Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,830 : : Positions : : 14,244 12,475 0 1,392 1,287 264 0 96 174 1,153 948 : : : : Changes from: September 21, 2021 : : -778 274 -147 -183 -20 -72 0 0 68 -972 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 70.0 0.0 7.8 7.2 1.5 0.0 0.5 1.0 6.5 5.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 0 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 32,838 : : Positions : : 21,940 28,718 3,874 80 2,409 276 50 187 2,743 0 1,389 : : : : Changes from: September 21, 2021 : : 38 176 64 0 -74 0 -25 50 45 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 87.5 11.8 0.2 7.3 0.8 0.2 0.6 8.4 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 24 . . . . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 29,268 : : Positions : : 21,098 22,911 200 2,437 2,750 372 0 153 4,230 552 465 : : : : Changes from: September 21, 2021 : : 425 -25 -175 225 225 0 0 0 25 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 78.3 0.7 8.3 9.4 1.3 0.0 0.5 14.5 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 171,140 : : Positions : : 111,762 123,501 1,060 15,326 27,042 22,811 0 1,617 4,718 2,326 955 : : : : Changes from: September 21, 2021 : : 2,141 4,894 1,060 -4,411 1,184 -2,749 0 1,290 181 23 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 72.2 0.6 9.0 15.8 13.3 0.0 0.9 2.8 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 33 . 7 7 10 0 4 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 61,474 : : Positions : : 54,951 39,416 1,500 14,249 989 1,222 125 370 0 4,042 2,239 : : : : Changes from: September 21, 2021 : : 1,257 1,170 0 529 24 -45 125 0 0 -549 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 64.1 2.4 23.2 1.6 2.0 0.2 0.6 0.0 6.6 3.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 21 . 4 . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 38,927 : : Positions : : 33,420 29,186 1,182 4,716 2,235 0 0 0 700 1,390 1,390 : : : : Changes from: September 21, 2021 : : 200 340 -160 -425 194 0 0 0 -200 -75 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 75.0 3.0 12.1 5.7 0.0 0.0 0.0 1.8 3.6 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 47,642 : : Positions : : 27,038 17,910 3,800 17,658 5,592 10,340 0 0 75 5,770 431 : : : : Changes from: September 21, 2021 : : 70 -5 148 243 -223 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 37.6 8.0 37.1 11.7 21.7 0.0 0.0 0.2 12.1 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 19 5 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 59,468 : : Positions : : 44,359 20,805 1,333 27,919 4,699 6,911 123 662 333 4,334 851 : : : : Changes from: September 21, 2021 : : -30 160 108 -707 87 -532 0 0 15 -17 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 35.0 2.2 46.9 7.9 11.6 0.2 1.1 0.6 7.3 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 18 20 . 6 7 8 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,244 : : Positions : : 40,659 27,160 24,025 33,056 1,276 0 25 0 583 5,292 1,335 : : : : Changes from: September 21, 2021 : : 1,223 281 268 1,055 -60 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 39.8 35.2 48.4 1.9 0.0 0.0 0.0 0.9 7.8 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 5 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 85,813 : : Positions : : 53,580 27,402 27,555 48,997 1,894 28 40 0 1,032 6,206 1,254 : : : : Changes from: September 21, 2021 : : 1,706 111 230 1,755 165 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 31.9 32.1 57.1 2.2 0.0 0.0 0.0 1.2 7.2 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 5 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,759 : : Positions : : 17,975 25,092 7,568 0 2,143 0 0 0 27 25 34 : : : : Changes from: September 21, 2021 : : 331 323 -50 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 90.4 27.3 0.0 7.7 0.0 0.0 0.0 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 4 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 30,973 : : Positions : : 25,807 16,302 1,060 10,881 3,575 0 200 0 300 0 0 : : : : Changes from: September 21, 2021 : : -95 -410 -25 250 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 52.6 3.4 35.1 11.5 0.0 0.6 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,832 : : Positions : : 20,667 22,457 5,855 2,025 3,270 0 100 0 0 1,960 20 : : : : Changes from: September 21, 2021 : : -250 -250 0 -240 240 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 75.3 19.6 6.8 11.0 0.0 0.3 0.0 0.0 6.6 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 129,217 : : Positions : : 75,724 68,670 14,610 24,291 22,224 10,477 3,130 1,029 664 5,849 3,746 : : : : Changes from: September 21, 2021 : : 2,044 2,356 -54 -2,112 1,686 -726 96 5 -484 372 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 53.1 11.3 18.8 17.2 8.1 2.4 0.8 0.5 4.5 2.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 31 . 5 5 4 . . 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 40,362 : : Positions : : 15,024 22,796 20,060 989 5,052 0 10,025 0 25 1,500 0 : : : : Changes from: September 21, 2021 : : -75 0 450 450 -834 0 105 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 56.5 49.7 2.5 12.5 0.0 24.8 0.0 0.1 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 36,151 : : Positions : : 14,338 21,520 15,577 145 5,956 0 6,950 80 0 1,500 0 : : : : Changes from: September 21, 2021 : : 0 0 0 0 0 0 180 -80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 59.5 43.1 0.4 16.5 0.0 19.2 0.2 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 73,837 : : Positions : : 42,335 43,917 8,366 12,834 13,199 5,498 0 80 1,860 900 1,990 : : : : Changes from: September 21, 2021 : : 1,625 4,355 60 -1,740 630 180 0 -80 450 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.5 11.3 17.4 17.9 7.4 0.0 0.1 2.5 1.2 2.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 34,644 : : Positions : : 23,968 32,230 8,760 50 1,849 0 0 0 0 75 0 : : : : Changes from: September 21, 2021 : : 448 693 245 0 -265 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 93.0 25.3 0.1 5.3 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 40,677 : : Positions : : 32,498 25,651 3,531 10,729 3,816 620 266 0 0 0 0 : : : : Changes from: September 21, 2021 : : -238 -492 75 365 -2 -60 -41 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 63.1 8.7 26.4 9.4 1.5 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,059 : : Positions : : 31,100 41,403 10,397 2,809 2,242 0 0 0 2,636 100 10 : : : : Changes from: September 21, 2021 : : 126 474 0 -350 350 0 0 0 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 88.0 22.1 6.0 4.8 0.0 0.0 0.0 5.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,103 : : Positions : : 35,298 41,285 10,654 7,488 2,535 0 273 0 3,008 160 182 : : : : Changes from: September 21, 2021 : : 322 782 -125 -500 450 0 10 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 79.2 20.4 14.4 4.9 0.0 0.5 0.0 5.8 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 12 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 84,156 : : Positions : : 64,750 75,867 14,093 5,350 1,283 0 277 148 2,301 0 1,139 : : : : Changes from: September 21, 2021 : : 485 110 -110 -20 89 0 0 0 -230 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 90.2 16.7 6.4 1.5 0.0 0.3 0.2 2.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 24 6 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 107,757 : : Positions : : 83,039 95,498 15,234 7,808 1,820 994 748 220 4,941 568 866 : : : : Changes from: September 21, 2021 : : -295 467 -170 -9 278 -197 -95 95 692 -260 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 88.6 14.1 7.2 1.7 0.9 0.7 0.2 4.6 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 26 7 . 5 5 . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 61,813 : : Positions : : 43,722 56,131 14,611 0 1,230 75 1,088 60 975 2,484 765 : : : : Changes from: September 21, 2021 : : 850 960 335 0 -587 75 0 0 -475 -175 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 90.8 23.6 0.0 2.0 0.1 1.8 0.1 1.6 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 49,231 : : Positions : : 33,224 45,887 13,127 0 1,414 150 0 0 730 1,470 460 : : : : Changes from: September 21, 2021 : : 80 800 196 -244 244 0 0 0 250 -50 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 93.2 26.7 0.0 2.9 0.3 0.0 0.0 1.5 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 43,394 : : Positions : : 27,538 34,757 7,308 142 7,602 0 0 0 411 762 39 : : : : Changes from: September 21, 2021 : : 1,030 942 -33 42 441 0 0 0 28 1 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 80.1 16.8 0.3 17.5 0.0 0.0 0.0 0.9 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 6 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 48,221 : : Positions : : 31,072 40,201 11,618 948 3,706 323 2,210 0 1,037 828 42 : : : : Changes from: September 21, 2021 : : -295 -608 386 550 -313 -50 10 0 -25 15 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 83.4 24.1 2.0 7.7 0.7 4.6 0.0 2.2 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 15 . . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 14,655 : : Positions : : 8,115 11,469 5,462 668 601 0 1,090 0 0 769 0 : : : : Changes from: September 21, 2021 : : 418 348 -418 -335 66 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 78.3 37.3 4.6 4.1 0.0 7.4 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 13,398 : : Positions : : 7,229 11,016 4,894 760 774 0 200 0 0 610 0 : : : : Changes from: September 21, 2021 : : 147 31 -420 -340 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 82.2 36.5 5.7 5.8 0.0 1.5 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 25,537 : : Positions : : 21,321 17,356 2,650 7,020 0 0 422 0 691 300 96 : : : : Changes from: September 21, 2021 : : 705 308 0 292 -74 0 0 0 81 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 68.0 10.4 27.5 0.0 0.0 1.7 0.0 2.7 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,469 : : Positions : : 13,440 14,084 1,405 1,748 130 0 0 0 527 0 110 : : : : Changes from: September 21, 2021 : : 109 -129 -350 150 0 0 0 0 107 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 85.5 8.5 10.6 0.8 0.0 0.0 0.0 3.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 37,280 : : Positions : : 22,718 20,319 9,495 10,619 1,298 800 3,930 50 2,023 40 640 : : : : Changes from: September 21, 2021 : : 312 523 441 61 -156 0 -19 0 1 39 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 54.5 25.5 28.5 3.5 2.1 10.5 0.1 5.4 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 18 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 22,113 : : Positions : : 15,450 11,638 3,401 6,157 1,209 200 2,383 0 1,297 105 381 : : : : Changes from: September 21, 2021 : : 471 619 25 -30 132 0 -4 0 0 10 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 52.6 15.4 27.8 5.5 0.9 10.8 0.0 5.9 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 16 . . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,446 : : Positions : : 5,677 14,849 7,248 0 337 279 0 102 1,655 25 100 : : : : Changes from: September 21, 2021 : : 247 150 0 0 42 0 0 0 -97 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 96.1 46.9 0.0 2.2 1.8 0.0 0.7 10.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 18,413 : : Positions : : 6,389 18,413 9,856 0 0 0 0 0 2,120 0 0 : : : : Changes from: September 21, 2021 : : 175 -100 -50 0 0 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 100.0 53.5 0.0 0.0 0.0 0.0 0.0 11.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,260 : : Positions : : 4,097 9,923 9,538 4,400 1,757 75 0 20 270 0 100 : : : : Changes from: September 21, 2021 : : 80 393 283 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 61.0 58.7 27.1 10.8 0.5 0.0 0.1 1.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 5 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,724 : : Positions : : 2,960 5,433 3,307 1,170 1,686 80 0 20 100 25 180 : : : : Changes from: September 21, 2021 : : 140 363 403 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 62.3 37.9 13.4 19.3 0.9 0.0 0.2 1.1 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,079 : : Positions : : 19,513 39,314 20,490 4,005 2,045 600 75 40 2,660 100 500 : : : : Changes from: September 21, 2021 : : 1,020 -425 -1,280 125 165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 85.3 44.5 8.7 4.4 1.3 0.2 0.1 5.8 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,274 : : Positions : : 20,748 42,464 23,250 4,180 2,040 0 0 0 2,560 100 480 : : : : Changes from: September 21, 2021 : : 1,125 -90 -1,025 150 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 86.2 47.2 8.5 4.1 0.0 0.0 0.0 5.2 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 101,123 : : Positions : : 70,759 78,994 17,011 8,087 9,861 95 100 895 1,245 1,970 906 : : : : Changes from: September 21, 2021 : : 451 1,260 375 -409 -188 10 -110 110 25 169 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 78.1 16.8 8.0 9.8 0.1 0.1 0.9 1.2 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 26 4 5 5 . . 4 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 117,112 : : Positions : : 83,534 87,677 11,542 8,321 16,960 325 578 852 2,256 968 1,556 : : : : Changes from: September 21, 2021 : : 291 1,798 -23 -1,104 656 90 -176 76 -18 -239 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 74.9 9.9 7.1 14.5 0.3 0.5 0.7 1.9 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 28 . 6 6 . . 4 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 403,224 : : Positions : : 290,478 301,786 1,515 41,874 32,129 37,054 696 8,436 19,730 4,383 13,582 : : : : Changes from: September 21, 2021 : : 19 1,574 69 -1,266 806 224 316 -713 158 -41 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 74.8 0.4 10.4 8.0 9.2 0.2 2.1 4.9 1.1 3.4 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 37 . 6 8 18 . 9 16 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 14,025 : : Positions : : 7,890 9,930 2,225 2,985 1,000 910 0 0 1,005 0 0 : : : : Changes from: September 21, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 70.8 15.9 21.3 7.1 6.5 0.0 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 11,505 : : Positions : : 6,055 7,230 2,270 2,345 1,220 210 600 0 1,005 0 0 : : : : Changes from: September 21, 2021 : : 90 35 -10 150 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 62.8 19.7 20.4 10.6 1.8 5.2 0.0 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 35,070 : : Positions : : 23,287 22,012 3,523 2,150 4,628 700 3,115 0 2,690 2,995 170 : : : : Changes from: September 21, 2021 : : 1,775 -179 6 1,050 -25 0 0 0 -50 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 62.8 10.0 6.1 13.2 2.0 8.9 0.0 7.7 8.5 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 36,562 : : Positions : : 17,345 24,800 9,600 950 5,897 2,000 4,715 100 1,300 0 100 : : : : Changes from: September 21, 2021 : : 1,750 1,925 225 0 0 -50 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 67.8 26.3 2.6 16.1 5.5 12.9 0.3 3.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 85,660 : : Positions : : 62,347 56,864 15,515 19,139 478 0 3,139 300 1,315 0 0 : : : : Changes from: September 21, 2021 : : -36 404 900 -10 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 66.4 18.1 22.3 0.6 0.0 3.7 0.4 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,779 : : Positions : : 48,211 41,011 12,369 18,213 438 0 2,429 60 1,020 0 0 : : : : Changes from: September 21, 2021 : : -560 50 1,080 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 59.6 18.0 26.5 0.6 0.0 3.5 0.1 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,909 : : Positions : : 7,083 17,286 11,332 1,235 2,505 750 380 120 0 0 0 : : : : Changes from: September 21, 2021 : : 30 285 225 0 -175 -150 -120 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 69.4 45.5 5.0 10.1 3.0 1.5 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,874 : : Positions : : 5,329 16,560 12,491 1,295 2,040 675 380 120 0 0 0 : : : : Changes from: September 21, 2021 : : 30 200 200 0 -175 -150 -120 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 72.4 54.6 5.7 8.9 3.0 1.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 36,785 : : Positions : : 19,735 16,958 6,975 10,911 983 4,265 2,634 1,255 0 592 432 : : : : Changes from: September 21, 2021 : : -29 61 -200 0 118 0 -400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 46.1 19.0 29.7 2.7 11.6 7.2 3.4 0.0 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 26,145 : : Positions : : 14,440 13,132 8,427 3,810 419 150 5,450 720 116 648 220 : : : : Changes from: September 21, 2021 : : -501 -180 -29 -300 275 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 50.2 32.2 14.6 1.6 0.6 20.8 2.8 0.4 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 20,919 : : Positions : : 13,885 8,774 3,111 2,882 1,034 0 5,646 0 0 0 0 : : : : Changes from: September 21, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 41.9 14.9 13.8 4.9 0.0 27.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 21,311 : : Positions : : 13,330 5,486 5,820 5,350 210 0 8,430 300 0 35 75 : : : : Changes from: September 21, 2021 : : -50 -650 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 25.7 27.3 25.1 1.0 0.0 39.6 1.4 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 99,472 : : Positions : : 28,323 46,947 36,546 32,260 3,087 15,870 1,125 0 0 312 728 : : : : Changes from: September 21, 2021 : : 1,670 2,180 -1,070 -1,580 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 47.2 36.7 32.4 3.1 16.0 1.1 0.0 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 99,196 : : Positions : : 28,958 46,797 28,374 30,730 2,895 15,850 1,100 0 6,000 495 474 : : : : Changes from: September 21, 2021 : : 1,670 2,180 -1,070 -1,580 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 47.2 28.6 31.0 2.9 16.0 1.1 0.0 6.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 26,085 : : Positions : : 17,702 8,718 1,116 225 2,379 0 8,605 746 870 2,345 0 : : : : Changes from: September 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 33.4 4.3 0.9 9.1 0.0 33.0 2.9 3.3 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,985 : : Positions : : 17,702 8,758 1,056 225 2,414 0 8,605 746 870 2,245 0 : : : : Changes from: September 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 33.7 4.1 0.9 9.3 0.0 33.1 2.9 3.3 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 52,366 : : Positions : : 14,817 39,762 23,830 9,745 80 6,455 5 240 4,470 0 0 : : : : Changes from: September 21, 2021 : : 854 1,829 1,095 0 0 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 75.9 45.5 18.6 0.2 12.3 0.0 0.5 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . 4 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 57,165 : : Positions : : 14,876 40,025 29,224 8,665 60 6,455 5 240 4,180 6,000 0 : : : : Changes from: September 21, 2021 : : 159 949 910 0 0 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 70.0 51.1 15.2 0.1 11.3 0.0 0.4 7.3 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,625 : : Positions : : 22,375 47,215 16,650 855 2,630 2,970 1,125 31 7,785 1,300 35 : : : : Changes from: September 21, 2021 : : 785 2,495 1,120 -300 290 50 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 86.4 30.5 1.6 4.8 5.4 2.1 0.1 14.3 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 51,050 : : Positions : : 20,100 43,565 16,850 475 2,805 2,545 1,125 36 6,335 1,300 385 : : : : Changes from: September 21, 2021 : : 665 2,495 1,240 -300 290 50 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 85.3 33.0 0.9 5.5 5.0 2.2 0.1 12.4 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 76,545 : : Positions : : 28,725 62,745 17,655 4,840 3,460 19,265 425 660 2,165 210 1,225 : : : : Changes from: September 21, 2021 : : -200 45 250 -45 95 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 82.0 23.1 6.3 4.5 25.2 0.6 0.9 2.8 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 13 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 73,335 : : Positions : : 27,890 60,060 17,310 4,640 3,535 19,090 650 635 1,050 210 1,225 : : : : Changes from: September 21, 2021 : : -150 125 255 -70 30 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 81.9 23.6 6.3 4.8 26.0 0.9 0.9 1.4 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 14 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 58,308 : : Positions : : 33,019 30,005 4,138 17,946 0 11,845 1,265 1,440 1,260 1,165 1,005 : : : : Changes from: September 21, 2021 : : 335 1,510 385 -750 0 0 0 0 0 -40 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 51.5 7.1 30.8 0.0 20.3 2.2 2.5 2.2 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 7 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,631 : : Positions : : 29,278 29,160 3,978 12,128 750 8,545 1,265 1,440 915 435 1,155 : : : : Changes from: September 21, 2021 : : 185 1,100 325 -550 375 0 0 0 0 -40 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 57.6 7.9 24.0 1.5 16.9 2.5 2.8 1.8 0.9 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 215,967 : : Positions : : 129,247 94,172 29,395 8,881 6,973 0 44,835 755 200 11,014 296 : : : : Changes from: September 21, 2021 : : 3,492 520 -2,765 1,040 -240 0 -1,030 0 -50 137 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 43.6 13.6 4.1 3.2 0.0 20.8 0.3 0.1 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 25 . 4 6 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 201,498 : : Positions : : 125,413 92,526 19,281 2,563 10,838 0 40,915 820 200 8,960 1,053 : : : : Changes from: September 21, 2021 : : 2,996 -784 -3,040 940 330 0 -430 15 -50 180 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 45.9 9.6 1.3 5.4 0.0 20.3 0.4 0.1 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 4 . 6 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,046 : : Positions : : 16,953 26,335 11,193 5,276 9,690 4,140 15 830 0 805 10 : : : : Changes from: September 21, 2021 : : 50 -275 -75 100 0 -150 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 53.7 22.8 10.8 19.8 8.4 0.0 1.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 45,130 : : Positions : : 12,060 26,090 14,065 3,515 7,710 4,085 0 785 0 665 10 : : : : Changes from: September 21, 2021 : : 255 -70 -75 100 0 -150 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 57.8 31.2 7.8 17.1 9.1 0.0 1.7 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 48,166 : : Positions : : 22,560 25,699 5,755 1,720 10,135 3,200 5,270 162 760 0 0 : : : : Changes from: September 21, 2021 : : 915 590 -125 300 -175 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 53.4 11.9 3.6 21.0 6.6 10.9 0.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 50,090 : : Positions : : 16,929 27,914 1,710 1,649 10,280 15,620 5,485 12 760 0 0 : : : : Changes from: September 21, 2021 : : 2,780 2,480 -405 -285 250 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 55.7 3.4 3.3 20.5 31.2 11.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 214,787 : : Positions : : 118,435 115,872 4,830 23,293 23,472 15,545 0 6,185 632 257 1,196 : : : : Changes from: September 21, 2021 : : 1,618 -1,140 150 580 -380 -2,490 0 740 122 -50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 53.9 2.2 10.8 10.9 7.2 0.0 2.9 0.3 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 . 5 7 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 190,833 : : Positions : : 107,597 107,989 3,900 13,966 22,826 8,970 0 11,302 2,335 567 745 : : : : Changes from: September 21, 2021 : : 524 685 -740 145 1,340 1,075 0 -868 -59 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 56.6 2.0 7.3 12.0 4.7 0.0 5.9 1.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 4 6 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 01, 2021