Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 24,230 : : Positions : : 16,229 14,600 294 1,044 1,976 403 0 0 103 1,789 3,812 : : : : Changes from: November 2, 2021 : : -34 115 -25 24 86 -151 0 -96 92 174 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.3 1.2 4.3 8.2 1.7 0.0 0.0 0.4 7.4 15.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 30,758 : : Positions : : 22,752 27,117 3,822 55 1,657 620 50 154 1,119 1,115 609 : : : : Changes from: November 2, 2021 : : 2,113 79 -148 0 302 -75 -25 100 -726 1,115 -442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 88.2 12.4 0.2 5.4 2.0 0.2 0.5 3.6 3.6 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 26,398 : : Positions : : 21,910 20,618 0 2,906 1,915 0 202 0 1,865 140 575 : : : : Changes from: November 2, 2021 : : 330 49 0 -169 5 0 -50 0 -575 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 78.1 0.0 11.0 7.3 0.0 0.8 0.0 7.1 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 0 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 185,431 : : Positions : : 126,301 134,562 2,454 22,603 24,468 23,471 0 535 5,123 1,725 1,284 : : : : Changes from: November 2, 2021 : : -1,633 -1,868 365 228 -1,517 -266 0 -38 370 88 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 72.6 1.3 12.2 13.2 12.7 0.0 0.3 2.8 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 30 . 7 7 8 0 4 8 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 62,481 : : Positions : : 57,184 40,829 1,536 10,233 1,912 150 4,276 0 13 3,690 1,490 : : : : Changes from: November 2, 2021 : : -2,131 -2,003 36 -701 261 -50 224 -43 5 355 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 65.3 2.5 16.4 3.1 0.2 6.8 0.0 0.0 5.9 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . . . . 4 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 37,611 : : Positions : : 32,756 28,384 1,381 3,964 2,497 0 350 0 0 1,267 945 : : : : Changes from: November 2, 2021 : : -356 -538 -459 -189 525 0 0 0 0 -159 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 75.5 3.7 10.5 6.6 0.0 0.9 0.0 0.0 3.4 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 46,634 : : Positions : : 27,394 17,879 3,271 17,136 5,065 10,240 0 0 50 6,012 267 : : : : Changes from: November 2, 2021 : : 324 -178 -269 -67 -112 -50 0 0 -25 176 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 38.3 7.0 36.7 10.9 22.0 0.0 0.0 0.1 12.9 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 20 6 . 7 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 55,757 : : Positions : : 42,480 19,427 710 24,976 4,983 5,725 0 600 286 5,047 602 : : : : Changes from: November 2, 2021 : : -874 -1,757 -394 -156 157 -289 0 0 -97 227 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 34.8 1.3 44.8 8.9 10.3 0.0 1.1 0.5 9.1 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 7 7 4 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 67,909 : : Positions : : 37,769 28,973 27,410 31,649 645 0 0 0 699 5,464 1,078 : : : : Changes from: November 2, 2021 : : -1,958 -397 738 -1,166 -249 0 -25 0 54 85 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 42.7 40.4 46.6 0.9 0.0 0.0 0.0 1.0 8.0 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 84,510 : : Positions : : 49,641 28,697 31,060 46,977 1,357 0 50 0 1,035 6,384 1,016 : : : : Changes from: November 2, 2021 : : -3,146 -806 799 -1,995 -273 0 -5 0 43 97 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 34.0 36.8 55.6 1.6 0.0 0.1 0.0 1.2 7.6 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 20 5 5 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 29,012 : : Positions : : 19,308 27,854 8,858 0 751 0 0 0 66 0 17 : : : : Changes from: November 2, 2021 : : -84 -417 -434 -19 49 0 0 0 16 -31 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 96.0 30.5 0.0 2.6 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 35,887 : : Positions : : 29,081 23,080 2,885 9,224 3,525 100 0 0 150 50 0 : : : : Changes from: November 2, 2021 : : -627 -637 -90 -45 -85 100 -50 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 64.3 8.0 25.7 9.8 0.3 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 31,012 : : Positions : : 21,717 23,052 6,495 3,090 2,540 0 100 0 0 2,220 10 : : : : Changes from: November 2, 2021 : : -150 -685 -740 -265 -490 0 0 0 0 55 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.3 20.9 10.0 8.2 0.0 0.3 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 135,059 : : Positions : : 77,796 80,419 20,427 13,560 23,796 5,839 3,313 1,543 1,987 9,314 2,874 : : : : Changes from: November 2, 2021 : : -3,044 -1,036 -2,688 -2,737 2,021 -131 15 -438 585 -1,453 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 59.5 15.1 10.0 17.6 4.3 2.5 1.1 1.5 6.9 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 32 . . 5 6 . 4 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 36,568 : : Positions : : 32,645 21,248 0 10,649 3,051 0 0 0 0 1,200 0 : : : : Changes from: November 2, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 58.1 0.0 29.1 8.3 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 0 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 43,558 : : Positions : : 18,590 23,973 18,229 5,721 6,373 0 5,571 170 0 1,750 0 : : : : Changes from: November 2, 2021 : : 136 -826 -3,037 -1,144 1,973 0 -461 0 -25 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 55.0 41.8 13.1 14.6 0.0 12.8 0.4 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 39,072 : : Positions : : 16,890 23,228 13,506 2,573 7,539 266 2,857 675 0 2,200 0 : : : : Changes from: November 2, 2021 : : 120 -777 -3,455 -1,202 2,116 261 0 -261 0 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 59.4 34.6 6.6 19.3 0.7 7.3 1.7 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 77,760 : : Positions : : 44,256 50,604 12,867 9,949 14,273 179 0 941 4,295 600 515 : : : : Changes from: November 2, 2021 : : -1,701 47 -1,482 -3,121 1,692 -261 0 0 165 -200 -1,115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 65.1 16.5 12.8 18.4 0.2 0.0 1.2 5.5 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 37,891 : : Positions : : 26,130 36,403 10,346 0 923 0 179 0 200 0 0 : : : : Changes from: November 2, 2021 : : -1,970 -1,748 -45 0 -197 0 0 0 -50 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 96.1 27.3 0.0 2.4 0.0 0.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 46,336 : : Positions : : 36,950 33,578 5,670 9,161 3,188 285 114 50 0 200 0 : : : : Changes from: November 2, 2021 : : -735 -981 -44 13 -104 -180 26 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 72.5 12.2 19.8 6.9 0.6 0.2 0.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 44,761 : : Positions : : 30,539 39,127 9,953 4,008 1,252 0 0 0 1,870 0 10 : : : : Changes from: November 2, 2021 : : -1,457 -2,431 -99 556 -537 0 0 0 -101 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 87.4 22.2 9.0 2.8 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 9, 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 49,972 : : Positions : : 34,921 39,500 9,844 7,979 2,005 0 96 0 2,596 25 187 : : : : Changes from: November 2, 2021 : : -1,670 -2,691 -194 451 -515 0 -74 0 -178 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 79.0 19.7 16.0 4.0 0.0 0.2 0.0 5.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 77,847 : : Positions : : 61,227 68,234 13,108 7,614 1,099 0 0 0 1,232 0 845 : : : : Changes from: November 2, 2021 : : -3,205 -4,021 -180 538 -320 0 0 0 -64 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 87.7 16.8 9.8 1.4 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 9, 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 101,589 : : Positions : : 80,855 86,188 14,070 11,979 1,662 825 532 45 2,462 0 886 : : : : Changes from: November 2, 2021 : : -3,815 -4,280 -181 395 -342 25 -32 -25 -82 -134 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 84.8 13.8 11.8 1.6 0.8 0.5 0.0 2.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 25 6 . . . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 57,241 : : Positions : : 42,195 53,751 11,410 100 1,040 672 0 363 357 1,182 805 : : : : Changes from: November 2, 2021 : : -1,731 -2,435 -1,560 100 -25 147 -129 -147 27 -653 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 93.9 19.9 0.2 1.8 1.2 0.0 0.6 0.6 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 45,287 : : Positions : : 32,135 42,397 11,542 220 965 0 0 0 0 1,195 510 : : : : Changes from: November 2, 2021 : : -11 -1,850 -939 190 -190 0 0 0 -895 -185 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 93.6 25.5 0.5 2.1 0.0 0.0 0.0 0.0 2.6 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 42,504 : : Positions : : 26,523 34,569 8,014 50 7,196 0 100 0 306 529 28 : : : : Changes from: November 2, 2021 : : -1,582 -2,413 -1,236 -25 -373 0 100 0 3 -116 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 81.3 18.9 0.1 16.9 0.0 0.2 0.0 0.7 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 47,268 : : Positions : : 29,282 39,661 12,936 893 3,249 311 2,686 0 1,134 529 36 : : : : Changes from: November 2, 2021 : : -1,370 -2,386 -1,260 -221 -87 -34 -75 0 -22 -117 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 83.9 27.4 1.9 6.9 0.7 5.7 0.0 2.4 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 13,611 : : Positions : : 7,587 10,893 5,192 590 353 0 790 0 0 670 0 : : : : Changes from: November 2, 2021 : : -404 -812 -565 -137 0 0 -145 0 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 80.0 38.1 4.3 2.6 0.0 5.8 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 9, 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 11,852 : : Positions : : 6,787 9,542 3,830 869 737 0 100 0 0 540 0 : : : : Changes from: November 2, 2021 : : -315 -938 -611 -2 -8 0 -50 0 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 80.5 32.3 7.3 6.2 0.0 0.8 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 November 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 24,581 : : Positions : : 20,388 16,923 2,590 6,511 76 95 772 0 245 16 90 : : : : Changes from: November 2, 2021 : : -753 -624 -40 -291 12 0 0 0 -204 16 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 68.8 10.5 26.5 0.3 0.4 3.1 0.0 1.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 14,964 : : Positions : : 12,236 13,092 1,680 1,608 154 0 0 0 350 0 0 : : : : Changes from: November 2, 2021 : : -1,000 -995 -13 -107 0 0 0 0 -102 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 87.5 11.2 10.7 1.0 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 30,631 : : Positions : : 18,441 19,091 7,762 7,050 1,605 350 2,352 0 1,962 150 309 : : : : Changes from: November 2, 2021 : : -2,138 -1,267 -360 -1,286 -174 -250 -267 0 -34 3 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 62.3 25.3 23.0 5.2 1.1 7.7 0.0 6.4 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 20 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 18,696 : : Positions : : 12,259 11,536 2,448 2,439 2,343 0 1,726 0 1,186 215 192 : : : : Changes from: November 2, 2021 : : -1,786 -627 -109 -1,604 93 -100 -16 0 -139 56 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 61.7 13.1 13.0 12.5 0.0 9.2 0.0 6.3 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 5 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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: November 2, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 9, 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 17,598 : : Positions : : 6,096 17,573 10,463 0 0 0 0 0 990 0 25 : : : : Changes from: November 2, 2021 : : -75 50 625 0 0 0 0 0 -500 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 99.9 59.5 0.0 0.0 0.0 0.0 0.0 5.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 15,629 : : Positions : : 3,861 10,552 10,075 3,770 1,187 70 0 0 140 0 100 : : : : Changes from: November 2, 2021 : : -50 -581 -860 115 -80 -5 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 67.5 64.5 24.1 7.6 0.4 0.0 0.0 0.9 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 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,512 : : Positions : : 2,793 5,947 4,172 1,190 1,150 70 0 0 50 115 90 : : : : Changes from: November 2, 2021 : : -35 -496 -526 5 140 20 0 -20 -25 45 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 69.9 49.0 14.0 13.5 0.8 0.0 0.0 0.6 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 48,023 : : Positions : : 18,724 17,578 23,295 27,915 2,120 600 110 0 2,910 50 250 : : : : Changes from: November 2, 2021 : : -857 -473 -250 -345 -25 0 20 -20 125 -25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 36.6 48.5 58.1 4.4 1.2 0.2 0.0 6.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 51,278 : : Positions : : 19,934 17,313 26,250 31,715 1,930 0 0 0 2,800 50 240 : : : : Changes from: November 2, 2021 : : -812 -563 -380 -345 -50 0 0 0 120 -25 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 33.8 51.2 61.8 3.8 0.0 0.0 0.0 5.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 92,768 : : Positions : : 67,290 71,153 16,002 12,493 6,258 200 30 705 1,058 1,010 976 : : : : Changes from: November 2, 2021 : : -2,540 -4,874 46 3,110 -2,102 30 30 -150 -67 -46 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 76.7 17.2 13.5 6.7 0.2 0.0 0.8 1.1 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 25 4 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 106,816 : : Positions : : 78,040 77,788 10,457 11,990 13,723 353 698 593 2,641 999 904 : : : : Changes from: November 2, 2021 : : -3,468 -5,802 -368 2,919 -3,132 55 182 -302 -155 -60 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 72.8 9.8 11.2 12.8 0.3 0.7 0.6 2.5 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 26 . 6 6 4 . 4 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 1,003,332 : : Positions : : 672,649 707,185 12,118 24,711 139,646 30,437 6,373 69,033 24,204 1,273 54,832 : : : : Changes from: November 2, 2021 : : -9,343 -5,232 1,462 -959 -857 -1,875 -2,318 532 789 336 -1,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 70.5 1.2 2.5 13.9 3.0 0.6 6.9 2.4 0.1 5.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 43 42 . 6 8 17 4 13 20 . 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 12,600 : : Positions : : 7,020 9,210 1,930 2,350 950 860 0 0 785 0 0 : : : : Changes from: November 2, 2021 : : -310 -280 -50 -335 -30 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 73.1 15.3 18.7 7.5 6.8 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 10,055 : : Positions : : 5,055 6,510 2,055 1,655 1,200 185 600 0 785 0 0 : : : : Changes from: November 2, 2021 : : -360 -280 -15 -365 -20 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 64.7 20.4 16.5 11.9 1.8 6.0 0.0 7.8 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 9, 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 32,414 : : Positions : : 21,212 17,631 2,407 2,070 5,183 700 3,115 0 2,160 3,795 600 : : : : Changes from: November 2, 2021 : : -1,218 -2,049 -1,031 -100 200 0 0 0 20 0 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 54.4 7.4 6.4 16.0 2.2 9.6 0.0 6.7 11.7 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 39,422 : : Positions : : 20,120 25,125 10,060 3,060 5,787 2,050 4,715 0 950 100 450 : : : : Changes from: November 2, 2021 : : -82 -760 277 660 -27 -250 0 0 0 50 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 63.7 25.5 7.8 14.7 5.2 12.0 0.0 2.4 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 81,501 : : Positions : : 58,745 56,526 15,682 17,034 918 0 1,886 281 985 0 0 : : : : Changes from: November 2, 2021 : : -3,169 -2,488 -484 -220 -125 0 -938 -6 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 69.4 19.2 20.9 1.1 0.0 2.3 0.3 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 66,282 : : Positions : : 45,950 41,522 12,878 16,386 888 0 1,339 50 725 0 0 : : : : Changes from: November 2, 2021 : : -2,322 -1,905 -333 -357 10 0 -751 -6 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 62.6 19.4 24.7 1.3 0.0 2.0 0.1 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 22,763 : : Positions : : 6,558 15,218 10,034 1,310 1,642 450 280 120 0 0 0 : : : : Changes from: November 2, 2021 : : -646 -910 -194 35 -345 -100 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 66.9 44.1 5.8 7.2 2.0 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 20,558 : : Positions : : 5,279 14,152 10,238 1,370 985 425 280 120 30 0 10 : : : : Changes from: November 2, 2021 : : -391 -885 -439 35 -405 -75 -50 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 68.8 49.8 6.7 4.8 2.1 1.4 0.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 29,293 : : Positions : : 15,582 13,092 5,765 8,591 1,861 2,640 1,799 480 0 602 312 : : : : Changes from: November 2, 2021 : : -2,678 -1,662 196 -980 -204 -390 -240 -260 0 5 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 44.7 19.7 29.3 6.4 9.0 6.1 1.6 0.0 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 20,933 : : Positions : : 11,921 10,350 6,120 2,440 682 50 4,732 316 226 558 110 : : : : Changes from: November 2, 2021 : : -869 -860 -144 -445 -191 -50 235 -152 55 -45 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 49.4 29.2 11.7 3.3 0.2 22.6 1.5 1.1 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 18,703 : : Positions : : 13,147 7,763 1,980 2,216 807 0 5,466 0 0 0 0 : : : : Changes from: November 2, 2021 : : -966 -777 -143 -293 -127 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 41.5 10.6 11.8 4.3 0.0 29.2 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 9, 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 20,381 : : Positions : : 12,275 7,026 5,550 4,560 443 0 6,410 50 0 35 75 : : : : Changes from: November 2, 2021 : : -490 205 -135 -105 0 0 -710 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 34.5 27.2 22.4 2.2 0.0 31.5 0.2 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 101,082 : : Positions : : 34,402 45,082 31,398 32,828 3,950 13,855 1,000 0 0 545 370 : : : : Changes from: November 2, 2021 : : 1,460 -2,467 -3,873 -1,115 943 -1,070 -50 0 0 178 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 44.6 31.1 32.5 3.9 13.7 1.0 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 101,954 : : Positions : : 33,717 45,777 23,437 29,728 4,495 13,685 1,000 0 6,075 393 441 : : : : Changes from: November 2, 2021 : : 1,090 -2,652 -3,612 -920 1,285 -1,145 -50 0 55 32 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 44.9 23.0 29.2 4.4 13.4 1.0 0.0 6.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 24,132 : : Positions : : 16,340 8,333 1,283 0 2,262 0 7,925 400 770 1,915 0 : : : : Changes from: November 2, 2021 : : -977 -141 216 0 -241 0 -935 -50 -50 -215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 34.5 5.3 0.0 9.4 0.0 32.8 1.7 3.2 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 24,092 : : Positions : : 16,350 8,383 1,273 0 2,247 0 7,925 400 770 1,865 0 : : : : Changes from: November 2, 2021 : : -967 -131 241 0 -266 0 -935 -50 -50 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 34.8 5.3 0.0 9.3 0.0 32.9 1.7 3.2 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 54,653 : : Positions : : 13,650 38,574 29,314 13,355 50 5,005 65 60 3,800 0 0 : : : : Changes from: November 2, 2021 : : -528 -2,753 -1,345 -635 0 -1,125 30 -30 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 70.6 53.6 24.4 0.1 9.2 0.1 0.1 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 58,334 : : Positions : : 13,484 37,539 33,590 12,405 0 5,055 65 60 3,650 6,000 0 : : : : Changes from: November 2, 2021 : : -708 -3,418 -1,785 -515 0 -1,125 30 -30 -285 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 64.4 57.6 21.3 0.0 8.7 0.1 0.1 6.3 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 52,765 : : Positions : : 20,845 45,840 17,990 1,375 2,240 2,155 350 0 7,110 1,200 35 : : : : Changes from: November 2, 2021 : : -1,075 -2,205 240 465 -245 -245 -125 -5 -495 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 86.9 34.1 2.6 4.2 4.1 0.7 0.0 13.5 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 10 . . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 48,990 : : Positions : : 18,245 42,055 17,825 935 2,440 1,805 350 55 5,700 1,200 385 : : : : Changes from: November 2, 2021 : : -1,470 -1,915 360 435 -245 -245 -125 -5 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 85.8 36.4 1.9 5.0 3.7 0.7 0.1 11.6 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 9, 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 66,740 : : Positions : : 27,290 46,075 6,690 7,560 7,185 18,110 0 35 1,445 50 1,225 : : : : Changes from: November 2, 2021 : : -2,175 -8,695 -3,485 2,615 1,020 -160 -115 -190 -380 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 69.0 10.0 11.3 10.8 27.1 0.0 0.1 2.2 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 64,300 : : Positions : : 26,520 44,060 7,120 7,935 6,215 17,835 0 35 600 50 1,225 : : : : Changes from: November 2, 2021 : : -2,175 -8,415 -3,020 2,990 880 -285 -290 -15 -245 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 68.5 11.1 12.3 9.7 27.7 0.0 0.1 0.9 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 15 4 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 51,768 : : Positions : : 28,879 27,355 4,385 15,063 102 10,360 1,785 920 1,190 730 925 : : : : Changes from: November 2, 2021 : : -2,294 -1,410 -47 -1,531 -50 -555 235 -235 -50 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 52.8 8.5 29.1 0.2 20.0 3.4 1.8 2.3 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 45,606 : : Positions : : 25,831 27,465 4,182 9,095 1,030 7,410 1,785 920 855 145 1,075 : : : : Changes from: November 2, 2021 : : -1,961 -1,290 8 -1,274 -70 -465 235 -235 -41 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 60.2 9.2 19.9 2.3 16.2 3.9 2.0 1.9 0.3 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 209,125 : : Positions : : 116,702 94,634 35,644 7,949 5,477 0 38,790 125 100 10,963 260 : : : : Changes from: November 2, 2021 : : -8,843 -2,638 1,677 -2,630 -85 0 -1,785 -105 100 -183 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 45.3 17.0 3.8 2.6 0.0 18.5 0.1 0.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . 4 6 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 195,170 : : Positions : : 111,886 91,703 27,800 3,220 8,411 40 35,535 265 100 9,258 767 : : : : Changes from: November 2, 2021 : : -8,848 -2,802 3,195 -1,276 -504 -5 -1,900 -130 75 225 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 47.0 14.2 1.6 4.3 0.0 18.2 0.1 0.1 4.7 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 24 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,564 : : Positions : : 16,502 28,339 12,147 3,220 11,065 3,470 0 155 0 550 10 : : : : Changes from: November 2, 2021 : : -1,505 -1,205 720 155 -580 -245 0 -115 0 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 57.2 24.5 6.5 22.3 7.0 0.0 0.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 47,182 : : Positions : : 11,884 27,864 14,920 2,260 9,663 3,190 0 810 0 490 10 : : : : Changes from: November 2, 2021 : : -1,000 -190 -110 -905 183 -85 0 -499 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 59.1 31.6 4.8 20.5 6.8 0.0 1.7 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 44,335 : : Positions : : 21,406 24,266 5,635 2,204 7,870 3,475 5,010 0 530 0 0 : : : : Changes from: November 2, 2021 : : -1,020 -1,985 -400 890 -560 -25 -455 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 54.7 12.7 5.0 17.8 7.8 11.3 0.0 1.2 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 9, 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 49,739 : : Positions : : 17,045 25,619 1,140 2,685 9,760 16,120 6,430 0 530 0 0 : : : : Changes from: November 2, 2021 : : -600 -485 5 -190 -245 -375 -415 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 51.5 2.3 5.4 19.6 32.4 12.9 0.0 1.1 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 9, 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 245,062 : : Positions : : 136,789 124,432 10,667 32,125 29,506 9,600 525 7,530 927 1,202 786 : : : : Changes from: November 2, 2021 : : 1,780 -667 3,990 4,409 -2,558 -1,348 525 -10 140 495 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 50.8 4.4 13.1 12.0 3.9 0.2 3.1 0.4 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 24 4 . 6 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 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 186,050 : : Positions : : 109,648 104,886 8,295 18,450 18,926 4,395 0 9,796 2,145 597 430 : : : : Changes from: November 2, 2021 : : -5,422 -10,282 310 4,585 -2,315 -400 0 -69 190 40 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 56.4 4.5 9.9 10.2 2.4 0.0 5.3 1.2 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . 4 6 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2021