COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 18,573: 15,022 12,201 147 1,575 1,307 336 0 96 106 2,125 740: 819 529
Old : 18,573: 15,022 12,201 147 1,575 1,307 336 0 96 106 2,125 740: 819 529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 354: 431 359 0 46 2 0 0 0 -61 -35 0: -18 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 65.7 0.8 8.5 7.0 1.8 0.0 0.5 0.6 11.4 4.0: 4.4 2.8
Old : 100.0: 80.9 65.7 0.8 8.5 7.0 1.8 0.0 0.5 0.6 11.4 4.0: 4.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . . . . 0 . . 4 .:
Old : 25: 14 13 . . . . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 48.9 79.9 73.2 30.0 23.7 35.3 34.6
Old : 62.3 48.9 79.9 73.2 30.0 23.7 35.3 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 32,730: 21,902 28,542 3,810 80 2,483 276 75 137 2,698 0 1,404: 20 9
Old : 32,730: 21,902 28,542 3,810 80 2,483 276 75 137 2,698 0 1,404: 20 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 619: 197 662 588 0 -281 0 75 0 -60 0 160: 15 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 87.2 11.6 0.2 7.6 0.8 0.2 0.4 8.2 0.0 4.3: 0.1 0.0
Old : 100.0: 66.9 87.2 11.6 0.2 7.6 0.8 0.2 0.4 8.2 0.0 4.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 24 . . . . . . 4 0 4:
Old : 37: 20 24 . . . . . . 4 0 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 59.7 74.5 78.1 43.8 53.0 57.8 68.1
Old : 51.8 59.7 74.5 78.1 43.8 53.0 57.8 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 28,768: 20,673 22,936 375 2,212 2,525 372 0 153 4,205 477 465: 0 0
Old : 28,768: 20,673 22,936 375 2,212 2,525 372 0 153 4,205 477 465: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 860: 600 565 -165 225 45 0 0 0 380 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 79.7 1.3 7.7 8.8 1.3 0.0 0.5 14.6 1.7 1.6: 0.0 0.0
Old : 100.0: 71.9 79.7 1.3 7.7 8.8 1.3 0.0 0.5 14.6 1.7 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 18 . . . . 0 . . . .:
Old : 31: 19 18 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 61.9 76.2 82.9 53.1 53.5 66.7 70.2
Old : 53.6 61.9 76.2 82.9 53.1 53.5 66.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 168,202: 109,621 118,607 0 19,737 25,858 25,560 0 327 4,537 2,303 1,126: 1,173 244
Old : 168,202: 109,621 118,607 0 19,737 25,858 25,560 0 327 4,537 2,303 1,126: 1,173 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -2,131: -1,432 -669 0 -2,636 951 -275 0 288 -1,613 -185 157: -207 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 70.5 0.0 11.7 15.4 15.2 0.0 0.2 2.7 1.4 0.7: 0.7 0.1
Old : 100.0: 65.2 70.5 0.0 11.7 15.4 15.2 0.0 0.2 2.7 1.4 0.7: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 33 33 0 8 7 11 0 . 7 4 7:
Old : 67: 33 33 0 8 7 11 0 . 7 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 52.4 61.2 69.9 31.6 30.3 38.6 41.5
Old : 45.2 52.4 61.2 69.9 31.6 30.3 38.6 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 60,161: 53,694 38,246 1,500 13,720 965 1,267 0 370 0 4,591 2,205: 160 64
Old : 60,161: 53,694 38,246 1,500 13,720 965 1,267 0 370 0 4,591 2,205: 160 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -48: 11 1,053 0 -347 -227 20 0 0 0 -675 151: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 63.6 2.5 22.8 1.6 2.1 0.0 0.6 0.0 7.6 3.7: 0.3 0.1
Old : 100.0: 89.3 63.6 2.5 22.8 1.6 2.1 0.0 0.6 0.0 7.6 3.7: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 20 . 4 . 4 0 . 0 6 .:
Old : 39: 20 20 . 4 . 4 0 . 0 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 67.9 81.6 83.6 63.4 59.6 75.2 72.5
Old : 64.7 67.9 81.6 83.6 63.4 59.6 75.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 38,453: 33,220 28,846 1,342 5,141 2,041 0 0 0 900 1,465 950: 0 10
Old : 38,453: 33,220 28,846 1,342 5,141 2,041 0 0 0 900 1,465 950: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -80: -100 525 475 -675 -105 0 0 0 -600 -75 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 75.0 3.5 13.4 5.3 0.0 0.0 0.0 2.3 3.8 2.5: 0.0 0.0
Old : 100.0: 86.4 75.0 3.5 13.4 5.3 0.0 0.0 0.0 2.3 3.8 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . 0 0 0 . . .:
Old : 26: 13 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 74.5 93.9 88.3 68.6 61.0 76.3 74.4
Old : 76.1 74.5 93.9 88.3 68.6 61.0 76.3 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 47,627: 26,968 17,915 3,652 17,415 5,815 10,340 0 0 75 5,770 431: 346 281
Old : 47,627: 26,968 17,915 3,652 17,415 5,815 10,340 0 0 75 5,770 431: 346 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 598: 445 -380 55 930 23 0 0 0 75 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 37.6 7.7 36.6 12.2 21.7 0.0 0.0 0.2 12.1 0.9: 0.7 0.6
Old : 100.0: 56.6 37.6 7.7 36.6 12.2 21.7 0.0 0.0 0.2 12.1 0.9: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 14 19 5 4 7 . 0 0 . . .:
Old : 36: 14 19 5 4 7 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 62.1 74.6 83.1 53.7 53.4 67.5 68.7
Old : 54.8 62.1 74.6 83.1 53.7 53.4 67.5 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 60,035: 44,389 20,645 1,225 28,626 4,612 7,443 123 662 318 4,351 856: 530 160
Old : 60,035: 44,389 20,645 1,225 28,626 4,612 7,443 123 662 318 4,351 856: 530 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 401: 456 -500 60 850 2 -171 -5 5 -20 -30 0: 69 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 34.4 2.0 47.7 7.7 12.4 0.2 1.1 0.5 7.2 1.4: 0.9 0.3
Old : 100.0: 73.9 34.4 2.0 47.7 7.7 12.4 0.2 1.1 0.5 7.2 1.4: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 19 20 . 8 7 8 . . . . .:
Old : 47: 19 20 . 8 7 8 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 57.0 78.3 78.6 55.7 53.6 70.0 68.2
Old : 57.7 57.0 78.3 78.6 55.7 53.6 70.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,808: 39,436 26,879 23,757 32,001 1,336 0 25 0 643 5,292 1,275: 361 0
Old : 66,808: 39,436 26,879 23,757 32,001 1,336 0 25 0 643 5,292 1,275: 361 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -326: 65 70 -240 -410 5 0 0 0 -215 0 9: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 40.2 35.6 47.9 2.0 0.0 0.0 0.0 1.0 7.9 1.9: 0.5 0.0
Old : 100.0: 59.0 40.2 35.6 47.9 2.0 0.0 0.0 0.0 1.0 7.9 1.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 16 5 4 4 0 . 0 . . .:
Old : 38: 18 16 5 4 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 54.3 74.7 79.1 48.3 54.3 72.3 79.0
Old : 50.2 54.3 74.7 79.1 48.3 54.3 72.3 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 83,707: 51,874 27,291 27,325 47,242 1,729 28 40 0 1,092 6,206 1,194: 465 5
Old : 83,707: 51,874 27,291 27,325 47,242 1,729 28 40 0 1,092 6,206 1,194: 465 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -290: 85 -350 -295 50 10 0 0 0 -90 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 32.6 32.6 56.4 2.1 0.0 0.0 0.0 1.3 7.4 1.4: 0.6 0.0
Old : 100.0: 62.0 32.6 32.6 56.4 2.1 0.0 0.0 0.0 1.3 7.4 1.4: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 17 6 4 . . . 0 . . .:
Old : 42: 21 17 6 4 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 62.3 73.9 81.0 48.4 62.3 72.9 80.9
Old : 49.1 62.3 73.9 81.0 48.4 62.3 72.9 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,486: 17,644 24,769 7,618 0 2,143 0 0 0 27 0 34: 20 540
Old : 27,486: 17,644 24,769 7,618 0 2,143 0 0 0 27 0 34: 20 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 20: -38 257 290 0 -260 0 0 0 27 -23 1: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 90.1 27.7 0.0 7.8 0.0 0.0 0.0 0.1 0.0 0.1: 0.1 2.0
Old : 100.0: 64.2 90.1 27.7 0.0 7.8 0.0 0.0 0.0 0.1 0.0 0.1: 0.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 5 0 4 0 0 0 . 0 .:
Old : 24: 14 12 5 0 4 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 76.6 90.9 92.3 62.6 68.5 72.0 73.1
Old : 69.9 76.6 90.9 92.3 62.6 68.5 72.0 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 31,048: 25,902 16,712 1,085 10,631 3,505 0 200 0 300 0 0: 256 0
Old : 31,048: 25,902 16,712 1,085 10,631 3,505 0 200 0 300 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 125: 245 45 0 150 -70 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 53.8 3.5 34.2 11.3 0.0 0.6 0.0 1.0 0.0 0.0: 0.8 0.0
Old : 100.0: 83.4 53.8 3.5 34.2 11.3 0.0 0.6 0.0 1.0 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 . . 5 0 . 0 . 0 0:
Old : 25: 14 14 . . 5 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 68.5 81.0 94.5 55.3 62.8 65.8 71.0
Old : 64.1 68.5 81.0 94.5 55.3 62.8 65.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 29,842: 20,917 22,707 5,855 2,265 3,030 0 100 0 0 1,720 20: 20 0
Old : 29,842: 20,917 22,707 5,855 2,265 3,030 0 100 0 0 1,720 20: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -78: 22 -78 -100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 76.1 19.6 7.6 10.2 0.0 0.3 0.0 0.0 5.8 0.1: 0.1 0.0
Old : 100.0: 70.1 76.1 19.6 7.6 10.2 0.0 0.3 0.0 0.0 5.8 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . 4 0 . 0 0 . .:
Old : 21: 11 9 . . 4 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 67.9 84.5 87.6 52.3 67.4 74.3 75.4
Old : 54.5 67.9 84.5 87.6 52.3 67.4 74.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mw per Peak Hour :
: : Positions :
All : 127,210: 73,680 66,314 14,664 26,403 20,538 11,203 3,034 1,024 1,148 5,477 4,142: 811 278
Old : 127,210: 73,680 66,314 14,664 26,403 20,538 11,203 3,034 1,024 1,148 5,477 4,142: 811 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -393: -1,447 -223 336 -777 334 291 0 114 -60 198 -39: 78 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 52.1 11.5 20.8 16.1 8.8 2.4 0.8 0.9 4.3 3.3: 0.6 0.2
Old : 100.0: 57.9 52.1 11.5 20.8 16.1 8.8 2.4 0.8 0.9 4.3 3.3: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 36 31 . 5 5 4 . . 7 5 8:
Old : 63: 36 31 . 5 5 4 . . 7 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 40.0 66.0 62.5 35.3 30.7 45.2 40.8
Old : 47.7 40.0 66.0 62.5 35.3 30.7 45.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 24,963: 15,137 14,139 7,470 7,980 1,464 0 1,380 0 0 0 0: 892 0
Old : 24,963: 15,137 14,139 7,470 7,980 1,464 0 1,380 0 0 0 0: 892 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 2: 172 -428 -420 0 250 0 180 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 56.6 29.9 32.0 5.9 0.0 5.5 0.0 0.0 0.0 0.0: 3.6 0.0
Old : 100.0: 60.6 56.6 29.9 32.0 5.9 0.0 5.5 0.0 0.0 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . . 4 0 . 0 0 0 0:
Old : 20: 10 8 . . 4 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 72.9 86.8 90.4 57.5 71.1 71.7 80.3
Old : 67.1 72.9 86.8 90.4 57.5 71.1 71.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,901: 11,485 13,272 8,595 6,320 929 0 1,380 0 0 0 0: 892 0
Old : 21,901: 11,485 13,272 8,595 6,320 929 0 1,380 0 0 0 0: 892 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -212: 172 -428 -420 0 36 0 180 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 60.6 39.2 28.9 4.2 0.0 6.3 0.0 0.0 0.0 0.0: 4.1 0.0
Old : 100.0: 52.4 60.6 39.2 28.9 4.2 0.0 6.3 0.0 0.0 0.0 0.0: 4.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . 4 0 . 0 0 0 0:
Old : 20: 9 8 . . 4 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 69.9 87.3 90.3 65.6 68.4 76.7 79.6
Old : 67.1 69.9 87.3 90.3 65.6 68.4 76.7 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per peak hour :
: : Positions :
All : 40,641: 15,099 22,796 19,610 539 5,886 0 9,920 0 25 1,500 0: 21 0
Old : 40,641: 15,099 22,796 19,610 539 5,886 0 9,920 0 25 1,500 0: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -320: -245 -320 -75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 56.1 48.3 1.3 14.5 0.0 24.4 0.0 0.1 3.7 0.0: 0.1 0.0
Old : 100.0: 37.2 56.1 48.3 1.3 14.5 0.0 24.4 0.0 0.1 3.7 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 4 . 4 0 . 0 . . 0:
Old : 26: 11 12 4 . 4 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 50.5 85.7 75.5 57.2 47.1 71.7 68.7
Old : 69.1 50.5 85.7 75.5 57.2 47.1 71.7 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MWh per Off-Peak Hour :
: : Positions :
All : 36,051: 14,338 21,520 15,577 145 5,956 0 6,770 160 0 1,500 0: 20 0
Old : 36,051: 14,338 21,520 15,577 145 5,956 0 6,770 160 0 1,500 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -745: -450 -525 0 75 -75 0 0 -220 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 59.7 43.2 0.4 16.5 0.0 18.8 0.4 0.0 4.2 0.0: 0.1 0.0
Old : 100.0: 39.8 59.7 43.2 0.4 16.5 0.0 18.8 0.4 0.0 4.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 12 4 . 4 0 . . 0 . 0:
Old : 25: 10 12 4 . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 40.9 87.2 69.6 54.9 38.5 69.0 63.4
Old : 69.6 40.9 87.2 69.6 54.9 38.5 69.0 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Off-Peak Hour :
: : Positions :
All : 70,972: 40,710 39,562 8,306 14,574 12,569 5,318 0 160 1,410 1,200 1,990: 509 917
Old : 70,972: 40,710 39,562 8,306 14,574 12,569 5,318 0 160 1,410 1,200 1,990: 509 917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -319: -714 346 0 -1,030 585 180 0 -220 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 55.7 11.7 20.5 17.7 7.5 0.0 0.2 2.0 1.7 2.8: 0.7 1.3
Old : 100.0: 57.4 55.7 11.7 20.5 17.7 7.5 0.0 0.2 2.0 1.7 2.8: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 19 . 5 4 . 0 . . . .:
Old : 35: 19 19 . 5 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 38.4 68.3 64.8 43.3 26.5 51.3 40.9
Old : 53.5 38.4 68.3 64.8 43.3 26.5 51.3 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,222: 23,520 31,537 8,515 50 2,114 0 0 0 0 0 0: 73 521
Old : 34,222: 23,520 31,537 8,515 50 2,114 0 0 0 0 0 0: 73 521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 383: 413 358 -75 0 15 0 0 0 0 0 0: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 92.2 24.9 0.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.5
Old : 100.0: 68.7 92.2 24.9 0.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 5 . . 0 0 0 0 0 0:
Old : 28: 15 15 5 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 77.4 82.9 93.6 51.9 75.9 69.1 78.4
Old : 59.9 77.4 82.9 93.6 51.9 75.9 69.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,847: 32,736 26,143 3,456 10,364 3,818 680 307 0 0 0 0: 157 215
Old : 40,847: 32,736 26,143 3,456 10,364 3,818 680 307 0 0 0 0: 157 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -79: 84 -241 26 -19 -5 -60 1 0 0 0 0: -124 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 64.0 8.5 25.4 9.3 1.7 0.8 0.0 0.0 0.0 0.0: 0.4 0.5
Old : 100.0: 80.1 64.0 8.5 25.4 9.3 1.7 0.8 0.0 0.0 0.0 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 . . 5 . . 0 0 0 0:
Old : 32: 18 17 . . 5 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 72.1 78.7 92.4 49.2 63.0 63.8 70.8
Old : 59.0 72.1 78.7 92.4 49.2 63.0 63.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,585: 30,974 40,929 10,397 3,159 1,892 0 0 0 2,638 100 10: 674 495
Old : 46,585: 30,974 40,929 10,397 3,159 1,892 0 0 0 2,638 100 10: 674 495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 175: 127 175 0 0 0 0 0 0 0 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 87.9 22.3 6.8 4.1 0.0 0.0 0.0 5.7 0.2 0.0: 1.4 1.1
Old : 100.0: 66.5 87.9 22.3 6.8 4.1 0.0 0.0 0.0 5.7 0.2 0.0: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . . 0 0 0 . . .:
Old : 28: 14 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 87.6 69.9 94.9 43.1 83.6 67.7 86.0
Old : 45.0 87.6 69.9 94.9 43.1 83.6 67.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,361: 34,976 40,503 10,779 7,988 2,085 0 263 0 2,913 160 182: 426 180
Old : 51,361: 34,976 40,503 10,779 7,988 2,085 0 263 0 2,913 160 182: 426 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 79: 26 74 0 0 0 0 5 0 5 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 78.9 21.0 15.6 4.1 0.0 0.5 0.0 5.7 0.3 0.4: 0.8 0.4
Old : 100.0: 68.1 78.9 21.0 15.6 4.1 0.0 0.5 0.0 5.7 0.3 0.4: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 15 12 4 4 5 0 . 0 . . .:
Old : 35: 15 12 4 4 5 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 81.2 69.9 91.7 39.5 80.1 65.1 84.1
Old : 44.2 81.2 69.9 91.7 39.5 80.1 65.1 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 84,262: 64,265 75,757 14,203 5,370 1,194 0 277 148 2,531 0 1,179: 742 337
Old : 84,262: 64,265 75,757 14,203 5,370 1,194 0 277 148 2,531 0 1,179: 742 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 966: 278 661 93 -263 109 0 225 -10 128 0 -33: 401 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 89.9 16.9 6.4 1.4 0.0 0.3 0.2 3.0 0.0 1.4: 0.9 0.4
Old : 100.0: 76.3 89.9 16.9 6.4 1.4 0.0 0.3 0.2 3.0 0.0 1.4: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 24 6 . 4 0 . . . 0 .:
Old : 40: 18 24 6 . 4 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 61.5 77.8 81.6 58.2 59.2 72.9 77.6
Old : 60.2 61.5 77.8 81.6 58.2 59.2 72.9 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 107,655: 83,334 95,031 15,404 7,817 1,542 1,191 843 125 4,249 828 900: 910 569
Old : 107,655: 83,334 95,031 15,404 7,817 1,542 1,191 843 125 4,249 828 900: 910 569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 696: 886 720 70 -195 -225 620 105 46 -965 -100 -20: 284 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 88.3 14.3 7.3 1.4 1.1 0.8 0.1 3.9 0.8 0.8: 0.8 0.5
Old : 100.0: 77.4 88.3 14.3 7.3 1.4 1.1 0.8 0.1 3.9 0.8 0.8: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 22 27 6 . . 5 . . 5 . 4:
Old : 52: 22 27 6 . . 5 . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 51.5 78.1 74.9 57.5 50.5 73.7 72.9
Old : 60.5 51.5 78.1 74.9 57.5 50.5 73.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 61,770: 42,872 55,171 14,276 0 1,817 0 1,088 60 1,450 2,659 920: 375 55
Old : 61,770: 42,872 55,171 14,276 0 1,817 0 1,088 60 1,450 2,659 920: 375 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -545: 275 -350 -475 0 0 0 0 0 -300 -195 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 89.3 23.1 0.0 2.9 0.0 1.8 0.1 2.3 4.3 1.5: 0.6 0.1
Old : 100.0: 69.4 89.3 23.1 0.0 2.9 0.0 1.8 0.1 2.3 4.3 1.5: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 12 4 0 4 0 . . . . .:
Old : 31: 18 12 4 0 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 87.6 84.1 93.3 70.4 84.9 79.8 87.2
Old : 73.4 87.6 84.1 93.3 70.4 84.9 79.8 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 48,711: 33,144 45,087 12,931 244 1,170 150 0 0 480 1,520 690: 146 0
Old : 48,711: 33,144 45,087 12,931 244 1,170 150 0 0 480 1,520 690: 146 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 0: 0 0 0 0 0 0 0 0 15 15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 92.6 26.5 0.5 2.4 0.3 0.0 0.0 1.0 3.1 1.4: 0.3 0.0
Old : 100.0: 68.0 92.6 26.5 0.5 2.4 0.3 0.0 0.0 1.0 3.1 1.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 9 . . . . 0 0 . . .:
Old : 24: 11 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 93.9 90.2 98.3 80.2 90.5 86.8 92.3
Old : 81.2 93.9 90.2 98.3 80.2 90.5 86.8 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 41,966: 26,508 33,815 7,341 100 7,161 0 0 0 383 761 57: 516 72
Old : 41,966: 26,508 33,815 7,341 100 7,161 0 0 0 383 761 57: 516 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 670: 1,110 535 -585 0 135 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 80.6 17.5 0.2 17.1 0.0 0.0 0.0 0.9 1.8 0.1: 1.2 0.2
Old : 100.0: 63.2 80.6 17.5 0.2 17.1 0.0 0.0 0.0 0.9 1.8 0.1: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 7 . 5 0 0 0 . . .:
Old : 28: 14 13 7 . 5 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 67.8 72.9 88.5 36.6 51.6 51.0 59.0
Old : 46.7 67.8 72.9 88.5 36.6 51.6 51.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 48,509: 31,367 40,809 11,232 398 4,019 373 2,200 0 1,062 813 15: 441 255
Old : 48,509: 31,367 40,809 11,232 398 4,019 373 2,200 0 1,062 813 15: 441 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -444: -141 -491 -50 170 -153 -75 10 0 0 0 0: -25 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 84.1 23.2 0.8 8.3 0.8 4.5 0.0 2.2 1.7 0.0: 0.9 0.5
Old : 100.0: 64.7 84.1 23.2 0.8 8.3 0.8 4.5 0.0 2.2 1.7 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 15 . . 6 . . 0 . . .:
Old : 33: 16 15 . . 6 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 61.4 77.1 83.0 50.9 54.6 64.1 65.9
Old : 54.0 61.4 77.1 83.0 50.9 54.6 64.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 14,576: 7,697 11,121 5,880 1,003 535 0 1,090 0 0 769 0: 464 58
Old : 14,576: 7,697 11,121 5,880 1,003 535 0 1,090 0 0 769 0: 464 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -76: -96 -96 20 20 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 76.3 40.3 6.9 3.7 0.0 7.5 0.0 0.0 5.3 0.0: 3.2 0.4
Old : 100.0: 52.8 76.3 40.3 6.9 3.7 0.0 7.5 0.0 0.0 5.3 0.0: 3.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 10 4 . 4 0 . 0 0 . 0:
Old : 22: 10 10 4 . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 62.8 85.4 86.2 64.4 59.1 80.1 82.0
Old : 66.0 62.8 85.4 86.2 64.4 59.1 80.1 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 13,687: 7,082 10,985 5,314 1,100 754 0 200 0 0 610 0: 537 38
Old : 13,687: 7,082 10,985 5,314 1,100 754 0 200 0 0 610 0: 537 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 41: 0 30 44 20 -9 0 0 0 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 80.3 38.8 8.0 5.5 0.0 1.5 0.0 0.0 4.5 0.0: 3.9 0.3
Old : 100.0: 51.7 80.3 38.8 8.0 5.5 0.0 1.5 0.0 0.0 4.5 0.0: 3.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 4 . 4 0 . 0 0 . 0:
Old : 21: 9 9 4 . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 66.7 86.7 87.0 62.6 61.9 81.5 81.9
Old : 66.7 66.7 86.7 87.0 62.6 61.9 81.5 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,011: 20,616 17,048 2,650 6,728 74 0 422 0 610 300 96: 965 343
Old : 25,011: 20,616 17,048 2,650 6,728 74 0 422 0 610 300 96: 965 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 1,759: 1,809 1,760 0 1 0 0 0 0 10 0 -6: -54 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 68.2 10.6 26.9 0.3 0.0 1.7 0.0 2.4 1.2 0.4: 3.9 1.4
Old : 100.0: 82.4 68.2 10.6 26.9 0.3 0.0 1.7 0.0 2.4 1.2 0.4: 3.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 12 . . . 0 . 0 . . .:
Old : 25: 14 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 71.8 88.0 89.4 69.5 71.8 85.6 88.0
Old : 71.8 71.8 88.0 89.4 69.5 71.8 85.6 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 16,393: 13,331 14,213 1,755 1,598 130 0 0 0 420 0 110: 647 342
Old : 16,393: 13,331 14,213 1,755 1,598 130 0 0 0 420 0 110: 647 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 1,774: 1,824 1,778 -60 -10 0 0 0 0 1 0 0: 9 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 86.7 10.7 9.7 0.8 0.0 0.0 0.0 2.6 0.0 0.7: 3.9 2.1
Old : 100.0: 81.3 86.7 10.7 9.7 0.8 0.0 0.0 0.0 2.6 0.0 0.7: 3.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . . 0 0 0 . 0 .:
Old : 23: 14 10 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 79.6 85.3 95.1 64.4 78.5 77.1 84.2
Old : 71.0 79.6 85.3 95.1 64.4 78.5 77.1 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 36,691: 22,406 19,796 9,054 10,558 1,454 800 3,949 50 2,022 1 669: 236 214
Old : 36,691: 22,406 19,796 9,054 10,558 1,454 800 3,949 50 2,022 1 669: 236 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -170: -68 -84 -22 -41 -60 0 5 0 -2 0 -45: 27 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 54.0 24.7 28.8 4.0 2.2 10.8 0.1 5.5 0.0 1.8: 0.6 0.6
Old : 100.0: 61.1 54.0 24.7 28.8 4.0 2.2 10.8 0.1 5.5 0.0 1.8: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 17 . 4 5 . 4 . 4 . .:
Old : 42: 21 17 . 4 5 . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 69.5 61.7 82.8 39.1 68.2 56.3 75.7
Old : 41.7 69.5 61.7 82.8 39.1 68.2 56.3 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 21,512: 14,979 11,019 3,376 6,187 1,077 200 2,387 0 1,297 95 387: 196 360
Old : 21,512: 14,979 11,019 3,376 6,187 1,077 200 2,387 0 1,297 95 387: 196 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 190: 244 266 -37 -25 -50 0 0 0 18 5 -6: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 51.2 15.7 28.8 5.0 0.9 11.1 0.0 6.0 0.4 1.8: 0.9 1.7
Old : 100.0: 69.6 51.2 15.7 28.8 5.0 0.9 11.1 0.0 6.0 0.4 1.8: 0.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 15 . . 5 . . 0 . . .:
Old : 35: 20 15 . . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 61.3 66.5 80.9 36.6 51.9 50.5 63.0
Old : 42.5 61.3 66.5 80.9 36.6 51.9 50.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 15,232: 5,430 14,699 7,248 0 295 279 0 102 1,752 25 78: 48 33
Old : 15,232: 5,430 14,699 7,248 0 295 279 0 102 1,752 25 78: 48 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 25: 0 25 75 0 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 96.5 47.6 0.0 1.9 1.8 0.0 0.7 11.5 0.2 0.5: 0.3 0.2
Old : 100.0: 35.6 96.5 47.6 0.0 1.9 1.8 0.0 0.7 11.5 0.2 0.5: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 4 0 . . 0 . . . .:
Old : 28: 15 12 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 90.3 80.3 96.8 56.6 85.1 75.4 87.3
Old : 58.8 90.3 80.3 96.8 56.6 85.1 75.4 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 18,513: 6,214 18,513 9,906 0 0 0 0 0 2,345 0 0: 48 0
Old : 18,513: 6,214 18,513 9,906 0 0 0 0 0 2,345 0 0: 48 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 25: 0 25 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 100.0 53.5 0.0 0.0 0.0 0.0 0.0 12.7 0.0 0.0: 0.3 0.0
Old : 100.0: 33.6 100.0 53.5 0.0 0.0 0.0 0.0 0.0 12.7 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . 0 0 0 0 0 . 0 0:
Old : 20: 9 8 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 97.1 94.3 100.0 70.1 96.5 92.7 98.1
Old : 70.1 97.1 94.3 100.0 70.1 96.5 92.7 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,867: 4,017 9,530 9,255 4,400 1,757 75 0 20 270 0 100: 373 60
Old : 15,867: 4,017 9,530 9,255 4,400 1,757 75 0 20 270 0 100: 373 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 910: 0 4,200 780 0 70 75 0 20 0 -3,360 0: -35 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 60.1 58.3 27.7 11.1 0.5 0.0 0.1 1.7 0.0 0.6: 2.4 0.4
Old : 100.0: 25.3 60.1 58.3 27.7 11.1 0.5 0.0 0.1 1.7 0.0 0.6: 2.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 9 5 . 4 . 0 . . 0 .:
Old : 23: 10 9 5 . 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 84.7 86.2 94.0 59.3 79.8 76.7 85.0
Old : 67.2 84.7 86.2 94.0 59.3 79.8 76.7 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,331: 2,820 5,070 2,904 1,170 1,686 80 0 20 100 25 180: 541 180
Old : 8,331: 2,820 5,070 2,904 1,170 1,686 80 0 20 100 25 180: 541 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 60.9 34.9 14.0 20.2 1.0 0.0 0.2 1.2 0.3 2.2: 6.5 2.2
Old : 100.0: 33.8 60.9 34.9 14.0 20.2 1.0 0.0 0.2 1.2 0.3 2.2: 6.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 7 8 4 . 4 . 0 . . . .:
Old : 21: 7 8 4 . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 76.6 83.7 90.8 48.6 62.5 62.2 70.2
Old : 65.1 76.6 83.7 90.8 48.6 62.5 62.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,214: 18,493 39,739 21,770 3,880 1,880 600 75 40 2,660 100 500: 271 0
Old : 46,214: 18,493 39,739 21,770 3,880 1,880 600 75 40 2,660 100 500: 271 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -740: 940 -1,195 -1,710 300 50 0 75 40 0 0 0: -60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 86.0 47.1 8.4 4.1 1.3 0.2 0.1 5.8 0.2 1.1: 0.6 0.0
Old : 100.0: 40.0 86.0 47.1 8.4 4.1 1.3 0.2 0.1 5.8 0.2 1.1: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 15 5 . 4 . . . . . .:
Old : 30: 15 15 5 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 82.1 85.2 91.6 68.6 80.8 78.8 85.5
Old : 72.7 82.1 85.2 91.6 68.6 80.8 78.8 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,184: 19,623 42,554 24,275 4,030 2,010 0 0 0 2,560 100 480: 236 10
Old : 49,184: 19,623 42,554 24,275 4,030 2,010 0 0 0 2,560 100 480: 236 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -1,200: 990 -1,855 -2,295 450 200 0 0 0 0 0 0: -95 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 86.5 49.4 8.2 4.1 0.0 0.0 0.0 5.2 0.2 1.0: 0.5 0.0
Old : 100.0: 39.9 86.5 49.4 8.2 4.1 0.0 0.0 0.0 5.2 0.2 1.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 5 . 4 0 0 0 . . .:
Old : 28: 15 14 5 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 84.6 87.0 92.9 70.6 83.4 81.2 87.7
Old : 73.4 84.6 87.0 92.9 70.6 83.4 81.2 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 100,241: 70,308 77,734 16,636 8,496 10,049 85 210 785 1,220 1,801 886: 272 280
Old : 100,241: 70,308 77,734 16,636 8,496 10,049 85 210 785 1,220 1,801 886: 272 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -134: -351 -348 274 68 -62 65 0 -20 0 228 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 77.5 16.6 8.5 10.0 0.1 0.2 0.8 1.2 1.8 0.9: 0.3 0.3
Old : 100.0: 70.1 77.5 16.6 8.5 10.0 0.1 0.2 0.8 1.2 1.8 0.9: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 26 4 5 5 . . 4 . 4 .:
Old : 53: 28 26 4 5 5 . . 4 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 58.3 66.9 74.6 46.1 49.9 58.8 59.9
Old : 48.4 58.3 66.9 74.6 46.1 49.9 58.8 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 116,072: 83,243 85,879 11,565 9,425 16,304 235 754 776 2,274 1,207 1,561: 114 166
Old : 116,072: 83,243 85,879 11,565 9,425 16,304 235 754 776 2,274 1,207 1,561: 114 166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 1,326: 505 1,021 -16 -230 701 -35 0 30 0 -255 144: -3 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 74.0 10.0 8.1 14.0 0.2 0.6 0.7 2.0 1.0 1.3: 0.1 0.1
Old : 100.0: 71.7 74.0 10.0 8.1 14.0 0.2 0.6 0.7 2.0 1.0 1.3: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 28 4 5 6 . . 5 5 . 5:
Old : 60: 34 28 4 5 6 . . 5 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 55.4 60.7 71.1 37.9 44.1 50.6 53.4
Old : 42.0 55.4 60.7 71.1 37.9 44.1 50.6 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 402,863: 290,459 300,212 1,446 43,140 31,323 36,830 380 9,149 19,572 4,424 13,581: 503 654
Old : 402,863: 290,459 300,212 1,446 43,140 31,323 36,830 380 9,149 19,572 4,424 13,581: 503 654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 6,034: 9,595 2,474 134 523 568 -2,710 -117 1,459 -2,848 747 21: -185 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 74.5 0.4 10.7 7.8 9.1 0.1 2.3 4.9 1.1 3.4: 0.1 0.2
Old : 100.0: 72.1 74.5 0.4 10.7 7.8 9.1 0.1 2.3 4.9 1.1 3.4: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 41 38 . 6 8 19 . 9 16 6 16:
Old : 97: 41 38 . 6 8 19 . 9 16 6 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 48.2 61.5 70.8 17.3 20.5 25.5 33.2
Old : 47.1 48.2 61.5 70.8 17.3 20.5 25.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,335: 5,965 7,195 2,280 2,195 1,220 210 600 0 955 0 0: 705 125
Old : 11,335: 5,965 7,195 2,280 2,195 1,220 210 600 0 955 0 0: 705 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 63.5 20.1 19.4 10.8 1.9 5.3 0.0 8.4 0.0 0.0: 6.2 1.1
Old : 100.0: 52.6 63.5 20.1 19.4 10.8 1.9 5.3 0.0 8.4 0.0 0.0: 6.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 7 . . 4 . . 0 . 0 0:
Old : 20: 8 7 . . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 81.2 85.0 96.7 50.3 68.7 69.0 79.2
Old : 60.3 81.2 85.0 96.7 50.3 68.7 69.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 7,660: 7,060 6,155 0 865 10 0 0 0 330 145 25: 235 460
Old : 7,660: 7,060 6,155 0 865 10 0 0 0 330 145 25: 235 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -2,525: -2,315 -1,905 0 -315 -15 -50 -50 0 75 -610 15: -235 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 80.4 0.0 11.3 0.1 0.0 0.0 0.0 4.3 1.9 0.3: 3.1 6.0
Old : 100.0: 92.2 80.4 0.0 11.3 0.1 0.0 0.0 0.0 4.3 1.9 0.3: 3.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 12 0 . . 0 0 0 . . .:
Old : 23: 10 12 0 . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 67.8 94.1 87.7 83.2 67.4 91.1 85.6
Old : 85.8 67.8 94.1 87.7 83.2 67.4 91.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 33,324: 21,512 22,191 3,517 1,100 4,653 700 3,115 0 2,740 2,095 170: 32 0
Old : 33,324: 21,512 22,191 3,517 1,100 4,653 700 3,115 0 2,740 2,095 170: 32 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 2,625: 871 1,111 590 -360 854 300 0 0 0 1,020 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 66.6 10.6 3.3 14.0 2.1 9.3 0.0 8.2 6.3 0.5: 0.1 0.0
Old : 100.0: 64.6 66.6 10.6 3.3 14.0 2.1 9.3 0.0 8.2 6.3 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 21 4 . 4 . . 0 . . .:
Old : 40: 22 21 4 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 53.1 73.3 77.3 40.6 42.6 55.9 62.4
Old : 51.2 53.1 73.3 77.3 40.6 42.6 55.9 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 34,537: 15,595 22,875 9,375 950 5,897 2,050 4,715 100 1,400 0 0: 120 0
Old : 34,537: 15,595 22,875 9,375 950 5,897 2,050 4,715 100 1,400 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 225: 225 125 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 66.2 27.1 2.8 17.1 5.9 13.7 0.3 4.1 0.0 0.0: 0.3 0.0
Old : 100.0: 45.2 66.2 27.1 2.8 17.1 5.9 13.7 0.3 4.1 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 15 . . 4 . . . . 0 0:
Old : 32: 16 15 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 47.1 81.9 76.9 45.7 41.4 57.0 54.0
Old : 57.7 47.1 81.9 76.9 45.7 41.4 57.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 84,876: 62,383 56,460 14,615 19,149 478 0 3,139 300 1,365 0 0: 5,735 5,350
Old : 84,876: 62,383 56,460 14,615 19,149 478 0 3,139 300 1,365 0 0: 5,735 5,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 420: 420 420 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 66.5 17.2 22.6 0.6 0.0 3.7 0.4 1.6 0.0 0.0: 6.8 6.3
Old : 100.0: 73.5 66.5 17.2 22.6 0.6 0.0 3.7 0.4 1.6 0.0 0.0: 6.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 . 4 . 0 . . . 0 0:
Old : 27: 14 12 . 4 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 67.4 87.0 86.1 74.4 67.0 81.8 81.9
Old : 76.6 67.4 87.0 86.1 74.4 67.0 81.8 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,589: 48,771 40,961 11,289 18,213 438 0 2,429 60 1,070 0 0: 5,961 5,488
Old : 67,589: 48,771 40,961 11,289 18,213 438 0 2,429 60 1,070 0 0: 5,961 5,488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 507: 532 470 0 62 0 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 60.6 16.7 26.9 0.6 0.0 3.6 0.1 1.6 0.0 0.0: 8.8 8.1
Old : 100.0: 72.2 60.6 16.7 26.9 0.6 0.0 3.6 0.1 1.6 0.0 0.0: 8.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 . 4 . 0 . . . 0 0:
Old : 24: 13 12 . 4 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 62.8 86.0 84.0 74.1 60.5 80.9 81.2
Old : 77.1 62.8 86.0 84.0 74.1 60.5 80.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,860: 7,053 17,001 11,107 1,235 2,680 900 500 0 0 0 0: 3,120 3,444
Old : 24,860: 7,053 17,001 11,107 1,235 2,680 900 500 0 0 0 0: 3,120 3,444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 90: -110 90 50 0 0 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 68.4 44.7 5.0 10.8 3.6 2.0 0.0 0.0 0.0 0.0: 12.6 13.9
Old : 100.0: 28.4 68.4 44.7 5.0 10.8 3.6 2.0 0.0 0.0 0.0 0.0: 12.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 14 . . . . . 0 0 0 0:
Old : 21: 10 14 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 51.1 82.9 72.6 54.7 47.5 63.7 58.6
Old : 68.4 51.1 82.9 72.6 54.7 47.5 63.7 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,850: 5,299 16,360 12,291 1,295 2,215 825 500 0 0 0 0: 2,220 2,480
Old : 22,850: 5,299 16,360 12,291 1,295 2,215 825 500 0 0 0 0: 2,220 2,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 290: -10 290 150 0 0 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 71.6 53.8 5.7 9.7 3.6 2.2 0.0 0.0 0.0 0.0: 9.7 10.9
Old : 100.0: 23.2 71.6 53.8 5.7 9.7 3.6 2.2 0.0 0.0 0.0 0.0: 9.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 12 . . . . . 0 0 0 0:
Old : 20: 9 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 54.8 88.4 77.3 59.9 50.6 68.4 62.8
Old : 74.2 54.8 88.4 77.3 59.9 50.6 68.4 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,048: 19,764 16,897 7,175 10,911 865 4,265 3,034 1,255 0 592 432: 3,292 3,062
Old : 37,048: 19,764 16,897 7,175 10,911 865 4,265 3,034 1,255 0 592 432: 3,292 3,062
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -17: 125 5 -120 0 133 0 0 0 0 0 0: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 45.6 19.4 29.5 2.3 11.5 8.2 3.4 0.0 1.6 1.2: 8.9 8.3
Old : 100.0: 53.3 45.6 19.4 29.5 2.3 11.5 8.2 3.4 0.0 1.6 1.2: 8.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 . . . . . . 0 . .:
Old : 28: 13 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 60.2 66.0 74.3 35.5 55.2 53.0 65.7
Old : 42.3 60.2 66.0 74.3 35.5 55.2 53.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,425: 14,941 13,312 8,456 4,110 144 150 5,550 720 116 648 220: 1,678 1,721
Old : 26,425: 14,941 13,312 8,456 4,110 144 150 5,550 720 116 648 220: 1,678 1,721
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 0: -20 -30 -70 0 0 0 0 0 0 0 0: 90 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 50.4 32.0 15.6 0.5 0.6 21.0 2.7 0.4 2.5 0.8: 6.4 6.5
Old : 100.0: 56.5 50.4 32.0 15.6 0.5 0.6 21.0 2.7 0.4 2.5 0.8: 6.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 4 . . . . . . . .:
Old : 27: 13 14 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.8 74.7 78.2 49.8 56.3 62.6 69.0
Old : 54.3 57.8 74.7 78.2 49.8 56.3 62.6 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,361: 13,380 6,136 5,820 4,750 210 0 8,430 300 0 35 75: 1,576 1,425
Old : 21,361: 13,380 6,136 5,820 4,750 210 0 8,430 300 0 35 75: 1,576 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 875: 1,025 495 0 230 -10 0 300 0 0 0 0: -140 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 28.7 27.2 22.2 1.0 0.0 39.5 1.4 0.0 0.2 0.4: 7.4 6.7
Old : 100.0: 62.6 28.7 27.2 22.2 1.0 0.0 39.5 1.4 0.0 0.2 0.4: 7.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 13 . . . 0 . . 0 . .:
Old : 22: 9 13 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 67.1 85.8 83.5 58.9 66.1 72.3 73.2
Old : 65.7 67.1 85.8 83.5 58.9 66.1 72.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 98,152: 26,653 44,767 37,616 33,840 3,052 15,870 1,125 0 0 312 728: 14,233 14,328
Old : 98,152: 26,653 44,767 37,616 33,840 3,052 15,870 1,125 0 0 312 728: 14,233 14,328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 230: 50 -70 128 -200 -68 0 0 0 -141 307 113: 148 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 45.6 38.3 34.5 3.1 16.2 1.1 0.0 0.0 0.3 0.7: 14.5 14.6
Old : 100.0: 27.2 45.6 38.3 34.5 3.1 16.2 1.1 0.0 0.0 0.3 0.7: 14.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . 4 . . . 0 0 . .:
Old : 28: 15 15 . 4 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 54.0 74.8 71.7 58.0 53.4 68.2 68.1
Old : 61.2 54.0 74.8 71.7 58.0 53.4 68.2 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,756: 27,288 44,617 29,444 32,310 2,895 15,850 1,100 0 6,000 495 474: 15,805 15,865
Old : 97,756: 27,288 44,617 29,444 32,310 2,895 15,850 1,100 0 6,000 495 474: 15,805 15,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 133: -55 -85 160 -230 -100 0 0 0 -85 335 78: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 45.6 30.1 33.1 3.0 16.2 1.1 0.0 6.1 0.5 0.5: 16.2 16.2
Old : 100.0: 27.9 45.6 30.1 33.1 3.0 16.2 1.1 0.0 6.1 0.5 0.5: 16.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 14 4 . . . . 0 . . .:
Old : 29: 15 14 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 53.2 70.3 70.6 51.5 52.7 64.3 67.1
Old : 53.1 53.2 70.3 70.6 51.5 52.7 64.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,085: 17,702 8,718 1,116 225 2,379 0 8,605 746 870 2,345 0: 3,272 3,067
Old : 26,085: 17,702 8,718 1,116 225 2,379 0 8,605 746 870 2,345 0: 3,272 3,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 33.4 4.3 0.9 9.1 0.0 33.0 2.9 3.3 9.0 0.0: 12.5 11.8
Old : 100.0: 67.9 33.4 4.3 0.9 9.1 0.0 33.0 2.9 3.3 9.0 0.0: 12.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 7 . . . 0 4 . . . 0:
Old : 26: 16 7 . . . 0 4 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 59.4 66.1 79.5 40.3 56.6 54.1 64.5
Old : 49.6 59.4 66.1 79.5 40.3 56.6 54.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,985: 17,702 8,758 1,056 225 2,414 0 8,605 746 870 2,245 0: 3,197 2,992
Old : 25,985: 17,702 8,758 1,056 225 2,414 0 8,605 746 870 2,245 0: 3,197 2,992
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 33.7 4.1 0.9 9.3 0.0 33.1 2.9 3.3 8.6 0.0: 12.3 11.5
Old : 100.0: 68.1 33.7 4.1 0.9 9.3 0.0 33.1 2.9 3.3 8.6 0.0: 12.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 7 . . . 0 4 . . . 0:
Old : 26: 16 7 . . . 0 4 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 59.6 66.3 79.7 40.4 56.5 54.1 64.5
Old : 49.7 59.6 66.3 79.7 40.4 56.5 54.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,417: 13,963 37,933 22,735 9,745 80 6,575 5 120 4,470 0 0: 2,474 2,534
Old : 50,417: 13,963 37,933 22,735 9,745 80 6,575 5 120 4,470 0 0: 2,474 2,534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -305: -1,050 -100 725 -225 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 75.2 45.1 19.3 0.2 13.0 0.0 0.2 8.9 0.0 0.0: 4.9 5.0
Old : 100.0: 27.7 75.2 45.1 19.3 0.2 13.0 0.0 0.2 8.9 0.0 0.0: 4.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 10 . 4 . . . . . 0 0:
Old : 23: 9 10 . 4 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 84.1 92.3 91.3 71.1 84.1 91.3 90.6
Old : 71.5 84.1 92.3 91.3 71.1 84.1 91.3 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,096: 14,717 39,076 28,314 8,665 60 6,575 5 120 4,180 6,000 0: 2,130 2,170
Old : 56,096: 14,717 39,076 28,314 8,665 60 6,575 5 120 4,180 6,000 0: 2,130 2,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -305: -1,050 -100 725 -225 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 69.7 50.5 15.4 0.1 11.7 0.0 0.2 7.5 10.7 0.0: 3.8 3.9
Old : 100.0: 26.2 69.7 50.5 15.4 0.1 11.7 0.0 0.2 7.5 10.7 0.0: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 10 . . . . . . . . 0:
Old : 23: 9 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 82.3 93.5 93.1 73.7 82.3 92.5 92.7
Old : 74.2 82.3 93.5 93.1 73.7 82.3 92.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,215: 21,590 44,720 15,530 1,155 2,340 2,920 1,125 31 7,365 1,300 35: 2,404 1,509
Old : 52,215: 21,590 44,720 15,530 1,155 2,340 2,920 1,125 31 7,365 1,300 35: 2,404 1,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 660: 350 800 225 -50 -65 125 0 -25 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 85.6 29.7 2.2 4.5 5.6 2.2 0.1 14.1 2.5 0.1: 4.6 2.9
Old : 100.0: 41.3 85.6 29.7 2.2 4.5 5.6 2.2 0.1 14.1 2.5 0.1: 4.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 11 . . . . . . . . .:
Old : 30: 14 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 82.2 74.1 91.0 53.0 79.9 71.0 87.2
Old : 55.5 82.2 74.1 91.0 53.0 79.9 71.0 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,640: 19,435 41,070 15,610 775 2,515 2,495 1,125 36 5,915 1,300 385: 2,249 1,434
Old : 48,640: 19,435 41,070 15,610 775 2,515 2,495 1,125 36 5,915 1,300 385: 2,249 1,434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 260: 550 300 -275 50 -65 25 0 -25 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 84.4 32.1 1.6 5.2 5.1 2.3 0.1 12.2 2.7 0.8: 4.6 2.9
Old : 100.0: 40.0 84.4 32.1 1.6 5.2 5.1 2.3 0.1 12.2 2.7 0.8: 4.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 10 . . . . . . . . .:
Old : 29: 14 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 80.0 74.9 89.8 52.0 78.0 70.4 84.9
Old : 55.4 80.0 74.9 89.8 52.0 78.0 70.4 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 76,420: 28,925 62,700 17,405 4,885 3,365 19,265 425 660 2,165 160 1,275: 3,360 2,950
Old : 76,420: 28,925 62,700 17,405 4,885 3,365 19,265 425 660 2,165 160 1,275: 3,360 2,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 525: 0 0 400 245 100 25 200 -20 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 82.0 22.8 6.4 4.4 25.2 0.6 0.9 2.8 0.2 1.7: 4.4 3.9
Old : 100.0: 37.9 82.0 22.8 6.4 4.4 25.2 0.6 0.9 2.8 0.2 1.7: 4.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 14 12 . . 4 . . . . . .:
Old : 34: 14 12 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 73.7 82.8 86.7 56.5 73.5 76.5 82.6
Old : 61.4 73.7 82.8 86.7 56.5 73.5 76.5 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,250: 28,040 59,935 17,055 4,710 3,505 19,090 650 635 1,050 160 1,275: 2,600 2,380
Old : 73,250: 28,040 59,935 17,055 4,710 3,505 19,090 650 635 1,050 160 1,275: 2,600 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 310: 0 0 225 70 60 25 200 -20 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 81.8 23.3 6.4 4.8 26.1 0.9 0.9 1.4 0.2 1.7: 3.5 3.2
Old : 100.0: 38.3 81.8 23.3 6.4 4.8 26.1 0.9 0.9 1.4 0.2 1.7: 3.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 13 . . 4 . . . . . .:
Old : 33: 14 13 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 73.5 84.1 87.3 58.6 73.3 77.6 81.6
Old : 63.9 73.5 84.1 87.3 58.6 73.3 77.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,444: 32,684 28,495 3,753 18,696 0 11,845 1,265 1,440 1,260 1,205 955: 5,507 5,388
Old : 57,444: 32,684 28,495 3,753 18,696 0 11,845 1,265 1,440 1,260 1,205 955: 5,507 5,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 600: 300 420 300 180 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 49.6 6.5 32.5 0.0 20.6 2.2 2.5 2.2 2.1 1.7: 9.6 9.4
Old : 100.0: 56.9 49.6 6.5 32.5 0.0 20.6 2.2 2.5 2.2 2.1 1.7: 9.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 7 . . 0 . . . . . .:
Old : 30: 18 7 . . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 76.8 67.4 89.1 50.2 68.5 62.9 77.2
Old : 51.2 76.8 67.4 89.1 50.2 68.5 62.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,044: 29,093 28,060 3,653 12,678 375 8,545 1,265 1,440 915 475 1,105: 4,918 4,646
Old : 50,044: 29,093 28,060 3,653 12,678 375 8,545 1,265 1,440 915 475 1,105: 4,918 4,646
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 600: 300 420 300 180 -75 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 56.1 7.3 25.3 0.7 17.1 2.5 2.9 1.8 0.9 2.2: 9.8 9.3
Old : 100.0: 58.1 56.1 7.3 25.3 0.7 17.1 2.5 2.9 1.8 0.9 2.2: 9.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 7 . . . . . . . . .:
Old : 30: 17 7 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 76.0 67.1 88.6 48.5 67.1 62.0 74.1
Old : 51.8 76.0 67.1 88.6 48.5 67.1 62.0 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 214,925: 125,755 93,652 32,160 7,841 7,213 0 45,865 755 250 10,877 246: 48,546 48,476
Old : 214,925: 125,755 93,652 32,160 7,841 7,213 0 45,865 755 250 10,877 246: 48,546 48,476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 785: 1,499 324 -975 -22 -460 0 250 105 0 -28 0: 616 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 43.6 15.0 3.6 3.4 0.0 21.3 0.4 0.1 5.1 0.1: 22.6 22.6
Old : 100.0: 58.5 43.6 15.0 3.6 3.4 0.0 21.3 0.4 0.1 5.1 0.1: 22.6 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 24 . 4 6 0 4 . . 4 .:
Old : 44: 22 24 . 4 6 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 35.4 66.6 52.0 38.2 30.6 53.5 43.9
Old : 48.8 35.4 66.6 52.0 38.2 30.6 53.5 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 201,267: 122,417 93,310 22,321 1,623 10,508 0 41,345 805 250 8,780 1,003: 43,963 43,893
Old : 201,267: 122,417 93,310 22,321 1,623 10,508 0 41,345 805 250 8,780 1,003: 43,963 43,893
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -224: -30 -495 -875 -610 54 0 150 120 -50 0 0: 557 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 46.4 11.1 0.8 5.2 0.0 20.5 0.4 0.1 4.4 0.5: 21.8 21.8
Old : 100.0: 60.8 46.4 11.1 0.8 5.2 0.0 20.5 0.4 0.1 4.4 0.5: 21.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 24 4 . 6 0 4 . . . .:
Old : 43: 23 24 4 . 6 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 35.5 64.3 53.0 36.1 30.9 50.6 45.0
Old : 46.9 35.5 64.3 53.0 36.1 30.9 50.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,121: 16,903 26,610 11,268 5,176 9,690 4,290 15 730 0 805 10: 6,230 6,085
Old : 49,121: 16,903 26,610 11,268 5,176 9,690 4,290 15 730 0 805 10: 6,230 6,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 180: -255 -745 -620 25 1,270 0 0 0 0 0 0: -215 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 54.2 22.9 10.5 19.7 8.7 0.0 1.5 0.0 1.6 0.0: 12.7 12.4
Old : 100.0: 34.4 54.2 22.9 10.5 19.7 8.7 0.0 1.5 0.0 1.6 0.0: 12.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . 4 5 . . . 0 . .:
Old : 28: 13 13 . 4 5 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 43.4 69.9 67.8 39.1 34.6 48.9 49.2
Old : 52.2 43.4 69.9 67.8 39.1 34.6 48.9 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,140: 11,805 26,160 14,140 3,415 7,710 4,235 0 685 0 665 10: 6,555 6,495
Old : 45,140: 11,805 26,160 14,140 3,415 7,710 4,235 0 685 0 665 10: 6,555 6,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: -70: 70 -840 -670 240 670 0 0 0 0 0 0: -140 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 58.0 31.3 7.6 17.1 9.4 0.0 1.5 0.0 1.5 0.0: 14.5 14.4
Old : 100.0: 26.2 58.0 31.3 7.6 17.1 9.4 0.0 1.5 0.0 1.5 0.0: 14.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 4 . 5 . 0 . 0 . .:
Old : 28: 13 15 4 . 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 48.0 71.2 67.5 47.3 38.3 53.0 49.0
Old : 56.6 48.0 71.2 67.5 47.3 38.3 53.0 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,061: 21,645 25,109 5,880 1,420 10,310 3,100 5,270 162 760 0 0: 5,204 4,790
Old : 47,061: 21,645 25,109 5,880 1,420 10,310 3,100 5,270 162 760 0 0: 5,204 4,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 2,480: 1,805 -60 -140 175 140 0 1,550 0 0 0 0: 675 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 53.4 12.5 3.0 21.9 6.6 11.2 0.3 1.6 0.0 0.0: 11.1 10.2
Old : 100.0: 46.0 53.4 12.5 3.0 21.9 6.6 11.2 0.3 1.6 0.0 0.0: 11.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 . . 5 . . . . 0 0:
Old : 25: 12 13 . . 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 52.2 69.8 75.8 29.0 32.5 39.4 42.4
Old : 47.8 52.2 69.8 75.8 29.0 32.5 39.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,335: 14,149 25,434 2,115 1,934 10,030 15,720 5,485 12 760 0 0: 4,549 4,440
Old : 47,335: 14,149 25,434 2,115 1,934 10,030 15,720 5,485 12 760 0 0: 4,549 4,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 565: 455 -435 -140 -800 240 0 1,550 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 53.7 4.5 4.1 21.2 33.2 11.6 0.0 1.6 0.0 0.0: 9.6 9.4
Old : 100.0: 29.9 53.7 4.5 4.1 21.2 33.2 11.6 0.0 1.6 0.0 0.0: 9.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . . 4 . . . . 0 0:
Old : 22: 11 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 57.7 78.6 78.6 45.5 41.6 50.4 49.0
Old : 65.3 57.7 78.6 78.6 45.5 41.6 50.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 212,273: 116,817 117,012 4,680 22,713 23,852 18,035 0 5,445 510 307 1,321: 41,613 41,623
Old : 212,273: 116,817 117,012 4,680 22,713 23,852 18,035 0 5,445 510 307 1,321: 41,613 41,623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 4,108: 1,625 710 275 3,435 760 2,075 0 -225 25 -145 223: -650 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 55.1 2.2 10.7 11.2 8.5 0.0 2.6 0.2 0.1 0.6: 19.6 19.6
Old : 100.0: 55.0 55.1 2.2 10.7 11.2 8.5 0.0 2.6 0.2 0.1 0.6: 19.6 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 27 24 . 5 6 4 0 . . . 4:
Old : 44: 27 24 . 5 6 4 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 38.1 54.3 62.6 25.3 35.7 35.6 41.5
Old : 35.5 38.1 54.3 62.6 25.3 35.7 35.6 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, September 21, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 189,142: 107,073 107,304 4,640 13,821 21,486 7,895 0 12,170 2,394 567 751: 32,733 33,043
Old : 189,142: 107,073 107,304 4,640 13,821 21,486 7,895 0 12,170 2,394 567 751: 32,733 33,043
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2021 :
: 3,018: -759 1,421 -165 -221 1,731 2,100 0 -300 24 0 26: 361 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 56.7 2.5 7.3 11.4 4.2 0.0 6.4 1.3 0.3 0.4: 17.3 17.5
Old : 100.0: 56.6 56.7 2.5 7.3 11.4 4.2 0.0 6.4 1.3 0.3 0.4: 17.3 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 26 24 . 4 6 4 0 . . . .:
Old : 42: 26 24 . 4 6 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 39.3 57.6 67.1 26.1 33.1 35.3 44.0
Old : 37.0 39.3 57.6 67.1 26.1 33.1 35.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2021