Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 23,773 : : Positions : : 16,263 14,484 319 1,020 1,890 555 0 96 11 1,615 3,818 : : : : Changes from: October 26, 2021 : : -1,029 -1,208 -205 73 -143 -117 0 0 -97 -326 -472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 60.9 1.3 4.3 7.9 2.3 0.0 0.4 0.0 6.8 16.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 29,629 : : Positions : : 20,639 27,038 3,970 55 1,355 695 75 54 1,845 0 1,051 : : : : Changes from: October 26, 2021 : : -113 -1,812 -1,002 -20 -57 8 -100 -8 -825 0 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 91.3 13.4 0.2 4.6 2.3 0.3 0.2 6.2 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . 4 . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 26,638 : : Positions : : 21,580 20,569 0 3,075 1,910 0 252 0 2,440 215 575 : : : : Changes from: October 26, 2021 : : 769 -1,578 -805 694 -60 0 99 -150 -965 -125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 77.2 0.0 11.5 7.2 0.0 0.9 0.0 9.2 0.8 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 0 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 188,836 : : Positions : : 127,934 136,430 2,089 22,375 25,985 23,737 0 573 4,753 1,637 1,387 : : : : Changes from: October 26, 2021 : : 3,284 2,262 55 2,255 595 889 0 46 255 105 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 72.2 1.1 11.8 13.8 12.6 0.0 0.3 2.5 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 32 . 7 7 9 0 5 8 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 64,750 : : Positions : : 59,315 42,832 1,500 10,934 1,651 200 4,052 43 8 3,335 1,865 : : : : Changes from: October 26, 2021 : : 1,013 1,916 0 -982 549 -77 657 -25 -2 -616 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 66.1 2.3 16.9 2.5 0.3 6.3 0.1 0.0 5.2 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 21 . 4 . . 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 38,227 : : Positions : : 33,112 28,922 1,840 4,153 1,972 0 350 0 0 1,426 1,200 : : : : Changes from: October 26, 2021 : : 504 975 624 225 -142 0 0 0 -100 -99 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 75.7 4.8 10.9 5.2 0.0 0.9 0.0 0.0 3.7 3.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 46,918 : : Positions : : 27,070 18,057 3,540 17,203 5,177 10,290 0 0 75 5,836 342 : : : : Changes from: October 26, 2021 : : 204 0 -3 155 35 0 0 0 0 53 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 38.5 7.5 36.7 11.0 21.9 0.0 0.0 0.2 12.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 20 6 . 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 57,477 : : Positions : : 43,354 21,184 1,104 25,132 4,826 6,014 0 600 383 4,820 710 : : : : Changes from: October 26, 2021 : : 366 608 -7 -328 68 -21 -60 0 29 89 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 36.9 1.9 43.7 8.4 10.5 0.0 1.0 0.7 8.4 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 6 7 4 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 69,802 : : Positions : : 39,727 29,370 26,672 32,815 894 0 25 0 645 5,379 1,188 : : : : Changes from: October 26, 2021 : : -111 -18 -127 100 0 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 42.1 38.2 47.0 1.3 0.0 0.0 0.0 0.9 7.7 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 87,664 : : Positions : : 52,787 29,503 30,261 48,972 1,630 0 55 0 992 6,287 1,118 : : : : Changes from: October 26, 2021 : : -17 -30 -245 140 25 0 55 0 1 -36 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 33.7 34.5 55.9 1.9 0.0 0.1 0.0 1.1 7.2 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 20 5 5 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 29,476 : : Positions : : 19,392 28,271 9,292 19 702 0 0 0 50 31 28 : : : : Changes from: October 26, 2021 : : 451 635 184 0 -91 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 95.9 31.5 0.1 2.4 0.0 0.0 0.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 36,709 : : Positions : : 29,708 23,717 2,975 9,269 3,610 0 50 0 250 50 0 : : : : Changes from: October 26, 2021 : : 577 550 -90 -63 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 64.6 8.1 25.2 9.8 0.0 0.1 0.0 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 32,402 : : Positions : : 21,867 23,737 7,235 3,355 3,030 0 100 0 0 2,165 15 : : : : Changes from: October 26, 2021 : : 1,150 250 -900 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 73.3 22.3 10.4 9.4 0.0 0.3 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 138,813 : : Positions : : 80,840 81,455 23,115 16,297 21,774 5,970 3,298 1,980 1,402 10,767 2,991 : : : : Changes from: October 26, 2021 : : 1,263 4,079 3,327 -82 86 -87 308 76 -168 49 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 58.7 16.7 11.7 15.7 4.3 2.4 1.4 1.0 7.8 2.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 32 . . 5 6 . 4 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 44,516 : : Positions : : 18,454 24,799 21,266 6,865 4,400 0 6,032 170 25 2,250 0 : : : : Changes from: October 26, 2021 : : 700 40 -143 517 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 55.7 47.8 15.4 9.9 0.0 13.6 0.4 0.1 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 40,296 : : Positions : : 16,770 24,005 16,961 3,775 5,423 5 2,857 936 0 3,300 0 : : : : Changes from: October 26, 2021 : : 700 40 -300 360 282 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 59.6 42.1 9.4 13.5 0.0 7.1 2.3 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 4 . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 80,477 : : Positions : : 45,957 50,557 14,349 13,070 12,581 440 0 941 4,130 800 1,630 : : : : Changes from: October 26, 2021 : : 1,418 5,167 3,444 50 -1,191 0 0 0 355 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 62.8 17.8 16.2 15.6 0.5 0.0 1.2 5.1 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 39,928 : : Positions : : 28,100 38,151 10,391 0 1,120 0 179 0 250 75 0 : : : : Changes from: October 26, 2021 : : 593 838 274 0 -136 0 179 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 95.5 26.0 0.0 2.8 0.0 0.4 0.0 0.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 47,402 : : Positions : : 37,685 34,559 5,714 9,148 3,292 465 88 50 0 250 0 : : : : Changes from: October 26, 2021 : : 555 544 -50 -10 13 0 -179 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 72.9 12.1 19.3 6.9 1.0 0.2 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,313 : : Positions : : 31,996 41,558 10,052 3,452 1,789 0 0 0 1,971 0 10 : : : : Changes from: October 26, 2021 : : 842 1,135 0 17 115 0 0 0 -34 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 87.8 21.2 7.3 3.8 0.0 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,926 : : Positions : : 36,591 42,191 10,038 7,528 2,520 0 170 0 2,774 125 187 : : : : Changes from: October 26, 2021 : : 553 877 -25 -56 200 0 85 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.7 19.0 14.2 4.8 0.0 0.3 0.0 5.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 13 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 81,675 : : Positions : : 64,432 72,255 13,288 7,076 1,419 0 0 0 1,296 0 880 : : : : Changes from: October 26, 2021 : : -34 -41 178 74 41 0 0 0 -106 0 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.5 16.3 8.7 1.7 0.0 0.0 0.0 1.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 6 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 106,078 : : Positions : : 84,670 90,469 14,251 11,584 2,004 800 564 70 2,544 134 959 : : : : Changes from: October 26, 2021 : : -443 -812 15 199 -87 25 2 0 -248 -15 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 85.3 13.4 10.9 1.9 0.8 0.5 0.1 2.4 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 27 5 . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 60,610 : : Positions : : 43,926 56,186 12,970 0 1,065 525 129 510 330 1,835 885 : : : : Changes from: October 26, 2021 : : 125 50 25 0 -37 75 0 0 -150 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 92.7 21.4 0.0 1.8 0.9 0.2 0.8 0.5 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 47,102 : : Positions : : 32,146 44,247 12,481 30 1,155 0 0 0 895 1,380 290 : : : : Changes from: October 26, 2021 : : -35 40 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 93.9 26.5 0.1 2.5 0.0 0.0 0.0 1.9 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 45,514 : : Positions : : 28,105 36,982 9,250 75 7,569 0 0 0 303 645 31 : : : : Changes from: October 26, 2021 : : -630 -727 -49 0 68 0 0 0 2 -1 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 81.3 20.3 0.2 16.6 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 November 2, 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 50,267 : : Positions : : 30,652 42,047 14,196 1,114 3,336 345 2,761 0 1,156 646 41 : : : : Changes from: October 26, 2021 : : -306 -245 390 325 -318 82 120 0 40 -11 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 83.6 28.2 2.2 6.6 0.7 5.5 0.0 2.3 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 14,713 : : Positions : : 7,991 11,705 5,757 727 353 0 935 0 0 725 0 : : : : Changes from: October 26, 2021 : : 410 1,238 660 -224 -156 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 79.6 39.1 4.9 2.4 0.0 6.4 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 12,919 : : Positions : : 7,102 10,480 4,441 871 745 0 150 0 0 575 0 : : : : Changes from: October 26, 2021 : : 150 275 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 81.1 34.4 6.7 5.8 0.0 1.2 0.0 0.0 4.5 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 November 2, 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 25,481 : : Positions : : 21,141 17,547 2,630 6,802 64 95 772 0 449 0 96 : : : : Changes from: October 26, 2021 : : 73 129 0 55 0 0 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 68.9 10.3 26.7 0.3 0.4 3.0 0.0 1.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,119 : : Positions : : 13,236 14,087 1,693 1,715 154 0 0 0 452 0 55 : : : : Changes from: October 26, 2021 : : 23 -13 -1 5 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 87.4 10.5 10.6 1.0 0.0 0.0 0.0 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 33,850 : : Positions : : 20,579 20,358 8,122 8,336 1,779 600 2,619 0 1,996 147 464 : : : : Changes from: October 26, 2021 : : -849 -25 -145 -930 895 0 38 0 0 -1 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 60.1 24.0 24.6 5.3 1.8 7.7 0.0 5.9 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 20 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 20,932 : : Positions : : 14,045 12,163 2,557 4,043 2,250 100 1,742 0 1,325 159 284 : : : : Changes from: October 26, 2021 : : 4 1,040 -4 -926 894 0 -41 0 0 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 58.1 12.2 19.3 10.7 0.5 8.3 0.0 6.3 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 14,521 : : Positions : : 5,063 14,189 7,732 0 157 252 0 102 1,060 0 60 : : : : Changes from: October 26, 2021 : : -316 -380 287 0 -170 -27 0 0 -385 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 97.7 53.2 0.0 1.1 1.7 0.0 0.7 7.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 17,648 : : Positions : : 6,171 17,523 9,838 0 0 0 0 0 1,490 0 125 : : : : Changes from: October 26, 2021 : : -225 -595 47 0 0 0 0 0 -405 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 99.3 55.7 0.0 0.0 0.0 0.0 0.0 8.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 : : 3,911 11,133 10,935 3,655 1,267 75 0 0 205 0 100 : : : : Changes from: October 26, 2021 : : -63 -205 160 -400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 66.3 65.2 21.8 7.6 0.4 0.0 0.0 1.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 9,088 : : Positions : : 2,828 6,443 4,698 1,185 1,010 50 0 20 75 70 135 : : : : Changes from: October 26, 2021 : : -58 -205 160 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 70.9 51.7 13.0 11.1 0.6 0.0 0.2 0.8 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 49,176 : : Positions : : 19,581 18,051 23,545 28,260 2,145 600 90 20 2,785 75 375 : : : : Changes from: October 26, 2021 : : 0 440 560 -140 130 0 25 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 36.7 47.9 57.5 4.4 1.2 0.2 0.0 5.7 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 52,541 : : Positions : : 20,746 17,876 26,630 32,060 1,980 0 0 0 2,680 75 360 : : : : Changes from: October 26, 2021 : : -20 445 625 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 34.0 50.7 61.0 3.8 0.0 0.0 0.0 5.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 98,682 : : Positions : : 69,830 76,027 15,956 9,383 8,360 170 0 855 1,125 1,056 980 : : : : Changes from: October 26, 2021 : : 1,184 -904 -1,145 419 162 70 -65 45 60 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 77.0 16.2 9.5 8.5 0.2 0.0 0.9 1.1 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 27 4 5 6 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 115,194 : : Positions : : 81,508 83,590 10,825 9,071 16,855 298 516 895 2,796 1,059 1,019 : : : : Changes from: October 26, 2021 : : 114 -3,914 -2,323 898 1,233 193 3 203 77 -55 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 72.6 9.4 7.9 14.6 0.3 0.4 0.8 2.4 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 30 4 5 6 4 . 4 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 1,015,179 : : Positions : : 681,992 712,417 10,656 25,670 140,502 32,311 8,690 68,500 23,416 937 56,211 : : : : Changes from: October 26, 2021 : : -5,683 -14,445 -2,667 -1,365 1,814 -1,857 -165 -839 -4,583 -23 1,292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 70.2 1.0 2.5 13.8 3.2 0.9 6.7 2.3 0.1 5.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 45 42 . 6 8 15 5 12 19 4 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 13,335 : : Positions : : 7,330 9,490 1,980 2,685 980 885 0 0 895 0 0 : : : : Changes from: October 26, 2021 : : -180 -90 -55 35 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 71.2 14.8 20.1 7.3 6.6 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 November 2, 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 10,810 : : Positions : : 5,415 6,790 2,070 2,020 1,220 210 600 0 895 0 0 : : : : Changes from: October 26, 2021 : : -195 -90 -90 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 62.8 19.1 18.7 11.3 1.9 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 November 2, 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 34,533 : : Positions : : 22,430 19,680 3,438 2,170 4,983 700 3,115 0 2,140 3,795 770 : : : : Changes from: October 26, 2021 : : 678 103 25 50 0 0 0 0 -550 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 57.0 10.0 6.3 14.4 2.0 9.0 0.0 6.2 11.0 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 39,599 : : Positions : : 20,202 25,885 9,783 2,400 5,814 2,300 4,715 0 950 50 550 : : : : Changes from: October 26, 2021 : : 1,865 995 -150 600 100 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 65.4 24.7 6.1 14.7 5.8 11.9 0.0 2.4 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 85,400 : : Positions : : 61,914 59,014 16,166 17,254 1,043 0 2,824 287 1,130 0 0 : : : : Changes from: October 26, 2021 : : 1,250 1,070 -75 45 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 69.1 18.9 20.2 1.2 0.0 3.3 0.3 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 69,458 : : Positions : : 48,272 43,427 13,211 16,743 878 0 2,090 56 855 0 0 : : : : Changes from: October 26, 2021 : : 830 650 -90 30 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 62.5 19.0 24.1 1.3 0.0 3.0 0.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 24,228 : : Positions : : 7,204 16,128 10,228 1,275 1,987 550 330 120 0 0 0 : : : : Changes from: October 26, 2021 : : 0 0 0 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 66.6 42.2 5.3 8.2 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 November 2, 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 22,003 : : Positions : : 5,670 15,037 10,677 1,335 1,390 500 330 120 20 0 20 : : : : Changes from: October 26, 2021 : : 40 -10 -50 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 68.3 48.5 6.1 6.3 2.3 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 November 2, 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 32,422 : : Positions : : 18,260 14,754 5,569 9,571 2,065 3,030 2,039 740 0 597 372 : : : : Changes from: October 26, 2021 : : -409 146 25 -540 275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 45.5 17.2 29.5 6.4 9.3 6.3 2.3 0.0 1.8 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 22,344 : : Positions : : 12,790 11,210 6,264 2,885 873 100 4,497 468 171 603 165 : : : : Changes from: October 26, 2021 : : -420 205 25 -600 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 50.2 28.0 12.9 3.9 0.4 20.1 2.1 0.8 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 20,055 : : Positions : : 14,113 8,540 2,123 2,509 934 0 5,481 0 0 0 0 : : : : Changes from: October 26, 2021 : : 810 870 60 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 42.6 10.6 12.5 4.7 0.0 27.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 20,551 : : Positions : : 12,765 6,821 5,685 4,665 443 0 7,120 100 0 35 75 : : : : Changes from: October 26, 2021 : : 240 245 0 -5 3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 33.2 27.7 22.7 2.2 0.0 34.6 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 November 2, 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 11,468 : : Positions : : 8,218 5,729 1,185 1,813 442 0 1,993 0 0 35 75 : : : : Changes from: October 26, 2021 : : 0 0 0 -14 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 50.0 10.3 15.8 3.9 0.0 17.4 0.0 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 103,615 : : Positions : : 32,942 47,549 35,271 33,943 3,007 14,925 1,050 0 0 367 548 : : : : Changes from: October 26, 2021 : : 710 -415 -350 775 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 45.9 34.0 32.8 2.9 14.4 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 November 2, 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 103,733 : : Positions : : 32,627 48,429 27,049 30,648 3,210 14,830 1,050 0 6,020 361 528 : : : : Changes from: October 26, 2021 : : 260 -340 -300 300 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 46.7 26.1 29.5 3.1 14.3 1.0 0.0 5.8 0.3 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 November 2, 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 25,328 : : Positions : : 17,317 8,474 1,067 0 2,503 0 8,860 450 820 2,130 0 : : : : Changes from: October 26, 2021 : : 200 180 -75 -200 175 0 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 33.5 4.2 0.0 9.9 0.0 35.0 1.8 3.2 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,253 : : Positions : : 17,317 8,514 1,032 0 2,513 0 8,860 450 820 2,055 0 : : : : Changes from: October 26, 2021 : : 200 180 -75 -200 175 0 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 33.7 4.1 0.0 10.0 0.0 35.1 1.8 3.2 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 58,121 : : Positions : : 14,178 41,327 30,659 13,990 50 6,130 35 90 4,160 0 0 : : : : Changes from: October 26, 2021 : : -180 829 249 -105 50 625 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 71.1 52.8 24.1 0.1 10.5 0.1 0.2 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 62,302 : : Positions : : 14,192 40,957 35,375 12,920 0 6,180 35 90 3,935 6,000 0 : : : : Changes from: October 26, 2021 : : -170 930 75 -30 0 975 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 65.7 56.8 20.7 0.0 9.9 0.1 0.1 6.3 9.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 54,775 : : Positions : : 21,920 48,045 17,750 910 2,485 2,400 475 5 7,605 1,200 35 : : : : Changes from: October 26, 2021 : : 150 -70 -270 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 87.7 32.4 1.7 4.5 4.4 0.9 0.0 13.9 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 50,735 : : Positions : : 19,715 43,970 17,465 500 2,685 2,050 475 60 6,045 1,200 385 : : : : Changes from: October 26, 2021 : : 75 -70 -195 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 86.7 34.4 1.0 5.3 4.0 0.9 0.1 11.9 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 19,083 : : Positions : : 14,468 9,410 595 6,673 960 880 590 0 300 0 195 : : : : Changes from: October 26, 2021 : : 20 20 100 120 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 49.3 3.1 35.0 5.0 4.6 3.1 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 72,445 : : Positions : : 29,465 54,770 10,175 4,945 6,165 18,270 115 225 1,825 75 1,225 : : : : Changes from: October 26, 2021 : : 1,410 -2,310 -3,460 0 1,170 -35 65 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 75.6 14.0 6.8 8.5 25.2 0.2 0.3 2.5 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 69,090 : : Positions : : 28,695 52,475 10,140 4,945 5,335 18,120 290 50 845 75 1,225 : : : : Changes from: October 26, 2021 : : 1,455 -2,280 -3,475 0 510 -60 40 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 76.0 14.7 7.2 7.7 26.2 0.4 0.1 1.2 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 55,331 : : Positions : : 31,173 28,765 4,432 16,594 152 10,915 1,550 1,155 1,240 970 925 : : : : Changes from: October 26, 2021 : : 345 135 90 300 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 52.0 8.0 30.0 0.3 19.7 2.8 2.1 2.2 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 48,619 : : Positions : : 27,792 28,755 4,174 10,369 1,100 7,875 1,550 1,155 896 305 1,075 : : : : Changes from: October 26, 2021 : : 345 135 90 300 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 59.1 8.6 21.3 2.3 16.2 3.2 2.4 1.8 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 218,435 : : Positions : : 125,545 97,272 33,967 10,579 5,562 0 40,575 230 0 11,146 321 : : : : Changes from: October 26, 2021 : : -2,640 1,165 4,270 40 -1,431 0 625 0 -100 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 44.5 15.6 4.8 2.5 0.0 18.6 0.1 0.0 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 . 4 6 0 4 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 202,530 : : Positions : : 120,734 94,505 24,605 4,496 8,915 45 37,435 395 25 9,033 943 : : : : Changes from: October 26, 2021 : : -3,060 1,065 5,410 1,210 -3,470 45 395 55 -25 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 46.7 12.1 2.2 4.4 0.0 18.5 0.2 0.0 4.5 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 24 . 4 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 51,684 : : Positions : : 18,007 29,544 11,427 3,065 11,645 3,715 0 270 0 685 10 : : : : Changes from: October 26, 2021 : : -145 830 825 -150 475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 57.2 22.1 5.9 22.5 7.2 0.0 0.5 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 4 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 49,063 : : Positions : : 12,884 28,054 15,030 3,165 9,480 3,275 0 1,309 0 590 10 : : : : Changes from: October 26, 2021 : : -100 600 0 -700 1,170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 57.2 30.6 6.5 19.3 6.7 0.0 2.7 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 46,890 : : Positions : : 22,426 26,251 6,035 1,314 8,430 3,500 5,465 0 645 0 0 : : : : Changes from: October 26, 2021 : : 309 -160 -75 -56 25 -450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 56.0 12.9 2.8 18.0 7.5 11.7 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 50,984 : : Positions : : 17,645 26,104 1,135 2,875 10,005 16,495 6,845 0 645 0 0 : : : : Changes from: October 26, 2021 : : 85 -815 0 100 -100 -800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 51.2 2.2 5.6 19.6 32.4 13.4 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 November 2, 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 247,168 : : Positions : : 135,010 125,099 6,677 27,716 32,064 10,948 0 7,540 787 707 966 : : : : Changes from: October 26, 2021 : : 1,030 916 1,182 2,350 -1,501 700 0 -750 40 306 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 50.6 2.7 11.2 13.0 4.4 0.0 3.1 0.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 24 4 . 7 5 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 196,496 : : Positions : : 115,070 115,168 7,985 13,865 21,241 4,795 0 9,865 1,955 557 660 : : : : Changes from: October 26, 2021 : : 4 1,859 1,445 35 -460 450 0 -260 -15 -10 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 58.6 4.1 7.1 10.8 2.4 0.0 5.0 1.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 . 4 6 4 0 . 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 05, 2021