3        1.7        0.0        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  :        25:        10         13          .          .          4          .          .          .          0          .          0:
Old  :        25:        10         13          .          .          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  :                 64.9       46.6       83.9       72.3       50.6       39.5       66.4       58.9
Old  :                 64.9       46.6       83.9       72.3       50.6       39.5       66.4       58.9
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, November 09, 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  :    77,760:    44,256     50,604     12,867      9,949     14,273        179          0        941      4,295        600        515:      434       878
Old  :    77,760:    44,256     50,604     12,867      9,949     14,273        179          0        941      4,295        600        515:      434       878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,717:    -1,701         47     -1,482     -3,121      1,692       -261          0          0        165       -200     -1,115:      -15       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       65.1       16.5       12.8       18.4        0.2        0.0        1.2        5.5        0.8        0.7:      0.6       1.1
Old  :     100.0:      56.9       65.1       16.5       12.8       18.4        0.2        0.0        1.2        5.5        0.8        0.7:      0.6       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  :        37:        20         20          .          .          4          .          0          .          5          .          4:
Old  :        37:        20         20          .          .          4          .          0          .          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  :                 56.0       51.1       76.6       68.1       46.0       38.4       55.2       50.9
Old  :                 56.0       51.1       76.6       68.1       46.0       38.4       55.2       50.9
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, November 09, 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  :    37,891:    26,130     36,403     10,346          0        923          0        179          0        200          0          0:      292       386
Old  :    37,891:    26,130     36,403     10,346          0        923          0        179          0        200          0          0:      292       386
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,037:    -1,970     -1,748        -45          0       -197          0          0          0        -50        -75          0:      225       -17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       96.1       27.3        0.0        2.4        0.0        0.5        0.0        0.5        0.0        0.0:      0.8       1.0
Old  :     100.0:      69.0       96.1       27.3        0.0        2.4        0.0        0.5        0.0        0.5        0.0        0.0:      0.8       1.0
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:        17         16          5          0          .          0          .          0          .          0          0:
Old  :        29:        17         16          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  :                 62.0       79.7       86.1       94.8       57.5       78.1       79.1       88.1
Old  :                 62.0       79.7       86.1       94.8       57.5       78.1       79.1       88.1
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, November 09, 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  :    46,336:    36,950     33,578      5,670      9,161      3,188        285        114         50          0        200          0:      193        45
Old  :    46,336:    36,950     33,578      5,670      9,161      3,188        285        114         50          0        200          0:      193        45
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,066:      -735       -981        -44         13       -104       -180         26          0          0        -50          0:       -3        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       72.5       12.2       19.8        6.9        0.6        0.2        0.1        0.0        0.4        0.0:      0.4       0.1
Old  :     100.0:      79.7       72.5       12.2       19.8        6.9        0.6        0.2        0.1        0.0        0.4        0.0:      0.4       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  :        29:        17         16          .          .          4          .          .          .          0          .          0:
Old  :        29:        17         16          .          .          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  :                 57.3       67.9       81.5       91.9       46.5       50.8       57.5       62.2
Old  :                 57.3       67.9       81.5       91.9       46.5       50.8       57.5       62.2
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, November 09, 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  :    44,761:    30,539     39,127      9,953      4,008      1,252          0          0          0      1,870          0         10:    1,137       364
Old  :    44,761:    30,539     39,127      9,953      4,008      1,252          0          0          0      1,870          0         10:    1,137       364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,552:    -1,457     -2,431        -99        556       -537          0          0          0       -101          0          0:     -358      -140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       87.4       22.2        9.0        2.8        0.0        0.0        0.0        4.2        0.0        0.0:      2.5       0.8
Old  :     100.0:      68.2       87.4       22.2        9.0        2.8        0.0        0.0        0.0        4.2        0.0        0.0:      2.5       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  :        26:        14         12          .          .          .          0          0          0          .          0          .:
Old  :        26:        14         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  :                 46.0       88.2       71.9       95.5       44.7       85.4       69.0       88.5
Old  :                 46.0       88.2       71.9       95.5       44.7       85.4       69.0       88.5
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, November 09, 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  :    49,972:    34,921     39,500      9,844      7,979      2,005          0         96          0      2,596         25        187:      419       180
Old  :    49,972:    34,921     39,500      9,844      7,979      2,005          0         96          0      2,596         25        187:      419       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,954:    -1,670     -2,691       -194        451       -515          0        -74          0       -178       -100          0:     -397       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       79.0       19.7       16.0        4.0        0.0        0.2        0.0        5.2        0.0        0.4:      0.8       0.4
Old  :     100.0:      69.9       79.0       19.7       16.0        4.0        0.0        0.2        0.0        5.2        0.0        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         14          4          .          5          0          .          0          .          .          .:
Old  :        33:        15         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  :                 43.5       79.9       69.9       90.4       38.8       79.2       64.8       84.0
Old  :                 43.5       79.9       69.9       90.4       38.8       79.2       64.8       84.0
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, November 09, 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  :    77,847:    61,227     68,234     13,108      7,614      1,099          0          0          0      1,232          0        845:      336        55
Old  :    77,847:    61,227     68,234     13,108      7,614      1,099          0          0          0      1,232          0        845:      336        55
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,828:    -3,205     -4,021       -180        538       -320          0          0          0        -64          0        -35:      -24        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       87.7       16.8        9.8        1.4        0.0        0.0        0.0        1.6        0.0        1.1:      0.4       0.1
Old  :     100.0:      78.7       87.7       16.8        9.8        1.4        0.0        0.0        0.0        1.6        0.0        1.1:      0.4       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         23          6          .          .          0          0          0          .          0          .:
Old  :        39:        19         23          6          .          .          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  :                 63.3       65.1       79.5       84.8       62.2       64.4       75.6       80.6
Old  :                 63.3       65.1       79.5       84.8       62.2       64.4       75.6       80.6
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, November 09, 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  :    99,682:    79,095     84,281     14,070     12,126      1,515        825        532         45      2,462          0        886:      784       297
Old  :    99,682:    79,095     84,281     14,070     12,126      1,515        825        532         45      2,462          0        886:      784       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -4,474:    -3,808     -4,266       -181        388       -335         25        -32        -25        -82       -134        -73:        5         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       84.5       14.1       12.2        1.5        0.8        0.5        0.0        2.5        0.0        0.9:      0.8       0.3
Old  :     100.0:      79.3       84.5       14.1       12.2        1.5        0.8        0.5        0.0        2.5        0.0        0.9:      0.8       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  :        46:        19         23          6          .          .          .          .          .          4          0          4:
Old  :        46:        19         23          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  :                 62.2       56.6       79.8       80.5       61.2       56.1       75.5       77.8
Old  :                 62.2       56.6       79.8       80.5       61.2       56.1       75.5       77.8
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, November 09, 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  :    57,241:    42,195     53,751     11,410        100      1,040        672          0        363        357      1,182        805:      399         0
Old  :    57,241:    42,195     53,751     11,410        100      1,040        672          0        363        357      1,182        805:      399         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,369:    -1,731     -2,435     -1,560        100        -25        147       -129       -147         27       -653        -80:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       93.9       19.9        0.2        1.8        1.2        0.0        0.6        0.6        2.1        1.4:      0.7       0.0
Old  :     100.0:      73.7       93.9       19.9        0.2        1.8        1.2        0.0        0.6        0.6        2.1        1.4:      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:        17         13          .          .          4          .          0          .          .          .          .:
Old  :        31:        17         13          .          .          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  :                 72.1       90.4       82.4       94.8       70.3       87.8       78.6       89.2
Old  :                 72.1       90.4       82.4       94.8       70.3       87.8       78.6       89.2
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, November 09, 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  :    45,287:    32,135     42,397     11,542        220        965          0          0          0          0      1,195        510:      135         0
Old  :    45,287:    32,135     42,397     11,542        220        965          0          0          0          0      1,195        510:      135         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,815:       -11     -1,850       -939        190       -190          0          0          0       -895       -185        220:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       93.6       25.5        0.5        2.1        0.0        0.0        0.0        0.0        2.6        1.1:      0.3       0.0
Old  :     100.0:      71.0       93.6       25.5        0.5        2.1        0.0        0.0        0.0        0.0        2.6        1.1:      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  :        24:        11         12          .          .          .          0          0          0          0          .          .:
Old  :        24:        11         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  :                 82.2       92.2       91.4       96.7       81.3       89.2       88.7       92.0
Old  :                 82.2       92.2       91.4       96.7       81.3       89.2       88.7       92.0
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, November 09, 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  :    42,504:    26,523     34,569      8,014         50      7,196          0        100          0        306        529         28:      437        32
Old  :    42,504:    26,523     34,569      8,014         50      7,196          0        100          0        306        529         28:      437        32
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,010:    -1,582     -2,413     -1,236        -25       -373          0        100          0          3       -116         -3:      181      -180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.4       81.3       18.9        0.1       16.9        0.0        0.2        0.0        0.7        1.2        0.1:      1.0       0.1
Old  :     100.0:      62.4       81.3       18.9        0.1       16.9        0.0        0.2        0.0        0.7        1.2        0.1:      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  :        28:        17         13          6          .          4          0          .          0          .          .          .:
Old  :        28:        17         13          6          .          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  :                 47.4       70.3       73.6       87.6       32.2       48.4       47.6       53.4
Old  :                 47.4       70.3       73.6       87.6       32.2       48.4       47.6       53.4
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, November 09, 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  :    47,268:    29,282     39,661     12,936        893      3,249        311      2,686          0      1,134        529         36:      320       214
Old  :    47,268:    29,282     39,661     12,936        893      3,249        311      2,686          0      1,134        529         36:      320       214
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,999:    -1,370     -2,386     -1,260       -221        -87        -34        -75          0        -22       -117         -5:     -221      -108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.9       83.9       27.4        1.9        6.9        0.7        5.7        0.0        2.4        1.1        0.1:      0.7       0.5
Old  :     100.0:      61.9       83.9       27.4        1.9        6.9        0.7        5.7        0.0        2.4        1.1        0.1:      0.7       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  :        36:        19         17          5          .          6          .          .          0          .          .          .:
Old  :        36:        19         17          5          .          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  :                 54.1       60.5       75.1       80.5       49.4       48.9       59.6       59.6
Old  :                 54.1       60.5       75.1       80.5       49.4       48.9       59.6       59.6
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, November 09, 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  :    13,611:     7,587     10,893      5,192        590        353          0        790          0          0        670          0:      479       315
Old  :    13,611:     7,587     10,893      5,192        590        353          0        790          0          0        670          0:      479       315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,102:      -404       -812       -565       -137          0          0       -145          0          0        -55          0:     -133        47
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       80.0       38.1        4.3        2.6        0.0        5.8        0.0        0.0        4.9        0.0:      3.5       2.3
Old  :     100.0:      55.7       80.0       38.1        4.3        2.6        0.0        5.8        0.0        0.0        4.9        0.0:      3.5       2.3
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  :        20:        11          9          .          .          .          0          .          0          0          .          0:
Old  :        20:        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  :                 66.7       61.9       85.1       84.5       65.7       55.1       79.0       73.6
Old  :                 66.7       61.9       85.1       84.5       65.7       55.1       79.0       73.6
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, November 09, 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  :    11,852:     6,787      9,542      3,830        869        737          0        100          0          0        540          0:      498        64
Old  :    11,852:     6,787      9,542      3,830        869        737          0        100          0          0        540          0:      498        64
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,067:      -315       -938       -611         -2         -8          0        -50          0          0        -35          0:     -133       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.3       80.5       32.3        7.3        6.2        0.0        0.8        0.0        0.0        4.6        0.0:      4.2       0.5
Old  :     100.0:      57.3       80.5       32.3        7.3        6.2        0.0        0.8        0.0        0.0        4.6        0.0:      4.2       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          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  :                 67.5       68.3       86.7       87.3       62.5       62.6       79.1       80.3
Old  :                 67.5       68.3       86.7       87.3       62.5       62.6       79.1       80.3
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, November 09, 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  :    24,581:    20,388     16,923      2,590      6,511         76         95        772          0        245         16         90:    1,097       193
Old  :    24,581:    20,388     16,923      2,590      6,511         76         95        772          0        245         16         90:    1,097       193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -900:      -753       -624        -40       -291         12          0          0          0       -204         16         -6:       91        -7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       68.8       10.5       26.5        0.3        0.4        3.1        0.0        1.0        0.1        0.4:      4.5       0.8
Old  :     100.0:      82.9       68.8       10.5       26.5        0.3        0.4        3.1        0.0        1.0        0.1        0.4:      4.5       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  :        30:        14         15          .          .          .          .          .          0          .          .          .:
Old  :        30:        14         15          .          .          .          .          .          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  :                 70.9       68.4       86.7       86.6       68.6       68.3       82.9       83.9
Old  :                 70.9       68.4       86.7       86.6       68.6       68.3       82.9       83.9
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, November 09, 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  :    14,964:    12,236     13,092      1,680      1,608        154          0          0          0        350          0          0:      544       110
Old  :    14,964:    12,236     13,092      1,680      1,608        154          0          0          0        350          0          0:      544       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,155:    -1,000       -995        -13       -107          0          0          0          0       -102          0        -55:       15         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       87.5       11.2       10.7        1.0        0.0        0.0        0.0        2.3        0.0        0.0:      3.6       0.7
Old  :     100.0:      81.8       87.5       11.2       10.7        1.0        0.0        0.0        0.0        2.3        0.0        0.0:      3.6       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  :        22:        13         10          .          .          .          0          0          0          .          0          0:
Old  :        22:        13         10          .          .          .          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  :                 74.2       81.1       89.5       95.6       73.3       78.1       81.1       87.3
Old  :                 74.2       81.1       89.5       95.6       73.3       78.1       81.1       87.3
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, November 09, 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  :    30,631:    18,441     19,091      7,762      7,050      1,605        350      2,352          0      1,962        150        309:      202        74
Old  :    30,631:    18,441     19,091      7,762      7,050      1,605        350      2,352          0      1,962        150        309:      202        74
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,219:    -2,138     -1,267       -360     -1,286       -174       -250       -267          0        -34          3       -155:     -108       -73
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.2       62.3       25.3       23.0        5.2        1.1        7.7        0.0        6.4        0.5        1.0:      0.7       0.2
Old  :     100.0:      60.2       62.3       25.3       23.0        5.2        1.1        7.7        0.0        6.4        0.5        1.0:      0.7       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  :        45:        23         20          4          .          4          .          .          0          .          .          .:
Old  :        45:        23         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  :                 39.5       69.2       60.6       84.2       38.8       64.1       56.1       76.5
Old  :                 39.5       69.2       60.6       84.2       38.8       64.1       56.1       76.5
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, November 09, 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  :    18,696:    12,259     11,536      2,448      2,439      2,343          0      1,726          0      1,186        215        192:      268       245
Old  :    18,696:    12,259     11,536      2,448      2,439      2,343          0      1,726          0      1,186        215        192:      268       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,236:    -1,786       -627       -109     -1,604         93       -100        -16          0       -139         56        -92:     -103       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       61.7       13.1       13.0       12.5        0.0        9.2        0.0        6.3        1.1        1.0:      1.4       1.3
Old  :     100.0:      65.6       61.7       13.1       13.0       12.5        0.0        9.2        0.0        6.3        1.1        1.0:      1.4       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  :        32:        17         15          .          5          5          0          .          0          .          .          .:
Old  :        32:        17         15          .          5          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  :                 45.2       61.4       65.9       79.9       41.9       49.2       55.4       62.8
Old  :                 45.2       61.4       65.9       79.9       41.9       49.2       55.4       62.8
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, November 09, 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  :    14,521:     5,063     14,189      7,732          0        157        252          0        102      1,060          0         60:       95        13
Old  :    14,521:     5,063     14,189      7,732          0        157        252          0        102      1,060          0         60:       95        13
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 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:      34.9       97.7       53.2        0.0        1.1        1.7        0.0        0.7        7.3        0.0        0.4:      0.7       0.1
Old  :     100.0:      34.9       97.7       53.2        0.0        1.1        1.7        0.0        0.7        7.3        0.0        0.4:      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  :        26:        15         10          .          0          .          .          0          .          .          0          .:
Old  :        26:        15         10          .          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  :                 64.7       89.1       84.0       97.2       63.6       85.5       79.7       90.5
Old  :                 64.7       89.1       84.0       97.2       63.6       85.5       79.7       90.5
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, November 09, 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  :    17,598:     6,096     17,573     10,463          0          0          0          0          0        990          0         25:       24         0
Old  :    17,598:     6,096     17,573     10,463          0          0          0          0          0        990          0         25:       24         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :       -50:       -75         50        625          0          0          0          0          0       -500          0       -100:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.6       99.9       59.5        0.0        0.0        0.0        0.0        0.0        5.6        0.0        0.1:      0.1       0.0
Old  :     100.0:      34.6       99.9       59.5        0.0        0.0        0.0        0.0        0.0        5.6        0.0        0.1:      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  :        22:        10         10          .          0          0          0          0          0          .          0          .:
Old  :        22:        10         10          .          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  :                 75.1       95.3       93.5       99.6       73.4       95.3       91.8       97.9
Old  :                 75.1       95.3       93.5       99.6       73.4       95.3       91.8       97.9
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, November 09, 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  :    15,629:     3,861     10,552     10,075      3,770      1,187         70          0          0        140          0        100:      196        20
Old  :    15,629:     3,861     10,552     10,075      3,770      1,187         70          0          0        140          0        100:      196        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,151:       -50       -581       -860        115        -80         -5          0          0        -65          0          0:      -91      -605
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       67.5       64.5       24.1        7.6        0.4        0.0        0.0        0.9        0.0        0.6:      1.3       0.1
Old  :     100.0:      24.7       67.5       64.5       24.1        7.6        0.4        0.0        0.0        0.9        0.0        0.6:      1.3       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  :        23:        10         10          4          .          4          .          0          0          .          0          .:
Old  :        23:        10         10          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  :                 74.5       86.3       90.7       95.3       69.1       82.8       84.2       88.3
Old  :                 74.5       86.3       90.7       95.3       69.1       82.8       84.2       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, November 09, 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  :     8,512:     2,793      5,947      4,172      1,190      1,150         70          0          0         50        115         90:      187        20
Old  :     8,512:     2,793      5,947      4,172      1,190      1,150         70          0          0         50        115         90:      187        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -576:       -35       -496       -526          5        140         20          0        -20        -25         45        -45:      -85      -205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.8       69.9       49.0       14.0       13.5        0.8        0.0        0.0        0.6        1.4        1.1:      2.2       0.2
Old  :     100.0:      32.8       69.9       49.0       14.0       13.5        0.8        0.0        0.0        0.6        1.4        1.1:      2.2       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  :        23:         8         10          4          .          4          .          0          0          .          .          .:
Old  :        23:         8         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  :                 71.3       73.7       89.9       87.8       62.0       67.5       74.8       78.7
Old  :                 71.3       73.7       89.9       87.8       62.0       67.5       74.8       78.7
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, November 09, 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  :    48,023:    18,724     17,578     23,295     27,915      2,120        600        110          0      2,910         50        250:      124         0
Old  :    48,023:    18,724     17,578     23,295     27,915      2,120        600        110          0      2,910         50        250:      124         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,153:      -857       -473       -250       -345        -25          0         20        -20        125        -25       -125:       -1      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.0       36.6       48.5       58.1        4.4        1.2        0.2        0.0        6.1        0.1        0.5:      0.3       0.0
Old  :     100.0:      39.0       36.6       48.5       58.1        4.4        1.2        0.2        0.0        6.1        0.1        0.5:      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  :        32:        16         14          5          .          6          .          .          0          .          .          .:
Old  :        32:        16         14          5          .          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  :                 71.2       85.7       84.6       94.4       67.6       84.4       80.2       88.4
Old  :                 71.2       85.7       84.6       94.4       67.6       84.4       80.2       88.4
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, November 09, 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  :    51,278:    19,934     17,313     26,250     31,715      1,930          0          0          0      2,800         50        240:      124        30
Old  :    51,278:    19,934     17,313     26,250     31,715      1,930          0          0          0      2,800         50        240:      124        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,263:      -812       -563       -380       -345        -50          0          0          0        120        -25       -120:      -21      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.9       33.8       51.2       61.8        3.8        0.0        0.0        0.0        5.5        0.1        0.5:      0.2       0.1
Old  :     100.0:      38.9       33.8       51.2       61.8        3.8        0.0        0.0        0.0        5.5        0.1        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  :        30:        16         13          5          .          4          0          0          0          .          .          .:
Old  :        30:        16         13          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       88.0       86.4       95.5       70.5       86.8       82.7       90.3
Old  :                 72.7       88.0       86.4       95.5       70.5       86.8       82.7       90.3
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, November 09, 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  :    92,768:    67,290     71,153     16,002     12,493      6,258        200         30        705      1,058      1,010        976:      279       143
Old  :    92,768:    67,290     71,153     16,002     12,493      6,258        200         30        705      1,058      1,010        976:      279       143
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -5,914:    -2,540     -4,874         46      3,110     -2,102         30         30       -150        -67        -46         -4:   -1,127    -1,878
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       76.7       17.2       13.5        6.7        0.2        0.0        0.8        1.1        1.1        1.1:      0.3       0.2
Old  :     100.0:      72.5       76.7       17.2       13.5        6.7        0.2        0.0        0.8        1.1        1.1        1.1:      0.3       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  :        53:        28         25          4          5          5          .          .          .          .          .          .:
Old  :        53:        28         25          4          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  :                 49.9       63.3       69.0       80.3       46.2       53.5       59.6       65.4
Old  :                 49.9       63.3       69.0       80.3       46.2       53.5       59.6       65.4
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, November 09, 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  :   106,816:    78,040     77,788     10,457     11,990     13,723        353        698        593      2,641        999        904:      105       121
Old  :   106,816:    78,040     77,788     10,457     11,990     13,723        353        698        593      2,641        999        904:      105       121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -8,378:    -3,468     -5,802       -368      2,919     -3,132         55        182       -302       -155        -60       -115:     -893    -2,068
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       72.8        9.8       11.2       12.8        0.3        0.7        0.6        2.5        0.9        0.8:      0.1       0.1
Old  :     100.0:      73.1       72.8        9.8       11.2       12.8        0.3        0.7        0.6        2.5        0.9        0.8:      0.1       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  :        60:        31         26          .          6          6          4          .          4          4          4          .:
Old  :        60:        31         26          .          6          6          4          .          4          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  :                 44.7       57.7       65.6       74.0       39.2       47.2       52.4       57.5
Old  :                 44.7       57.7       65.6       74.0       39.2       47.2       52.4       57.5
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, November 09, 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  :   395,270:   286,815    285,888      1,058     39,996     33,547     36,170      2,039      6,393     15,363     11,616     15,512:      412       279
Old  :   395,270:   286,815    285,888      1,058     39,996     33,547     36,170      2,039      6,393     15,363     11,616     15,512:      412       279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :   -11,098:    -8,628     -4,516        731       -867       -744      3,541        843     -4,309       -273        706       -238:   -1,178    -1,973
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       72.3        0.3       10.1        8.5        9.2        0.5        1.6        3.9        2.9        3.9:      0.1       0.1
Old  :     100.0:      72.6       72.3        0.3       10.1        8.5        9.2        0.5        1.6        3.9        2.9        3.9:      0.1       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  :        96:        42         41          .          7          8         17          .         12         17          5         17:
Old  :        96:        42         41          .          7          8         17          .         12         17          5         17:
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  :                 50.5       45.1       63.0       70.3       22.3       23.7       30.5       37.6
Old  :                 50.5       45.1       63.0       70.3       22.3       23.7       30.5       37.6
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, November 09, 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  :    12,600:     7,020      9,210      1,930      2,350        950        860          0          0        785          0          0:    1,055        90
Old  :    12,600:     7,020      9,210      1,930      2,350        950        860          0          0        785          0          0:    1,055        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -735:      -310       -280        -50       -335        -30        -25          0          0       -110          0          0:     -210       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       73.1       15.3       18.7        7.5        6.8        0.0        0.0        6.2        0.0        0.0:      8.4       0.7
Old  :     100.0:      55.7       73.1       15.3       18.7        7.5        6.8        0.0        0.0        6.2        0.0        0.0:      8.4       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  :                 60.8       81.3       82.6       97.6       54.5       75.5       71.2       83.9
Old  :                 60.8       81.3       82.6       97.6       54.5       75.5       71.2       83.9
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, November 09, 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  :    10,055:     5,055      6,510      2,055      1,655      1,200        185        600          0        785          0          0:      775        90
Old  :    10,055:     5,055      6,510      2,055      1,655      1,200        185        600          0        785          0          0:      775        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -755:      -360       -280        -15       -365        -20        -25          0          0       -110          0          0:     -225       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.3       64.7       20.4       16.5       11.9        1.8        6.0        0.0        7.8        0.0        0.0:      7.7       0.9
Old  :     100.0:      50.3       64.7       20.4       16.5       11.9        1.8        6.0        0.0        7.8        0.0        0.0:      7.7       0.9
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  :                 61.9       81.0       81.9       96.2       48.9       67.4       64.1       77.4
Old  :                 61.9       81.0       81.9       96.2       48.9       67.4       64.1       77.4
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, November 09, 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  :    32,414:    21,212     17,631      2,407      2,070      5,183        700      3,115          0      2,160      3,795        600:      152        20
Old  :    32,414:    21,212     17,631      2,407      2,070      5,183        700      3,115          0      2,160      3,795        600:      152        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,119:    -1,218     -2,049     -1,031       -100        200          0          0          0         20          0       -170:       80         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       54.4        7.4        6.4       16.0        2.2        9.6        0.0        6.7       11.7        1.9:      0.5       0.1
Old  :     100.0:      65.4       54.4        7.4        6.4       16.0        2.2        9.6        0.0        6.7       11.7        1.9:      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  :        34:        17         17          .          .          4          .          .          0          .          .          .:
Old  :        34:        17         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  :                 44.3       49.8       70.5       78.0       36.8       43.7       54.5       64.0
Old  :                 44.3       49.8       70.5       78.0       36.8       43.7       54.5       64.0
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, November 09, 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  :    39,422:    20,120     25,125     10,060      3,060      5,787      2,050      4,715          0        950        100        450:        5       185
Old  :    39,422:    20,120     25,125     10,060      3,060      5,787      2,050      4,715          0        950        100        450:        5       185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -177:       -82       -760        277        660        -27       -250          0          0          0         50       -100:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.0       63.7       25.5        7.8       14.7        5.2       12.0        0.0        2.4        0.3        1.1:      0.0       0.5
Old  :     100.0:      51.0       63.7       25.5        7.8       14.7        5.2       12.0        0.0        2.4        0.3        1.1:      0.0       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  :        35:        20         15          .          .          .          .          .          0          .          .          .:
Old  :        35:        20         15          .          .          .          .          .          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  :                 53.2       46.0       76.4       73.4       41.7       34.5       51.1       47.3
Old  :                 53.2       46.0       76.4       73.4       41.7       34.5       51.1       47.3
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, November 09, 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  :    81,501:    58,745     56,526     15,682     17,034        918          0      1,886        281        985          0          0:    4,890     4,856
Old  :    81,501:    58,745     56,526     15,682     17,034        918          0      1,886        281        985          0          0:    4,890     4,856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,899:    -3,169     -2,488       -484       -220       -125          0       -938         -6       -145          0          0:       30      -122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.1       69.4       19.2       20.9        1.1        0.0        2.3        0.3        1.2        0.0        0.0:      6.0       6.0
Old  :     100.0:      72.1       69.4       19.2       20.9        1.1        0.0        2.3        0.3        1.2        0.0        0.0:      6.0       6.0
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  :        28:        13         12          .          4          5          0          .          .          .          0          0:
Old  :        28:        13         12          .          4          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  :                 76.6       67.7       86.9       86.1       72.7       67.0       82.3       82.3
Old  :                 76.6       67.7       86.9       86.1       72.7       67.0       82.3       82.3
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, November 09, 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  :    66,282:    45,950     41,522     12,878     16,386        888          0      1,339         50        725          0          0:    5,791     6,097
Old  :    66,282:    45,950     41,522     12,878     16,386        888          0      1,339         50        725          0          0:    5,791     6,097
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,176:    -2,322     -1,905       -333       -357         10          0       -751         -6       -130          0          0:     -395      -167
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       62.6       19.4       24.7        1.3        0.0        2.0        0.1        1.1        0.0        0.0:      8.7       9.2
Old  :     100.0:      69.3       62.6       19.4       24.7        1.3        0.0        2.0        0.1        1.1        0.0        0.0:      8.7       9.2
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  :        28:        16         13          .          4          5          0          .          .          .          0          0:
Old  :        28:        16         13          .          4          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  :                 73.6       60.1       83.3       82.0       70.1       56.2       76.9       76.1
Old  :                 73.6       60.1       83.3       82.0       70.1       56.2       76.9       76.1
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, November 09, 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  :    22,763:     6,558     15,218     10,034      1,310      1,642        450        280        120          0          0          0:    3,959     4,193
Old  :    22,763:     6,558     15,218     10,034      1,310      1,642        450        280        120          0          0          0:    3,959     4,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,465:      -646       -910       -194         35       -345       -100        -50          0          0          0          0:     -180      -195
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       66.9       44.1        5.8        7.2        2.0        1.2        0.5        0.0        0.0        0.0:     17.4      18.4
Old  :     100.0:      28.8       66.9       44.1        5.8        7.2        2.0        1.2        0.5        0.0        0.0        0.0:     17.4      18.4
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:        10         13          .          .          .          .          .          .          0          0          0:
Old  :        21:        10         13          .          .          .          .          .          .          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       45.1       77.9       67.2       55.7       43.9       62.2       58.1
Old  :                 65.1       45.1       77.9       67.2       55.7       43.9       62.2       58.1
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, November 09, 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  :    20,558:     5,279     14,152     10,238      1,370        985        425        280        120         30          0         10:    3,471     3,641
Old  :    20,558:     5,279     14,152     10,238      1,370        985        425        280        120         30          0         10:    3,471     3,641
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,445:      -391       -885       -439         35       -405        -75        -50          0         10          0        -10:     -135      -130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       68.8       49.8        6.7        4.8        2.1        1.4        0.6        0.1        0.0        0.0:     16.9      17.7
Old  :     100.0:      25.7       68.8       49.8        6.7        4.8        2.1        1.4        0.6        0.1        0.0        0.0:     16.9      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  :        21:         9         12          .          .          .          .          .          .          .          0          .:
Old  :        21:         9         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  :                 66.6       49.3       78.3       72.1       58.6       46.1       66.4       63.0
Old  :                 66.6       49.3       78.3       72.1       58.6       46.1       66.4       63.0
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, November 09, 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  :    29,293:    15,582     13,092      5,765      8,591      1,861      2,640      1,799        480          0        602        312:    2,653     2,556
Old  :    29,293:    15,582     13,092      5,765      8,591      1,861      2,640      1,799        480          0        602        312:    2,653     2,556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,129:    -2,678     -1,662        196       -980       -204       -390       -240       -260          0          5        -60:      267       272
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       44.7       19.7       29.3        6.4        9.0        6.1        1.6        0.0        2.1        1.1:      9.1       8.7
Old  :     100.0:      53.2       44.7       19.7       29.3        6.4        9.0        6.1        1.6        0.0        2.1        1.1:      9.1       8.7
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  :        31:        14         17          .          .          4          .          .          .          0          .          .:
Old  :        31:        14         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  :                 43.1       56.1       67.9       73.1       34.7       52.2       54.2       61.8
Old  :                 43.1       56.1       67.9       73.1       34.7       52.2       54.2       61.8
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, November 09, 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  :    20,933:    11,921     10,350      6,120      2,440        682         50      4,732        316        226        558        110:    1,508     1,745
Old  :    20,933:    11,921     10,350      6,120      2,440        682         50      4,732        316        226        558        110:    1,508     1,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,411:      -869       -860       -144       -445       -191        -50        235       -152         55        -45        -55:       -5       102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       49.4       29.2       11.7        3.3        0.2       22.6        1.5        1.1        2.7        0.5:      7.2       8.3
Old  :     100.0:      56.9       49.4       29.2       11.7        3.3        0.2       22.6        1.5        1.1        2.7        0.5:      7.2       8.3
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  :        30:        15         15          4          .          .          .          .          .          .          .          .:
Old  :        30:        15         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  :                 48.4       55.8       69.8       75.4       41.5       51.3       54.7       61.6
Old  :                 48.4       55.8       69.8       75.4       41.5       51.3       54.7       61.6
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, November 09, 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  :    18,703:    13,147      7,763      1,980      2,216        807          0      5,466          0          0          0          0:    2,769     2,451
Old  :    18,703:    13,147      7,763      1,980      2,216        807          0      5,466          0          0          0          0:    2,769     2,451
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,352:      -966       -777       -143       -293       -127          0        -15          0          0          0          0:     -116      -140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       41.5       10.6       11.8        4.3        0.0       29.2        0.0        0.0        0.0        0.0:     14.8      13.1
Old  :     100.0:      70.3       41.5       10.6       11.8        4.3        0.0       29.2        0.0        0.0        0.0        0.0:     14.8      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  :        22:        14         10          4          .          .          0          .          0          0          0          0:
Old  :        22:        14         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  :                 62.9       67.1       76.2       83.4       59.0       62.2       68.1       73.3
Old  :                 62.9       67.1       76.2       83.4       59.0       62.2       68.1       73.3
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, November 09, 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  :    20,381:    12,275      7,026      5,550      4,560        443          0      6,410         50          0         35         75:    1,988     1,782
Old  :    20,381:    12,275      7,026      5,550      4,560        443          0      6,410         50          0         35         75:    1,988     1,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :      -170:      -490        205       -135       -105          0          0       -710        -50          0          0          0:      505       490
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.2       34.5       27.2       22.4        2.2        0.0       31.5        0.2        0.0        0.2        0.4:      9.8       8.7
Old  :     100.0:      60.2       34.5       27.2       22.4        2.2        0.0       31.5        0.2        0.0        0.2        0.4:      9.8       8.7
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         12          .          .          .          0          .          .          0          .          .:
Old  :        21:         9         12          .          .          .          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  :                 64.2       62.8       86.5       83.2       58.7       60.5       73.8       74.1
Old  :                 64.2       62.8       86.5       83.2       58.7       60.5       73.8       74.1
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, November 09, 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  :   101,082:    34,402     45,082     31,398     32,828      3,950     13,855      1,000          0          0        545        370:   17,107    17,307
Old  :   101,082:    34,402     45,082     31,398     32,828      3,950     13,855      1,000          0          0        545        370:   17,107    17,307
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,533:     1,460     -2,467     -3,873     -1,115        943     -1,070        -50          0          0        178       -178:      185       156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.0       44.6       31.1       32.5        3.9       13.7        1.0        0.0        0.0        0.5        0.4:     16.9      17.1
Old  :     100.0:      34.0       44.6       31.1       32.5        3.9       13.7        1.0        0.0        0.0        0.5        0.4:     16.9      17.1
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:        15         16          .          .          .          .          .          0          0          .          .:
Old  :        28:        15         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  :                 53.5       51.2       69.2       70.3       49.8       48.7       60.3       62.7
Old  :                 53.5       51.2       69.2       70.3       49.8       48.7       60.3       62.7
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, November 09, 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  :   101,954:    33,717     45,777     23,437     29,728      4,495     13,685      1,000          0      6,075        393        441:   20,104    20,120
Old  :   101,954:    33,717     45,777     23,437     29,728      4,495     13,685      1,000          0      6,075        393        441:   20,104    20,120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,779:     1,090     -2,652     -3,612       -920      1,285     -1,145        -50          0         55         32        -87:      635       613
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       44.9       23.0       29.2        4.4       13.4        1.0        0.0        6.0        0.4        0.4:     19.7      19.7
Old  :     100.0:      33.1       44.9       23.0       29.2        4.4       13.4        1.0        0.0        6.0        0.4        0.4:     19.7      19.7
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  :        30:        14         16          4          .          4          .          .          0          .          .          .:
Old  :        30:        14         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  :                 44.5       47.9       63.2       67.2       41.8       47.0       55.7       60.7
Old  :                 44.5       47.9       63.2       67.2       41.8       47.0       55.7       60.7
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, November 09, 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  :    24,132:    16,340      8,333      1,283          0      2,262          0      7,925        400        770      1,915          0:    3,077     3,297
Old  :    24,132:    16,340      8,333      1,283          0      2,262          0      7,925        400        770      1,915          0:    3,077     3,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,196:      -977       -141        216          0       -241          0       -935        -50        -50       -215          0:      -94       386
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       34.5        5.3        0.0        9.4        0.0       32.8        1.7        3.2        7.9        0.0:     12.8      13.7
Old  :     100.0:      67.7       34.5        5.3        0.0        9.4        0.0       32.8        1.7        3.2        7.9        0.0:     12.8      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  :        27:        17          8          .          0          .          0          .          .          .          .          0:
Old  :        27:        17          8          .          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  :                 48.7       61.3       65.3       80.3       38.9       58.6       53.9       63.6
Old  :                 48.7       61.3       65.3       80.3       38.9       58.6       53.9       63.6
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, November 09, 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  :    24,092:    16,350      8,383      1,273          0      2,247          0      7,925        400        770      1,865          0:    3,052     3,272
Old  :    24,092:    16,350      8,383      1,273          0      2,247          0      7,925        400        770      1,865          0:    3,052     3,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,161:      -967       -131        241          0       -266          0       -935        -50        -50       -190          0:      -69       411
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       34.8        5.3        0.0        9.3        0.0       32.9        1.7        3.2        7.7        0.0:     12.7      13.6
Old  :     100.0:      67.9       34.8        5.3        0.0        9.3        0.0       32.9        1.7        3.2        7.7        0.0:     12.7      13.6
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:        17          8          .          0          .          0          .          .          .          .          0:
Old  :        27:        17          8          .          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  :                 48.6       61.3       65.3       80.3       39.0       58.4       54.0       63.6
Old  :                 48.6       61.3       65.3       80.3       39.0       58.4       54.0       63.6
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, November 09, 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  :    54,653:    13,650     38,574     29,314     13,355         50      5,005         65         60      3,800          0          0:    2,774     2,549
Old  :    54,653:    13,650     38,574     29,314     13,355         50      5,005         65         60      3,800          0          0:    2,774     2,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,468:      -528     -2,753     -1,345       -635          0     -1,125         30        -30       -360          0          0:      -80       -80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.0       70.6       53.6       24.4        0.1        9.2        0.1        0.1        7.0        0.0        0.0:      5.1       4.7
Old  :     100.0:      25.0       70.6       53.6       24.4        0.1        9.2        0.1        0.1        7.0        0.0        0.0:      5.1       4.7
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:         7         11          .          .          .          .          .          .          .          0          0:
Old  :        21:         7         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  :                 74.6       84.7       92.9       92.1       74.4       84.7       92.2       91.7
Old  :                 74.6       84.7       92.9       92.1       74.4       84.7       92.2       91.7
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, November 09, 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  :    58,334:    13,484     37,539     33,590     12,405          0      5,055         65         60      3,650      6,000          0:    2,495     2,265
Old  :    58,334:    13,484     37,539     33,590     12,405          0      5,055         65         60      3,650      6,000          0:    2,495     2,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,968:      -708     -3,418     -1,785       -515          0     -1,125         30        -30       -285          0          0:      -35       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.1       64.4       57.6       21.3        0.0        8.7        0.1        0.1        6.3       10.3        0.0:      4.3       3.9
Old  :     100.0:      23.1       64.4       57.6       21.3        0.0        8.7        0.1        0.1        6.3       10.3        0.0:      4.3       3.9
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:         7         11          .          .          0          .          .          .          .          .          0:
Old  :        22:         7         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  :                 77.3       82.3       93.9       92.0       77.1       82.3       93.2       91.8
Old  :                 77.3       82.3       93.9       92.0       77.1       82.3       93.2       91.8
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, November 09, 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  :    52,765:    20,845     45,840     17,990      1,375      2,240      2,155        350          0      7,110      1,200         35:    2,390     1,725
Old  :    52,765:    20,845     45,840     17,990      1,375      2,240      2,155        350          0      7,110      1,200         35:    2,390     1,725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,010:    -1,075     -2,205        240        465       -245       -245       -125         -5       -495          0          0:     -185       105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.5       86.9       34.1        2.6        4.2        4.1        0.7        0.0       13.5        2.3        0.1:      4.5       3.3
Old  :     100.0:      39.5       86.9       34.1        2.6        4.2        4.1        0.7        0.0       13.5        2.3        0.1:      4.5       3.3
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  :        33:        16         10          .          .          5          .          .          0          4          .          .:
Old  :        33:        16         10          .          .          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  :                 55.5       82.7       74.5       91.5       53.3       80.7       71.8       86.7
Old  :                 55.5       82.7       74.5       91.5       53.3       80.7       71.8       86.7
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, November 09, 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  :    48,990:    18,245     42,055     17,825        935      2,440      1,805        350         55      5,700      1,200        385:    2,535     1,570
Old  :    48,990:    18,245     42,055     17,825        935      2,440      1,805        350         55      5,700      1,200        385:    2,535     1,570
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,745:    -1,470     -1,915        360        435       -245       -245       -125         -5       -345          0          0:      205       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.2       85.8       36.4        1.9        5.0        3.7        0.7        0.1       11.6        2.4        0.8:      5.2       3.2
Old  :     100.0:      37.2       85.8       36.4        1.9        5.0        3.7        0.7        0.1       11.6        2.4        0.8:      5.2       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  :        31:        15         10          .          .          5          .          .          .          .          .          .:
Old  :        31:        15         10          .          .          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  :                 56.4       81.2       75.5       90.3       53.3       79.8       71.8       85.3
Old  :                 56.4       81.2       75.5       90.3       53.3       79.8       71.8       85.3
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, November 09, 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  :    66,740:    27,290     46,075      6,690      7,560      7,185     18,110          0         35      1,445         50      1,225:    4,760     4,610
Old  :    66,740:    27,290     46,075      6,690      7,560      7,185     18,110          0         35      1,445         50      1,225:    4,760     4,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -5,705:    -2,175     -8,695     -3,485      2,615      1,020       -160       -115       -190       -380        -25          0:     -335      -315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.9       69.0       10.0       11.3       10.8       27.1        0.0        0.1        2.2        0.1        1.8:      7.1       6.9
Old  :     100.0:      40.9       69.0       10.0       11.3       10.8       27.1        0.0        0.1        2.2        0.1        1.8:      7.1       6.9
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         13          4          .          6          4          0          .          .          .          .:
Old  :        36:        18         13          4          .          6          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  :                 50.4       63.5       72.2       81.4       44.1       63.2       62.7       72.7
Old  :                 50.4       63.5       72.2       81.4       44.1       63.2       62.7       72.7
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, November 09, 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  :    64,300:    26,520     44,060      7,120      7,935      6,215     17,835          0         35        600         50      1,225:    4,750     4,780
Old  :    64,300:    26,520     44,060      7,120      7,935      6,215     17,835          0         35        600         50      1,225:    4,750     4,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -4,790:    -2,175     -8,415     -3,020      2,990        880       -285       -290        -15       -245        -25          0:       70        85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.2       68.5       11.1       12.3        9.7       27.7        0.0        0.1        0.9        0.1        1.9:      7.4       7.4
Old  :     100.0:      41.2       68.5       11.1       12.3        9.7       27.7        0.0        0.1        0.9        0.1        1.9:      7.4       7.4
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  :        36:        18         15          4          .          5          4          0          .          .          .          .:
Old  :        36:        18         15          4          .          5          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  :                 51.4       62.5       72.7       80.5       43.9       62.3       63.5       71.2
Old  :                 51.4       62.5       72.7       80.5       43.9       62.3       63.5       71.2
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, November 09, 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  :    51,768:    28,879     27,355      4,385     15,063        102     10,360      1,785        920      1,190        730        925:    5,007     4,888
Old  :    51,768:    28,879     27,355      4,385     15,063        102     10,360      1,785        920      1,190        730        925:    5,007     4,888
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,563:    -2,294     -1,410        -47     -1,531        -50       -555        235       -235        -50       -240          0:     -332      -332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       52.8        8.5       29.1        0.2       20.0        3.4        1.8        2.3        1.4        1.8:      9.7       9.4
Old  :     100.0:      55.8       52.8        8.5       29.1        0.2       20.0        3.4        1.8        2.3        1.4        1.8:      9.7       9.4
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  :        31:        20          8          4          .          .          .          .          .          .          .          .:
Old  :        31:        20          8          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  :                 48.5       76.7       64.0       89.4       48.5       70.3       62.2       80.3
Old  :                 48.5       76.7       64.0       89.4       48.5       70.3       62.2       80.3
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, November 09, 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  :    45,606:    25,831     27,465      4,182      9,095      1,030      7,410      1,785        920        855        145      1,075:    4,303     4,091
Old  :    45,606:    25,831     27,465      4,182      9,095      1,030      7,410      1,785        920        855        145      1,075:    4,303     4,091
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -3,013:    -1,961     -1,290          8     -1,274        -70       -465        235       -235        -41       -160          0:     -249      -219
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.6       60.2        9.2       19.9        2.3       16.2        3.9        2.0        1.9        0.3        2.4:      9.4       9.0
Old  :     100.0:      56.6       60.2        9.2       19.9        2.3       16.2        3.9        2.0        1.9        0.3        2.4:      9.4       9.0
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          8          4          .          .          .          .          .          .          .          .:
Old  :        31:        18          8          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  :                 47.0       75.8       63.0       88.8       46.3       67.8       60.9       76.9
Old  :                 47.0       75.8       63.0       88.8       46.3       67.8       60.9       76.9
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, November 09, 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  :   209,125:   116,702     94,634     35,644      7,949      5,477          0     38,790        125        100     10,963        260:   50,817    50,927
Old  :   209,125:   116,702     94,634     35,644      7,949      5,477          0     38,790        125        100     10,963        260:   50,817    50,927
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -9,310:    -8,843     -2,638      1,677     -2,630        -85          0     -1,785       -105        100       -183        -61:   -1,993    -1,823
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       45.3       17.0        3.8        2.6        0.0       18.5        0.1        0.0        5.2        0.1:     24.3      24.4
Old  :     100.0:      55.8       45.3       17.0        3.8        2.6        0.0       18.5        0.1        0.0        5.2        0.1:     24.3      24.4
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  :        46:        25         26          .          4          6          0          4          .          .          5          .:
Old  :        46:        25         26          .          4          6          0          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  :                 48.0       34.7       65.3       50.2       36.1       26.9       50.6       40.2
Old  :                 48.0       34.7       65.3       50.2       36.1       26.9       50.6       40.2
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, November 09, 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  :   195,170:   111,886     91,703     27,800      3,220      8,411         40     35,535        265        100      9,258        767:   45,901    46,011
Old  :   195,170:   111,886     91,703     27,800      3,220      8,411         40     35,535        265        100      9,258        767:   45,901    46,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -7,360:    -8,848     -2,802      3,195     -1,276       -504         -5     -1,900       -130         75        225       -176:     -967      -797
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.3       47.0       14.2        1.6        4.3        0.0       18.2        0.1        0.1        4.7        0.4:     23.5      23.6
Old  :     100.0:      57.3       47.0       14.2        1.6        4.3        0.0       18.2        0.1        0.1        4.7        0.4:     23.5      23.6
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  :        46:        24         24          4          .          6          .          .          .          .          4          .:
Old  :        46:        24         24          4          .          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  :                 42.6       34.6       63.0       50.3       30.6       27.3       48.1       41.0
Old  :                 42.6       34.6       63.0       50.3       30.6       27.3       48.1       41.0
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, November 09, 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  :    49,564:    16,502     28,339     12,147      3,220     11,065      3,470          0        155          0        550         10:    6,215     6,225
Old  :    49,564:    16,502     28,339     12,147      3,220     11,065      3,470          0        155          0        550         10:    6,215     6,225
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,120:    -1,505     -1,205        720        155       -580       -245          0       -115          0       -135          0:     -395      -240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.3       57.2       24.5        6.5       22.3        7.0        0.0        0.3        0.0        1.1        0.0:     12.5      12.6
Old  :     100.0:      33.3       57.2       24.5        6.5       22.3        7.0        0.0        0.3        0.0        1.1        0.0:     12.5      12.6
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  :        29:        15         15          5          .          6          .          0          .          0          .          .:
Old  :        29:        15         15          5          .          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  :                 48.9       42.9       67.8       66.8       34.1       31.7       45.1       44.5
Old  :                 48.9       42.9       67.8       66.8       34.1       31.7       45.1       44.5
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, November 09, 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  :    47,182:    11,884     27,864     14,920      2,260      9,663      3,190          0        810          0        490         10:    6,705     6,085
Old  :    47,182:    11,884     27,864     14,920      2,260      9,663      3,190          0        810          0        490         10:    6,705     6,085
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,881:    -1,000       -190       -110       -905        183        -85          0       -499          0       -100          0:     -370      -370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.2       59.1       31.6        4.8       20.5        6.8        0.0        1.7        0.0        1.0        0.0:     14.2      12.9
Old  :     100.0:      25.2       59.1       31.6        4.8       20.5        6.8        0.0        1.7        0.0        1.0        0.0:     14.2      12.9
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:        12         15          4          .          5          .          0          .          0          .          .:
Old  :        28:        12         15          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  :                 55.9       47.8       72.6       64.9       44.3       36.6       48.6       47.2
Old  :                 55.9       47.8       72.6       64.9       44.3       36.6       48.6       47.2
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, November 09, 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  :    44,335:    21,406     24,266      5,635      2,204      7,870      3,475      5,010          0        530          0          0:    5,419     4,985
Old  :    44,335:    21,406     24,266      5,635      2,204      7,870      3,475      5,010          0        530          0          0:    5,419     4,985
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,555:    -1,020     -1,985       -400        890       -560        -25       -455          0       -115          0          0:     -435      -445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.3       54.7       12.7        5.0       17.8        7.8       11.3        0.0        1.2        0.0        0.0:     12.2      11.2
Old  :     100.0:      48.3       54.7       12.7        5.0       17.8        7.8       11.3        0.0        1.2        0.0        0.0:     12.2      11.2
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  :        25:        12         14          .          .          5          .          .          0          .          0          0:
Old  :        25:        12         14          .          .          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  :                 45.9       49.0       69.2       71.5       28.9       29.6       39.0       41.2
Old  :                 45.9       49.0       69.2       71.5       28.9       29.6       39.0       41.2
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, November 09, 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  :    49,739:    17,045     25,619      1,140      2,685      9,760     16,120      6,430          0        530          0          0:    5,144     5,245
Old  :    49,739:    17,045     25,619      1,140      2,685      9,760     16,120      6,430          0        530          0          0:    5,144     5,245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -1,245:      -600       -485          5       -190       -245       -375       -415          0       -115          0          0:       85        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       51.5        2.3        5.4       19.6       32.4       12.9        0.0        1.1        0.0        0.0:     10.3      10.5
Old  :     100.0:      34.3       51.5        2.3        5.4       19.6       32.4       12.9        0.0        1.1        0.0        0.0:     10.3      10.5
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:        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  :                 60.3       60.3       76.6       78.7       44.2       43.8       50.1       50.8
Old  :                 60.3       60.3       76.6       78.7       44.2       43.8       50.1       50.8
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, November 09, 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  :   230,145:   130,861    109,526     10,667     41,102     20,517      9,600        525      7,530        927      1,202        786:   49,257    48,957
Old  :   230,145:   130,861    109,526     10,667     41,102     20,517      9,600        525      7,530        927      1,202        786:   49,257    48,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :    -2,062:     1,825       -623      3,990      4,410     -2,559     -1,348        525        -10        140        495       -180:   -3,920    -4,120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       47.6        4.6       17.9        8.9        4.2        0.2        3.3        0.4        0.5        0.3:     21.4      21.3
Old  :     100.0:      56.9       47.6        4.6       17.9        8.9        4.2        0.2        3.3        0.4        0.5        0.3:     21.4      21.3
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  :        46:        25         24          4          .          6          4          .          .          .          .          4:
Old  :        46:        25         24          4          .          6          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  :                 41.2       41.7       56.5       62.0       35.1       38.3       42.7       47.0
Old  :                 41.2       41.7       56.5       62.0       35.1       38.3       42.7       47.0
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, November 09, 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  :   186,050:   109,648    104,886      8,295     18,450     18,926      4,395          0      9,796      2,145        597        430:   32,415    32,965
Old  :   186,050:   109,648    104,886      8,295     18,450     18,926      4,395          0      9,796      2,145        597        430:   32,415    32,965
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 2, 2021                                                                 :
     :   -10,446:    -5,422    -10,282        310      4,585     -2,315       -400          0        -69        190         40       -230:   -2,510    -2,175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       56.4        4.5        9.9       10.2        2.4        0.0        5.3        1.2        0.3        0.2:     17.4      17.7
Old  :     100.0:      58.9       56.4        4.5        9.9       10.2        2.4        0.0        5.3        1.2        0.3        0.2:     17.4      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         24          .          4          6          4          0          .          .          .          .:
Old  :        42:        24         24          .          4          6          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  :                 38.5       42.9       57.6       69.7       27.3       33.8       35.5       43.6
Old  :                 38.5       42.9       57.6       69.7       27.3       33.8       35.5       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 15, 2021