Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 21,960 : : Positions : : 15,081 14,092 398 867 1,642 1,283 0 1 85 1,957 2,876 : : : : Changes from: August 24, 2021 : : -528 28 -348 -202 91 203 0 0 13 -528 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 64.2 1.8 3.9 7.5 5.8 0.0 0.0 0.4 8.9 13.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . . 0 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 32,996 : : Positions : : 22,024 28,511 3,860 80 2,850 0 57 267 2,784 0 1,206 : : : : Changes from: August 24, 2021 : : 842 283 -940 0 0 0 -3 0 395 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 86.4 11.7 0.2 8.6 0.0 0.2 0.8 8.4 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 24 . . . 0 . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 29,038 : : Positions : : 20,926 23,349 615 1,922 2,605 372 0 153 3,907 502 455 : : : : Changes from: August 24, 2021 : : 383 -42 0 746 -175 0 0 0 675 332 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 80.4 2.1 6.6 9.0 1.3 0.0 0.5 13.5 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 164,212 : : Positions : : 106,685 113,762 0 21,171 25,184 23,736 0 54 5,919 2,450 1,343 : : : : Changes from: August 24, 2021 : : 3,424 4,424 -464 -40 3,201 434 0 0 335 -497 219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 69.3 0.0 12.9 15.3 14.5 0.0 0.0 3.6 1.5 0.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 31 0 8 7 10 0 . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 63,498 : : Positions : : 55,307 40,154 1,500 15,013 1,561 1,309 0 705 25 3,062 2,981 : : : : Changes from: August 24, 2021 : : 2,811 1,001 0 -98 -60 -1,705 0 -5 -10 223 291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 63.2 2.4 23.6 2.5 2.1 0.0 1.1 0.0 4.8 4.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 19 . 4 . . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 40,820 : : Positions : : 35,331 30,531 1,025 6,300 1,764 0 0 0 1,745 1,260 955 : : : : Changes from: August 24, 2021 : : -30 59 -145 -99 116 0 0 0 210 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 74.8 2.5 15.4 4.3 0.0 0.0 0.0 4.3 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 47,712 : : Positions : : 26,177 18,245 4,316 16,915 6,052 10,390 0 0 0 5,722 493 : : : : Changes from: August 24, 2021 : : 519 -51 0 455 -580 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 38.2 9.0 35.5 12.7 21.8 0.0 0.0 0.0 12.0 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 19 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 61,070 : : Positions : : 43,436 21,714 1,304 27,744 5,444 8,096 78 642 290 4,399 972 : : : : Changes from: August 24, 2021 : : 552 86 55 675 25 -35 33 12 8 10 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 35.6 2.1 45.4 8.9 13.3 0.1 1.1 0.5 7.2 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 21 . 7 6 7 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 68,707 : : Positions : : 40,613 28,844 24,387 32,110 1,191 50 0 0 911 5,280 1,279 : : : : Changes from: August 24, 2021 : : 218 -27 505 735 68 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 42.0 35.5 46.7 1.7 0.1 0.0 0.0 1.3 7.7 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 87,072 : : Positions : : 54,257 30,480 28,017 47,200 1,851 88 85 0 1,183 6,084 1,342 : : : : Changes from: August 24, 2021 : : 287 439 482 385 -60 0 2 0 30 -32 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 35.0 32.2 54.2 2.1 0.1 0.1 0.0 1.4 7.0 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 17 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 28,852 : : Positions : : 18,410 25,898 7,988 0 2,368 0 0 0 10 0 56 : : : : Changes from: August 24, 2021 : : 535 560 40 0 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 89.8 27.7 0.0 8.2 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 30,002 : : Positions : : 25,075 15,521 730 10,696 3,535 0 250 0 400 0 0 : : : : Changes from: August 24, 2021 : : 82 95 110 95 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 51.7 2.4 35.7 11.8 0.0 0.8 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 31,956 : : Positions : : 22,375 24,600 6,255 2,141 3,280 0 100 0 0 1,790 45 : : : : Changes from: August 24, 2021 : : 400 400 125 0 0 0 100 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 77.0 19.6 6.7 10.3 0.0 0.3 0.0 0.0 5.6 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 134,264 : : Positions : : 78,857 71,114 16,044 29,503 20,124 11,572 562 664 1,969 7,773 4,242 : : : : Changes from: August 24, 2021 : : 837 3,110 2,409 -280 -93 -1,294 0 -116 -265 -947 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 53.0 11.9 22.0 15.0 8.6 0.4 0.5 1.5 5.8 3.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 38 34 . 5 5 6 . . 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 26,526 : : Positions : : 16,078 15,867 7,592 8,105 1,954 0 600 0 0 0 0 : : : : Changes from: August 24, 2021 : : 2,580 -120 -840 1,860 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 59.8 28.6 30.6 7.4 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 23,296 : : Positions : : 12,476 14,520 8,702 6,960 1,216 0 600 0 0 0 0 : : : : Changes from: August 24, 2021 : : 0 0 60 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 62.3 37.4 29.9 5.2 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 39,985 : : Positions : : 15,416 23,919 20,677 2,962 3,841 25 7,738 0 0 1,525 0 : : : : Changes from: August 24, 2021 : : -420 240 -300 180 -258 0 -1,140 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 59.8 51.7 7.4 9.6 0.1 19.4 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 4 . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 35,171 : : Positions : : 15,103 22,216 15,375 2,174 4,668 0 4,588 0 0 1,525 0 : : : : Changes from: August 24, 2021 : : -420 240 -300 180 -361 0 -1,140 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 63.2 43.7 6.2 13.3 0.0 13.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 73,582 : : Positions : : 43,891 40,837 8,945 16,486 11,847 5,213 0 0 1,150 1,450 2,015 : : : : Changes from: August 24, 2021 : : -60 -670 660 330 618 -1,140 0 0 0 -200 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 55.5 12.2 22.4 16.1 7.1 0.0 0.0 1.6 2.0 2.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 5 4 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 35,712 : : Positions : : 24,321 33,185 9,344 50 1,939 0 0 0 50 0 0 : : : : Changes from: August 24, 2021 : : -240 -152 68 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 92.9 26.2 0.1 5.4 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 41,553 : : Positions : : 32,418 26,543 2,614 9,693 4,958 1,272 250 0 0 109 0 : : : : Changes from: August 24, 2021 : : -707 -963 119 380 -256 105 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 63.9 6.3 23.3 11.9 3.1 0.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 49,081 : : Positions : : 32,794 43,125 11,110 3,629 1,802 0 35 0 2,689 100 10 : : : : Changes from: August 24, 2021 : : 160 321 0 -250 250 0 0 0 11 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 87.9 22.6 7.4 3.7 0.0 0.1 0.0 5.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 54,756 : : Positions : : 37,176 43,040 11,425 8,626 2,290 0 243 0 3,165 140 222 : : : : Changes from: August 24, 2021 : : 90 -30 0 -105 100 0 106 0 -54 70 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 78.6 20.9 15.8 4.2 0.0 0.4 0.0 5.8 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 12 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 88,091 : : Positions : : 67,120 79,812 14,954 5,592 1,119 0 77 158 2,820 50 1,248 : : : : Changes from: August 24, 2021 : : 1,816 1,920 -205 297 29 0 5 0 605 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 90.6 17.0 6.3 1.3 0.0 0.1 0.2 3.2 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 24 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 114,186 : : Positions : : 88,392 100,719 16,124 8,149 1,910 689 869 89 5,237 1,169 1,080 : : : : Changes from: August 24, 2021 : : 2,112 1,955 -54 275 240 67 134 16 369 -39 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 88.2 14.1 7.1 1.7 0.6 0.8 0.1 4.6 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 21 28 7 . 4 4 4 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 65,000 : : Positions : : 45,285 57,465 15,648 0 1,817 0 1,106 60 1,200 3,552 990 : : : : Changes from: August 24, 2021 : : 0 54 206 0 75 0 0 0 -115 22 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 88.4 24.1 0.0 2.8 0.0 1.7 0.1 1.8 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 4 0 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 51,901 : : Positions : : 35,249 48,079 13,711 22 1,245 150 0 0 860 1,910 645 : : : : Changes from: August 24, 2021 : : 280 750 0 -75 30 0 0 0 375 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 92.6 26.4 0.0 2.4 0.3 0.0 0.0 1.7 3.7 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 41,616 : : Positions : : 24,031 34,361 10,176 125 6,068 0 0 0 338 757 183 : : : : Changes from: August 24, 2021 : : -2 -226 -326 0 128 0 0 0 338 11 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 82.6 24.5 0.3 14.6 0.0 0.0 0.0 0.8 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 50,526 : : Positions : : 31,377 42,511 13,096 446 3,977 383 2,175 0 928 811 190 : : : : Changes from: August 24, 2021 : : -458 820 1,449 300 -223 86 0 0 43 -10 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 84.1 25.9 0.9 7.9 0.8 4.3 0.0 1.8 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 4 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 16,649 : : Positions : : 8,865 13,138 6,577 802 605 0 1,255 0 100 775 0 : : : : Changes from: August 24, 2021 : : 50 20 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 78.9 39.5 4.8 3.6 0.0 7.5 0.0 0.6 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 15,393 : : Positions : : 8,017 12,607 5,873 930 923 0 250 0 25 640 0 : : : : Changes from: August 24, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 81.9 38.2 6.0 6.0 0.0 1.6 0.0 0.2 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 24,206 : : Positions : : 19,446 16,320 2,476 6,849 477 366 0 40 728 0 142 : : : : Changes from: August 24, 2021 : : 135 105 10 20 0 0 0 0 -50 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 67.4 10.2 28.3 2.0 1.5 0.0 0.2 3.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,522 : : Positions : : 12,294 13,179 1,821 1,640 183 0 0 0 410 0 150 : : : : Changes from: August 24, 2021 : : -46 -96 0 50 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 84.9 11.7 10.6 1.2 0.0 0.0 0.0 2.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 38,781 : : Positions : : 23,285 20,860 9,279 10,547 1,666 1,050 4,363 50 2,252 186 734 : : : : Changes from: August 24, 2021 : : 800 505 -200 150 155 0 0 0 60 1 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 53.8 23.9 27.2 4.3 2.7 11.3 0.1 5.8 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 19 4 . 6 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 22,135 : : Positions : : 15,535 10,048 3,408 7,845 949 300 2,595 10 1,250 14 509 : : : : Changes from: August 24, 2021 : : -209 246 435 -20 -28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 45.4 15.4 35.4 4.3 1.4 11.7 0.0 5.6 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 . . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 15,442 : : Positions : : 5,514 14,776 7,291 0 270 202 0 180 1,818 75 105 : : : : Changes from: August 24, 2021 : : -140 -28 140 0 -117 15 0 -25 -15 23 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 95.7 47.2 0.0 1.7 1.3 0.0 1.2 11.8 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 4 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 16,048 : : Positions : : 4,160 5,950 9,329 4,800 1,648 25 0 40 345 3,450 100 : : : : Changes from: August 24, 2021 : : 705 -125 670 0 50 0 0 0 0 1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 37.1 58.1 29.9 10.3 0.2 0.0 0.2 2.1 21.5 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,711 : : Positions : : 2,928 5,610 3,349 1,175 1,431 0 0 0 155 90 205 : : : : Changes from: August 24, 2021 : : 0 80 80 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 64.4 38.4 13.5 16.4 0.0 0.0 0.0 1.8 1.0 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 48,802 : : Positions : : 18,000 42,702 24,795 3,570 1,790 600 0 0 2,540 100 620 : : : : Changes from: August 24, 2021 : : 0 -20 280 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 87.5 50.8 7.3 3.7 1.2 0.0 0.0 5.2 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 5 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 52,592 : : Positions : : 19,340 46,507 27,980 3,575 1,765 30 0 50 2,445 100 595 : : : : Changes from: August 24, 2021 : : 0 -50 250 300 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 88.4 53.2 6.8 3.4 0.1 0.0 0.1 4.6 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 105,818 : : Positions : : 74,169 83,013 16,909 7,621 11,088 80 220 875 1,319 1,511 1,028 : : : : Changes from: August 24, 2021 : : -57 989 300 -778 267 60 0 0 165 257 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.4 16.0 7.2 10.5 0.1 0.2 0.8 1.2 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 25 . 6 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 120,646 : : Positions : : 86,702 89,919 13,227 10,427 15,434 346 649 971 2,109 1,197 1,671 : : : : Changes from: August 24, 2021 : : 236 1,423 433 221 -142 193 4 -4 594 -170 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 74.5 11.0 8.6 12.8 0.3 0.5 0.8 1.7 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 27 4 5 7 . . 4 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 876,586 : : Positions : : 586,443 629,121 13,231 20,887 126,843 28,120 8,786 48,482 34,326 3,299 38,935 : : : : Changes from: August 24, 2021 : : 22,521 22,819 314 2,469 6,456 2,421 673 -1,662 376 -251 932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 71.8 1.5 2.4 14.5 3.2 1.0 5.5 3.9 0.4 4.4 : : : : Number of Traders in Each Category Total Traders: 100 : : 43 41 4 6 9 16 6 11 18 5 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 14,750 : : Positions : : 8,430 10,195 2,350 3,430 995 935 0 0 1,340 0 0 : : : : Changes from: August 24, 2021 : : 0 0 290 300 -165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 69.1 15.9 23.3 6.7 6.3 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 12,180 : : Positions : : 6,620 7,545 2,245 2,635 1,260 235 600 0 1,065 0 0 : : : : Changes from: August 24, 2021 : : 0 0 300 300 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 61.9 18.4 21.6 10.3 1.9 4.9 0.0 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 14,635 : : Positions : : 12,795 11,820 25 1,915 0 790 0 0 580 735 70 : : : : Changes from: August 24, 2021 : : 2,040 2,545 0 -235 -25 225 0 -225 260 290 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 80.8 0.2 13.1 0.0 5.4 0.0 0.0 4.0 5.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 . . 0 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 33,687 : : Positions : : 25,088 25,684 2,445 2,823 2,749 400 0 0 2,615 2,065 365 : : : : Changes from: August 24, 2021 : : 1,880 1,720 -260 0 60 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 76.2 7.3 8.4 8.2 1.2 0.0 0.0 7.8 6.1 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . 4 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 31,555 : : Positions : : 16,575 21,485 3,775 1,365 8,005 1,800 600 100 1,300 0 0 : : : : Changes from: August 24, 2021 : : 550 50 -580 0 180 -100 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 68.1 12.0 4.3 25.4 5.7 1.9 0.3 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 87,025 : : Positions : : 65,262 57,996 13,340 18,704 528 0 3,815 300 1,530 0 0 : : : : Changes from: August 24, 2021 : : 1,475 1,475 300 240 -201 0 0 0 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 66.6 15.3 21.5 0.6 0.0 4.4 0.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 69,409 : : Positions : : 51,615 41,364 9,962 18,861 438 0 2,990 60 1,240 0 0 : : : : Changes from: August 24, 2021 : : 1,608 1,598 290 240 -201 0 0 0 -480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 59.6 14.4 27.2 0.6 0.0 4.3 0.1 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,140 : : Positions : : 8,220 17,254 10,312 1,195 3,330 850 550 0 0 0 0 : : : : Changes from: August 24, 2021 : : 150 30 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 66.0 39.4 4.6 12.7 3.3 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 14,658 : : Positions : : 10,525 6,935 250 6,953 437 2,765 0 125 0 0 0 : : : : Changes from: August 24, 2021 : : 300 600 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 47.3 1.7 47.4 3.0 18.9 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 39,089 : : Positions : : 21,887 18,619 7,154 10,211 682 4,065 3,574 1,505 0 582 497 : : : : Changes from: August 24, 2021 : : 464 1,264 800 0 -311 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 47.6 18.3 26.1 1.7 10.4 9.1 3.9 0.0 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 28,027 : : Positions : : 16,547 13,972 8,458 4,185 144 200 6,190 720 61 688 275 : : : : Changes from: August 24, 2021 : : 445 1,045 600 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 49.9 30.2 14.9 0.5 0.7 22.1 2.6 0.2 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 21,105 : : Positions : : 13,939 9,070 3,644 3,195 539 0 5,661 0 81 0 0 : : : : Changes from: August 24, 2021 : : 310 -130 60 500 -44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 43.0 17.3 15.1 2.6 0.0 26.8 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,816 : : Positions : : 12,380 6,741 5,955 1,635 320 0 10,040 350 0 35 75 : : : : Changes from: August 24, 2021 : : 0 -300 -275 25 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 32.4 28.6 7.9 1.5 0.0 48.2 1.7 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 11,696 : : Positions : : 7,955 7,349 1,515 337 240 0 1,581 0 0 35 75 : : : : Changes from: August 24, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 62.8 13.0 2.9 2.1 0.0 13.5 0.0 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 98,438 : : Positions : : 25,365 42,164 37,787 36,090 2,780 16,270 1,200 0 306 0 620 : : : : Changes from: August 24, 2021 : : 280 0 -260 -100 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 42.8 38.4 36.7 2.8 16.5 1.2 0.0 0.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 98,288 : : Positions : : 26,170 42,139 29,037 34,185 3,555 16,595 1,175 0 6,105 205 396 : : : : Changes from: August 24, 2021 : : 1,305 435 -160 590 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 42.9 29.5 34.8 3.6 16.9 1.2 0.0 6.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 28,031 : : Positions : : 19,362 9,112 795 275 2,650 0 9,325 746 920 2,570 0 : : : : Changes from: August 24, 2021 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 32.5 2.8 1.0 9.5 0.0 33.3 2.7 3.3 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 27,831 : : Positions : : 19,287 9,152 760 275 2,660 0 9,300 746 920 2,445 0 : : : : Changes from: August 24, 2021 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 32.9 2.7 1.0 9.6 0.0 33.4 2.7 3.3 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 49,457 : : Positions : : 15,913 37,488 18,630 9,225 60 7,875 0 0 4,355 0 0 : : : : Changes from: August 24, 2021 : : 0 700 1,100 400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 75.8 37.7 18.7 0.1 15.9 0.0 0.0 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 55,326 : : Positions : : 16,732 38,811 24,629 8,260 40 7,700 0 0 4,060 6,000 0 : : : : Changes from: August 24, 2021 : : -85 1,215 1,700 400 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 70.1 44.5 14.9 0.1 13.9 0.0 0.0 7.3 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 54,260 : : Positions : : 22,120 46,545 16,885 1,600 1,980 3,020 1,150 56 7,695 1,310 35 : : : : Changes from: August 24, 2021 : : -50 -200 -50 0 0 0 0 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 85.8 31.1 2.9 3.6 5.6 2.1 0.1 14.2 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 50,740 : : Positions : : 19,760 43,205 17,345 1,150 1,980 2,770 1,150 61 6,140 1,310 385 : : : : Changes from: August 24, 2021 : : 170 320 250 0 0 0 0 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 85.1 34.2 2.3 3.9 5.5 2.3 0.1 12.1 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 81,040 : : Positions : : 31,170 67,200 17,990 4,615 3,570 19,970 280 825 2,740 185 1,275 : : : : Changes from: August 24, 2021 : : -30 0 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 82.9 22.2 5.7 4.4 24.6 0.3 1.0 3.4 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 78,050 : : Positions : : 30,465 64,360 17,675 4,615 3,750 19,720 505 825 1,590 185 1,275 : : : : Changes from: August 24, 2021 : : -80 0 55 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 82.5 22.6 5.9 4.8 25.3 0.6 1.1 2.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 13 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 58,582 : : Positions : : 33,943 27,280 3,275 21,177 0 12,450 1,130 1,575 1,320 1,520 905 : : : : Changes from: August 24, 2021 : : 150 25 100 125 0 -100 -50 50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 46.6 5.6 36.1 0.0 21.3 1.9 2.7 2.3 2.6 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 50,607 : : Positions : : 29,946 26,610 3,145 14,808 0 8,920 1,130 1,575 970 735 1,055 : : : : Changes from: August 24, 2021 : : 30 0 100 30 0 -100 -50 50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 52.6 6.2 29.3 0.0 17.6 2.2 3.1 1.9 1.5 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 7 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 223,032 : : Positions : : 127,677 98,632 35,947 7,972 7,544 0 46,245 650 285 11,135 296 : : : : Changes from: August 24, 2021 : : -10 420 660 480 -185 0 -100 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 44.2 16.1 3.6 3.4 0.0 20.7 0.3 0.1 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 . . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 205,787 : : Positions : : 122,803 95,712 25,165 1,880 10,282 0 41,720 690 335 9,016 1,008 : : : : Changes from: August 24, 2021 : : 1,063 1,898 925 340 -138 0 -100 0 200 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 46.5 12.2 0.9 5.0 0.0 20.3 0.3 0.2 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 25 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 50,731 : : Positions : : 17,088 28,045 11,843 4,641 9,793 4,570 15 847 0 925 10 : : : : Changes from: August 24, 2021 : : 550 280 405 600 -580 -60 15 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 55.3 23.3 9.1 19.3 9.0 0.0 1.7 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 43,590 : : Positions : : 12,700 25,200 11,131 2,106 7,919 4,145 0 950 0 740 10 : : : : Changes from: August 24, 2021 : : 150 50 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 57.8 25.5 4.8 18.2 9.5 0.0 2.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 46,524 : : Positions : : 20,855 26,915 6,270 955 10,130 3,250 3,700 324 875 0 0 : : : : Changes from: August 24, 2021 : : -165 365 530 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 57.9 13.5 2.1 21.8 7.0 8.0 0.7 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 48,253 : : Positions : : 14,584 27,530 2,295 2,464 7,745 16,045 3,825 24 875 0 0 : : : : Changes from: August 24, 2021 : : -85 -150 1,180 1,220 -890 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 57.1 4.8 5.1 16.1 33.3 7.9 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 232,500 : : Positions : : 126,075 134,781 5,186 15,323 30,794 19,525 0 3,590 115 597 1,448 : : : : Changes from: August 24, 2021 : : 2,371 2,450 -420 -744 -172 75 0 -50 -10 190 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 58.0 2.2 6.6 13.2 8.4 0.0 1.5 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 26 . . 6 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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 187,407 : : Positions : : 106,216 105,207 6,119 15,466 20,266 8,070 0 10,670 1,215 642 875 : : : : Changes from: August 24, 2021 : : 2,285 1,375 -260 600 50 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 56.1 3.3 8.3 10.8 4.3 0.0 5.7 0.6 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 4 . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 31, 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.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 40,999 : : Positions : : 17,245 17,595 150 16,510 4,110 15,725 0 149 1,475 500 25 : : : : Changes from: August 24, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 42.9 0.4 40.3 10.0 38.4 0.0 0.4 3.6 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 4 4 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 03, 2021