Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 24,875 : : Positions : : 16,107 16,219 514 1,027 2,022 714 0 96 556 917 3,743 : : : : Changes from: October 12, 2021 : : 152 442 -3 39 -16 -17 0 0 31 -347 378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 65.2 2.1 4.1 8.1 2.9 0.0 0.4 2.2 3.7 15.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 31,219 : : Positions : : 20,492 28,540 4,808 75 1,496 501 100 62 2,895 0 945 : : : : Changes from: October 12, 2021 : : -278 726 694 0 -306 300 25 -100 35 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 91.4 15.4 0.2 4.8 1.6 0.3 0.2 9.3 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . 4 . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 28,131 : : Positions : : 20,711 22,372 400 2,356 2,165 372 25 153 3,705 435 625 : : : : Changes from: October 12, 2021 : : 260 690 400 20 -520 0 25 0 -125 -200 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 79.5 1.4 8.4 7.7 1.3 0.1 0.5 13.2 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 178,552 : : Positions : : 119,596 131,284 1,974 18,577 26,112 22,806 0 527 4,372 444 1,357 : : : : Changes from: October 12, 2021 : : 4,304 3,091 10 1,644 -1,479 424 0 -548 -34 230 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 73.5 1.1 10.4 14.6 12.8 0.0 0.3 2.4 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 32 . 7 7 9 0 4 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 62,153 : : Positions : : 57,431 40,482 1,500 12,205 1,082 200 2,845 110 0 3,700 1,704 : : : : Changes from: October 12, 2021 : : 3,352 546 0 376 -370 -802 2,179 -654 0 -738 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 65.1 2.4 19.6 1.7 0.3 4.6 0.2 0.0 6.0 2.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 . 4 . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 36,793 : : Positions : : 32,553 27,467 616 3,998 2,434 0 0 0 100 1,630 1,060 : : : : Changes from: October 12, 2021 : : 231 500 -75 -275 375 0 0 0 -150 -260 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 74.7 1.7 10.9 6.6 0.0 0.0 0.0 0.3 4.4 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 44,950 : : Positions : : 26,288 16,137 3,359 18,279 4,205 10,290 0 0 75 5,727 349 : : : : Changes from: October 12, 2021 : : 4 214 236 74 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 35.9 7.5 40.7 9.4 22.9 0.0 0.0 0.2 12.7 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 5 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 57,553 : : Positions : : 43,662 20,420 1,106 26,216 4,670 5,996 130 600 359 4,701 746 : : : : Changes from: October 12, 2021 : : 217 508 125 -276 29 0 20 0 70 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 35.5 1.9 45.6 8.1 10.4 0.2 1.0 0.6 8.2 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 21 . 6 7 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 68,575 : : Positions : : 38,798 29,323 26,799 31,665 894 0 25 0 591 5,385 1,182 : : : : Changes from: October 12, 2021 : : 150 954 1,224 360 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 42.8 39.1 46.2 1.3 0.0 0.0 0.0 0.9 7.9 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 19 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 85,995 : : Positions : : 51,356 29,544 30,556 47,406 1,605 0 0 0 985 6,323 1,082 : : : : Changes from: October 12, 2021 : : 186 920 1,564 755 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 34.4 35.5 55.1 1.9 0.0 0.0 0.0 1.1 7.4 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 19 5 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 28,508 : : Positions : : 19,336 25,646 6,978 274 2,104 0 0 0 50 31 28 : : : : Changes from: October 12, 2021 : : 673 669 0 4 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 90.0 24.5 1.0 7.4 0.0 0.0 0.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 35,473 : : Positions : : 29,047 22,357 3,100 9,997 2,910 0 150 0 250 50 0 : : : : Changes from: October 12, 2021 : : 2,540 3,140 0 -604 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 63.0 8.7 28.2 8.2 0.0 0.4 0.0 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 29,662 : : Positions : : 17,767 22,987 9,135 1,905 2,490 0 100 0 0 2,165 15 : : : : Changes from: October 12, 2021 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 77.5 30.8 6.4 8.4 0.0 0.3 0.0 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 131,190 : : Positions : : 77,603 73,741 20,173 22,674 19,290 6,923 3,050 1,352 840 6,497 4,336 : : : : Changes from: October 12, 2021 : : 1,791 2,215 -660 -1,032 -32 285 -250 452 -6 413 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 56.2 15.4 17.3 14.7 5.3 2.3 1.0 0.6 5.0 3.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 31 . . 5 6 . 4 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 39,983 : : Positions : : 16,482 22,701 19,369 4,068 3,887 0 7,052 25 25 2,250 0 : : : : Changes from: October 12, 2021 : : 672 585 1,770 1,560 -1,000 0 297 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 56.8 48.4 10.2 9.7 0.0 17.6 0.1 0.1 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 4 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 36,431 : : Positions : : 14,601 21,710 15,221 1,135 6,088 0 3,872 326 0 3,300 0 : : : : Changes from: October 12, 2021 : : 612 360 240 240 -154 0 252 -84 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 59.6 41.8 3.1 16.7 0.0 10.6 0.9 0.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 73,794 : : Positions : : 42,033 42,759 11,029 14,385 13,147 1,460 0 326 3,865 800 1,485 : : : : Changes from: October 12, 2021 : : 585 1,252 120 40 -221 252 0 36 360 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 57.9 14.9 19.5 17.8 2.0 0.0 0.4 5.2 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . 4 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 37,070 : : Positions : : 26,912 34,373 7,782 0 2,219 0 0 0 100 75 0 : : : : Changes from: October 12, 2021 : : 953 853 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 92.7 21.0 0.0 6.0 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 5 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 46,159 : : Positions : : 37,035 33,145 5,714 9,829 2,699 465 321 50 0 100 0 : : : : Changes from: October 12, 2021 : : 3,189 3,754 -65 -710 0 -50 30 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 71.8 12.4 21.3 5.8 1.0 0.7 0.1 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 44,947 : : Positions : : 29,999 39,293 10,002 3,435 1,674 0 0 0 2,005 0 10 : : : : Changes from: October 12, 2021 : : 434 290 0 144 -48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 87.4 22.3 7.6 3.7 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 50,735 : : Positions : : 35,038 40,289 10,093 7,609 2,265 0 80 0 2,744 100 187 : : : : Changes from: October 12, 2021 : : 813 801 0 0 0 0 0 0 -12 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.4 19.9 15.0 4.5 0.0 0.2 0.0 5.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 80,817 : : Positions : : 63,756 71,364 13,145 6,998 1,382 0 0 0 1,166 26 1,027 : : : : Changes from: October 12, 2021 : : 2,113 670 -129 18 126 -98 0 -222 -1,031 26 483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.3 16.3 8.7 1.7 0.0 0.0 0.0 1.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 6 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 105,510 : : Positions : : 84,022 90,015 14,236 11,365 2,079 800 517 55 2,561 135 1,068 : : : : Changes from: October 12, 2021 : : 1,251 947 -151 43 100 -51 -11 -166 -141 -69 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 85.3 13.5 10.8 2.0 0.8 0.5 0.1 2.4 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 27 5 . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 59,928 : : Positions : : 42,982 55,742 12,970 0 1,077 450 129 510 805 1,705 735 : : : : Changes from: October 12, 2021 : : 1,112 1,605 -148 0 42 63 -900 450 -615 -275 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 93.0 21.6 0.0 1.8 0.8 0.2 0.9 1.3 2.8 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 45,927 : : Positions : : 31,016 43,432 12,841 30 930 0 0 0 650 1,180 355 : : : : Changes from: October 12, 2021 : : -60 0 0 0 0 0 0 0 85 25 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 94.6 28.0 0.1 2.0 0.0 0.0 0.0 1.4 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 46,013 : : Positions : : 28,769 37,733 9,339 75 7,481 0 0 0 301 646 33 : : : : Changes from: October 12, 2021 : : -70 -130 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 82.0 20.3 0.2 16.3 0.0 0.0 0.0 0.7 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 7 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 50,664 : : Positions : : 31,378 42,617 13,716 799 3,654 218 2,641 0 1,136 657 32 : : : : Changes from: October 12, 2021 : : 368 608 445 205 -214 43 80 0 52 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 84.1 27.1 1.6 7.2 0.4 5.2 0.0 2.2 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 13,609 : : Positions : : 7,536 10,416 5,097 951 509 0 935 0 0 725 0 : : : : Changes from: October 12, 2021 : : 0 25 85 60 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 76.5 37.5 7.0 3.7 0.0 6.9 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 12,534 : : Positions : : 6,902 10,155 4,406 871 745 0 150 0 0 575 0 : : : : Changes from: October 12, 2021 : : 90 90 60 60 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 81.0 35.2 6.9 5.9 0.0 1.2 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 25,138 : : Positions : : 21,093 17,150 2,630 6,852 0 50 722 0 493 0 96 : : : : Changes from: October 12, 2021 : : 664 649 0 45 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 68.2 10.5 27.3 0.0 0.2 2.9 0.0 2.0 0.0 0.4 : : : : 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 October 19, 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 15,390 : : Positions : : 12,575 13,125 1,434 1,710 130 0 0 0 456 0 55 : : : : Changes from: October 12, 2021 : : 30 -122 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 85.3 9.3 11.1 0.8 0.0 0.0 0.0 3.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 33,627 : : Positions : : 21,310 20,265 8,297 9,266 884 550 2,582 0 2,000 80 461 : : : : Changes from: October 12, 2021 : : -249 200 182 -195 -269 -51 -157 -551 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.3 24.7 27.6 2.6 1.6 7.7 0.0 5.9 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 20 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 19,816 : : Positions : : 13,940 11,010 2,552 4,969 1,356 100 1,783 0 1,325 165 283 : : : : Changes from: October 12, 2021 : : -328 15 169 0 -170 0 -173 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 55.6 12.9 25.1 6.8 0.5 9.0 0.0 6.7 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 4 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 15,076 : : Positions : : 5,329 14,544 7,420 0 327 279 0 102 1,492 0 88 : : : : Changes from: October 12, 2021 : : -169 15 187 0 0 0 0 0 -3 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 96.5 49.2 0.0 2.2 1.9 0.0 0.7 9.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 18,193 : : Positions : : 6,396 18,093 9,691 0 0 0 0 0 1,970 0 100 : : : : Changes from: October 12, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 99.5 53.3 0.0 0.0 0.0 0.0 0.0 10.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 16,780 : : Positions : : 3,974 11,313 10,775 4,055 1,267 75 0 0 205 25 100 : : : : Changes from: October 12, 2021 : : 60 40 -20 35 -30 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 67.4 64.2 24.2 7.6 0.4 0.0 0.0 1.2 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 9,063 : : Positions : : 2,886 6,623 4,538 1,185 985 50 0 20 75 95 135 : : : : Changes from: October 12, 2021 : : 60 575 365 35 -40 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 73.1 50.1 13.1 10.9 0.6 0.0 0.2 0.8 1.0 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 10 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 47,386 : : Positions : : 19,581 16,411 21,735 28,350 2,070 600 65 40 2,785 75 375 : : : : Changes from: October 12, 2021 : : 420 0 -420 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 34.6 45.9 59.8 4.4 1.3 0.1 0.1 5.9 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 50,781 : : Positions : : 20,766 16,231 24,755 32,010 2,075 0 0 0 2,680 75 360 : : : : Changes from: October 12, 2021 : : 420 0 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 32.0 48.7 63.0 4.1 0.0 0.0 0.0 5.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 96,161 : : Positions : : 67,802 74,369 15,331 8,787 9,866 100 85 790 920 945 995 : : : : Changes from: October 12, 2021 : : 232 994 469 -115 -195 0 5 -5 22 -205 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 77.3 15.9 9.1 10.3 0.1 0.1 0.8 1.0 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 4 5 6 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 111,853 : : Positions : : 80,470 81,700 10,035 9,650 16,922 100 568 637 2,624 1,237 896 : : : : Changes from: October 12, 2021 : : 162 1,464 -33 -1,045 497 0 -50 -20 595 345 -475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 73.0 9.0 8.6 15.1 0.1 0.5 0.6 2.3 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 27 . 6 6 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 1,017,854 : : Positions : : 682,946 726,499 10,970 24,919 140,556 32,488 8,216 66,582 33,551 875 49,661 : : : : Changes from: October 12, 2021 : : 18,033 14,261 -2,365 4,232 7,572 2,185 405 1,758 838 -91 547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 71.4 1.1 2.4 13.8 3.2 0.8 6.5 3.3 0.1 4.9 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 41 . 7 8 17 5 11 20 . 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 13,275 : : Positions : : 7,510 9,580 2,035 2,650 955 885 0 0 895 0 0 : : : : Changes from: October 12, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 72.2 15.3 20.0 7.2 6.7 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 10,750 : : Positions : : 5,610 6,880 2,160 2,020 1,160 210 600 0 895 0 0 : : : : Changes from: October 12, 2021 : : 0 0 -25 0 10 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 64.0 20.1 18.8 10.8 2.0 5.6 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 32,275 : : Positions : : 21,597 18,877 2,018 2,220 5,028 700 3,115 0 2,690 2,845 170 : : : : Changes from: October 12, 2021 : : 220 350 200 70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 58.5 6.3 6.9 15.6 2.2 9.7 0.0 8.3 8.8 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 37,799 : : Positions : : 18,062 24,940 9,883 1,700 5,714 2,300 4,715 0 1,050 0 550 : : : : Changes from: October 12, 2021 : : -20 -300 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 66.0 26.1 4.5 15.1 6.1 12.5 0.0 2.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 84,905 : : Positions : : 61,294 57,764 16,036 17,664 1,063 0 2,882 293 1,130 0 0 : : : : Changes from: October 12, 2021 : : 1,567 1,506 0 0 0 0 -31 -7 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 68.0 18.9 20.8 1.3 0.0 3.4 0.3 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 68,573 : : Positions : : 47,828 42,353 13,061 17,133 738 0 2,227 56 855 0 0 : : : : Changes from: October 12, 2021 : : 1,263 1,356 -25 -20 0 0 -111 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 61.8 19.0 25.0 1.1 0.0 3.2 0.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 24,088 : : Positions : : 6,874 16,198 10,628 1,275 1,890 550 330 120 0 0 0 : : : : Changes from: October 12, 2021 : : 0 620 620 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 67.2 44.1 5.3 7.8 2.3 1.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 22,263 : : Positions : : 5,715 15,532 11,127 1,335 1,465 500 330 120 20 0 20 : : : : Changes from: October 12, 2021 : : -50 0 0 0 0 0 0 0 20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 69.8 50.0 6.0 6.6 2.2 1.5 0.5 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 32,036 : : Positions : : 18,189 14,203 5,619 10,111 1,715 3,030 2,039 740 0 597 372 : : : : Changes from: October 12, 2021 : : 929 -936 -1,490 0 573 -525 -150 -112 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 44.3 17.5 31.6 5.4 9.5 6.4 2.3 0.0 1.9 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 22,502 : : Positions : : 13,144 11,019 6,239 3,485 573 100 4,497 468 171 603 165 : : : : Changes from: October 12, 2021 : : 911 -56 -1,050 0 0 0 -83 -256 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 49.0 27.7 15.5 2.5 0.4 20.0 2.1 0.8 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 18,840 : : Positions : : 12,898 7,270 2,068 2,509 994 0 5,481 0 0 0 0 : : : : Changes from: October 12, 2021 : : -20 -740 -720 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 38.6 11.0 13.3 5.3 0.0 29.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 20,356 : : Positions : : 12,580 5,121 5,685 4,670 440 0 8,620 100 0 35 75 : : : : Changes from: October 12, 2021 : : -140 155 0 -450 230 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 25.2 27.9 22.9 2.2 0.0 42.3 0.5 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 100,942 : : Positions : : 31,157 47,869 35,021 31,588 3,057 14,925 1,050 0 0 367 548 : : : : Changes from: October 12, 2021 : : 2,205 840 -45 1,320 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 47.4 34.7 31.3 3.0 14.8 1.0 0.0 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 101,690 : : Positions : : 31,577 47,559 26,749 30,168 3,210 14,830 1,050 0 6,020 361 528 : : : : Changes from: October 12, 2021 : : 2,255 890 -45 1,320 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 46.8 26.3 29.7 3.2 14.6 1.0 0.0 5.9 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 24,923 : : Positions : : 17,067 8,294 1,192 200 2,278 0 8,685 450 820 2,130 0 : : : : Changes from: October 12, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 33.3 4.8 0.8 9.1 0.0 34.8 1.8 3.3 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 24,848 : : Positions : : 17,067 8,334 1,157 200 2,288 0 8,685 450 820 2,055 0 : : : : Changes from: October 12, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 33.5 4.7 0.8 9.2 0.0 35.0 1.8 3.3 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 56,102 : : Positions : : 13,918 39,568 29,720 13,895 0 5,505 35 90 4,160 0 0 : : : : Changes from: October 12, 2021 : : -6 814 5,380 4,800 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 70.5 53.0 24.8 0.0 9.8 0.1 0.2 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 60,197 : : Positions : : 14,122 38,947 34,460 12,950 0 5,205 35 90 3,935 6,000 0 : : : : Changes from: October 12, 2021 : : -6 814 5,380 4,800 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 64.7 57.2 21.5 0.0 8.6 0.1 0.1 6.5 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 : : 21,470 47,945 18,000 910 2,475 2,600 475 5 7,555 1,200 85 : : : : Changes from: October 12, 2021 : : 800 1,295 -250 -30 -75 0 -675 0 -20 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 87.8 33.0 1.7 4.5 4.8 0.9 0.0 13.8 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 50,585 : : Positions : : 19,340 43,870 17,640 500 2,675 2,250 475 10 6,045 1,250 385 : : : : Changes from: October 12, 2021 : : 620 1,115 -250 -30 -75 0 -675 0 30 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 86.7 34.9 1.0 5.3 4.4 0.9 0.0 12.0 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 18,693 : : Positions : : 14,148 9,390 495 6,253 910 880 590 0 300 0 195 : : : : Changes from: October 12, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 50.2 2.6 33.5 4.9 4.7 3.2 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 72,955 : : Positions : : 27,755 58,930 15,760 4,920 4,575 18,305 50 290 1,825 75 1,225 : : : : Changes from: October 12, 2021 : : 2,620 1,335 -1,235 300 330 -100 -350 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 80.8 21.6 6.7 6.3 25.1 0.1 0.4 2.5 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 69,840 : : Positions : : 26,940 56,605 15,740 4,920 4,440 18,180 250 90 845 75 1,225 : : : : Changes from: October 12, 2021 : : 2,620 1,335 -1,235 300 320 -100 -350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 81.0 22.5 7.0 6.4 26.0 0.4 0.1 1.2 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 54,852 : : Positions : : 30,778 28,580 4,342 16,294 158 10,915 1,550 1,155 1,240 970 925 : : : : Changes from: October 12, 2021 : : 50 150 50 -200 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 52.1 7.9 29.7 0.3 19.9 2.8 2.1 2.3 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 7 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 48,146 : : Positions : : 27,397 28,570 4,084 10,069 1,182 7,875 1,550 1,155 896 305 1,075 : : : : Changes from: October 12, 2021 : : 50 50 -50 -175 115 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 59.3 8.5 20.9 2.5 16.4 3.2 2.4 1.9 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 7 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 218,543 : : Positions : : 129,772 93,089 25,882 11,144 9,733 0 39,995 230 0 11,476 371 : : : : Changes from: October 12, 2021 : : 510 3,096 2,001 510 3,678 0 -1,125 0 0 30 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 42.6 11.8 5.1 4.5 0.0 18.3 0.1 0.0 5.3 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 24 . 4 6 0 4 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 202,186 : : Positions : : 125,344 90,585 15,520 3,916 14,450 0 37,085 320 75 9,413 943 : : : : Changes from: October 12, 2021 : : 755 3,073 2,658 510 2,183 0 -200 0 50 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 44.8 7.7 1.9 7.1 0.0 18.3 0.2 0.0 4.7 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 48,540 : : Positions : : 18,012 26,234 10,418 5,371 10,130 3,715 0 270 0 685 10 : : : : Changes from: October 12, 2021 : : 50 0 0 50 -50 0 0 -12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 54.0 21.5 11.1 20.9 7.7 0.0 0.6 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 46,748 : : Positions : : 12,789 27,329 14,731 3,496 8,259 3,275 0 959 0 590 10 : : : : Changes from: October 12, 2021 : : 0 100 700 0 0 -600 0 264 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 58.5 31.5 7.5 17.7 7.0 0.0 2.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 46,656 : : Positions : : 21,677 25,411 5,910 1,980 8,920 3,900 5,165 0 645 0 0 : : : : Changes from: October 12, 2021 : : 0 775 75 -500 500 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 54.5 12.7 4.2 19.1 8.4 11.1 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 51,029 : : Positions : : 16,920 27,569 1,135 1,855 10,700 16,695 5,995 0 645 0 0 : : : : Changes from: October 12, 2021 : : 0 300 -490 -190 890 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 54.0 2.2 3.6 21.0 32.7 11.7 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 241,827 : : Positions : : 128,697 123,711 5,277 23,090 33,965 12,668 0 6,715 647 468 1,162 : : : : Changes from: October 12, 2021 : : 8,406 4,248 -1,090 3,420 3,649 373 0 515 50 71 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 51.2 2.2 9.5 14.0 5.2 0.0 2.8 0.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 23 4 . 7 5 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 19, 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 190,762 : : Positions : : 110,381 109,929 6,445 13,880 21,726 5,390 0 10,125 2,385 567 740 : : : : Changes from: October 12, 2021 : : 5,665 5,625 1,660 1,145 -655 -605 0 -803 50 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 57.6 3.4 7.3 11.4 2.8 0.0 5.3 1.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 23 4 . 6 4 0 . 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 22, 2021