Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 19,013 : : Positions : : 15,192 12,749 0 1,540 1,174 264 0 96 157 1,573 1,360 : : : : Changes from: October 5, 2021 : : 154 -201 0 96 4 0 0 0 -27 170 252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 67.1 0.0 8.1 6.2 1.4 0.0 0.5 0.8 8.3 7.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 30,884 : : Positions : : 20,770 27,814 4,114 75 1,802 201 75 162 2,860 0 955 : : : : Changes from: October 5, 2021 : : -146 9 400 -5 -289 -75 0 0 -175 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 90.1 13.3 0.2 5.8 0.7 0.2 0.5 9.3 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . . 4 . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 27,941 : : Positions : : 20,451 21,682 0 2,336 2,685 372 0 153 3,830 635 450 : : : : Changes from: October 5, 2021 : : -40 90 0 -285 5 0 0 0 150 145 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 77.6 0.0 8.4 9.6 1.3 0.0 0.5 13.7 2.3 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 174,824 : : Positions : : 115,292 127,513 1,964 16,933 27,591 22,382 0 1,075 3,796 284 1,183 : : : : Changes from: October 5, 2021 : : 3,195 5,749 45 -2,128 2,968 -26 -61 173 -74 -168 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 72.9 1.1 9.7 15.8 12.8 0.0 0.6 2.2 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 32 . 7 7 9 0 4 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,647 : : Positions : : 53,954 39,811 1,500 11,829 1,452 1,002 666 764 0 4,438 1,641 : : : : Changes from: October 5, 2021 : : -3,314 -1,761 0 -984 -94 275 116 -83 0 -244 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 65.6 2.5 19.5 2.4 1.7 1.1 1.3 0.0 7.3 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . 4 . 5 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 36,528 : : Positions : : 32,322 26,967 691 4,273 2,059 0 0 0 250 1,890 1,135 : : : : Changes from: October 5, 2021 : : -1,308 -2,301 -168 127 -81 0 0 0 100 675 -550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 73.8 1.9 11.7 5.6 0.0 0.0 0.0 0.7 5.2 3.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 44,921 : : Positions : : 26,284 15,923 3,123 18,205 4,440 10,290 0 0 75 5,727 349 : : : : Changes from: October 5, 2021 : : -171 -1,521 -335 1,015 -1,090 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 35.4 7.0 40.5 9.9 22.9 0.0 0.0 0.2 12.7 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 4 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 57,357 : : Positions : : 43,445 19,912 981 26,492 4,641 5,996 110 600 289 4,651 746 : : : : Changes from: October 5, 2021 : : 214 -343 -44 520 -393 -6 -20 0 -25 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 34.7 1.7 46.2 8.1 10.5 0.2 1.0 0.5 8.1 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 6 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 67,261 : : Positions : : 38,648 28,369 25,575 31,305 894 0 25 0 651 5,385 1,182 : : : : Changes from: October 5, 2021 : : 20 785 815 62 0 0 0 0 12 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 42.2 38.0 46.5 1.3 0.0 0.0 0.0 1.0 8.0 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 18 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 84,310 : : Positions : : 51,170 28,624 28,992 46,651 1,605 0 0 0 1,045 6,323 1,082 : : : : Changes from: October 5, 2021 : : 454 927 875 378 0 0 0 0 -24 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 34.0 34.4 55.3 1.9 0.0 0.0 0.0 1.2 7.5 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 19 5 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,839 : : Positions : : 18,663 24,977 6,978 270 2,108 0 0 0 50 31 28 : : : : Changes from: October 5, 2021 : : -382 -1,215 -620 270 15 0 0 0 23 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 89.7 25.1 1.0 7.6 0.0 0.0 0.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 32,933 : : Positions : : 26,507 19,217 3,100 10,601 2,910 0 150 0 250 50 0 : : : : Changes from: October 5, 2021 : : -140 230 730 290 -245 0 -50 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 58.4 9.4 32.2 8.8 0.0 0.5 0.0 0.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,512 : : Positions : : 17,617 22,837 9,135 1,905 2,490 0 100 0 0 2,165 15 : : : : Changes from: October 5, 2021 : : -650 -1,120 60 560 -560 0 0 0 0 205 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 77.4 31.0 6.5 8.4 0.0 0.3 0.0 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 127,237 : : Positions : : 75,076 69,634 21,040 24,644 18,021 6,240 3,300 899 941 6,205 4,282 : : : : Changes from: October 5, 2021 : : -1,071 -3,189 1,037 149 -44 -4,270 115 -160 210 -1,127 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 54.7 16.5 19.4 14.2 4.9 2.6 0.7 0.7 4.9 3.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 31 . . 5 4 . 4 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 27,526 : : Positions : : 23,641 15,681 0 8,422 3,003 0 384 0 0 0 0 : : : : Changes from: October 5, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 57.0 0.0 30.6 10.9 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 5 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 38,661 : : Positions : : 15,810 22,116 17,599 2,508 4,887 0 6,755 145 25 2,250 0 : : : : Changes from: October 5, 2021 : : -2,499 -680 -1,781 -726 100 0 -3,630 145 0 750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 57.2 45.5 6.5 12.6 0.0 17.5 0.4 0.1 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 4 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 35,817 : : Positions : : 13,989 21,350 14,981 895 6,242 0 3,620 410 0 3,300 0 : : : : Changes from: October 5, 2021 : : -3,559 -170 223 219 -801 0 -3,390 410 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 59.6 41.8 2.5 17.4 0.0 10.1 1.1 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 72,687 : : Positions : : 41,448 41,507 10,909 14,345 13,368 1,208 0 290 3,505 800 1,480 : : : : Changes from: October 5, 2021 : : -503 -5,416 1,086 1,884 -393 -4,050 0 290 -155 -100 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 57.1 15.0 19.7 18.4 1.7 0.0 0.4 4.8 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 . . 4 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,117 : : Positions : : 25,959 33,520 7,882 0 2,119 0 0 0 100 75 0 : : : : Changes from: October 5, 2021 : : -1,044 -2,060 -1,143 -50 215 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 92.8 21.8 0.0 5.9 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 5 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 43,035 : : Positions : : 33,846 29,391 5,779 10,539 2,699 515 291 0 0 100 0 : : : : Changes from: October 5, 2021 : : -620 -237 663 210 -338 -5 25 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 68.3 13.4 24.5 6.3 1.2 0.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,561 : : Positions : : 29,565 39,003 10,002 3,291 1,722 0 0 0 2,005 0 10 : : : : Changes from: October 5, 2021 : : 645 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 87.5 22.4 7.4 3.9 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,929 : : Positions : : 34,225 39,488 10,093 7,609 2,265 0 80 0 2,756 100 182 : : : : Changes from: October 5, 2021 : : 1,188 1,188 -20 0 20 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 79.1 20.2 15.2 4.5 0.0 0.2 0.0 5.5 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 12 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 79,856 : : Positions : : 61,643 70,694 13,274 6,980 1,256 98 0 222 2,197 0 544 : : : : Changes from: October 5, 2021 : : -3,390 -5,259 -121 1,755 -210 -35 0 0 136 0 -587 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 88.5 16.6 8.7 1.6 0.1 0.0 0.3 2.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 21 6 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 102,268 : : Positions : : 80,775 86,861 14,387 11,532 1,769 851 528 221 2,702 204 891 : : : : Changes from: October 5, 2021 : : -3,870 -8,901 55 3,916 -584 -83 -132 -86 -1,137 -227 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 84.9 14.1 11.3 1.7 0.8 0.5 0.2 2.6 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 25 6 . . 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 58,931 : : Positions : : 41,870 54,137 13,118 0 1,035 387 1,029 60 1,420 1,980 660 : : : : Changes from: October 5, 2021 : : -2,187 -3,064 -1,058 0 30 37 -84 0 -290 -239 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 91.9 22.3 0.0 1.8 0.7 1.7 0.1 2.4 3.4 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,987 : : Positions : : 31,076 43,432 12,841 30 930 0 0 0 565 1,155 440 : : : : Changes from: October 5, 2021 : : -2,138 -2,730 -636 30 -484 0 0 0 -180 -350 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 94.4 27.9 0.1 2.0 0.0 0.0 0.0 1.2 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 46,143 : : Positions : : 28,839 37,863 9,399 75 7,481 0 0 0 301 646 33 : : : : Changes from: October 5, 2021 : : 490 1,351 1,185 0 0 0 0 0 5 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 82.1 20.4 0.2 16.2 0.0 0.0 0.0 0.7 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 7 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,970 : : Positions : : 31,010 42,009 13,271 594 3,868 175 2,561 0 1,084 662 32 : : : : Changes from: October 5, 2021 : : -101 387 362 -150 27 0 142 0 -9 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 84.1 26.6 1.2 7.7 0.4 5.1 0.0 2.2 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,574 : : Positions : : 7,536 10,391 5,012 891 559 0 935 0 0 725 0 : : : : Changes from: October 5, 2021 : : 38 -50 156 213 23 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 76.6 36.9 6.6 4.1 0.0 6.9 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 12,434 : : Positions : : 6,812 10,065 4,346 811 795 0 150 0 0 575 0 : : : : Changes from: October 5, 2021 : : 23 80 131 81 51 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 80.9 35.0 6.5 6.4 0.0 1.2 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 24,417 : : Positions : : 20,429 16,501 2,630 6,807 0 0 722 0 493 0 96 : : : : Changes from: October 5, 2021 : : 95 40 0 55 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 67.6 10.8 27.9 0.0 0.0 3.0 0.0 2.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,473 : : Positions : : 12,545 13,247 1,434 1,690 130 0 0 0 456 0 55 : : : : Changes from: October 5, 2021 : : 4 27 0 9 0 0 0 0 7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 85.6 9.3 10.9 0.8 0.0 0.0 0.0 2.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 34,565 : : Positions : : 21,559 20,065 8,115 9,461 1,153 601 2,739 551 2,000 75 461 : : : : Changes from: October 5, 2021 : : 290 384 -60 -16 92 0 22 0 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 58.1 23.5 27.4 3.3 1.7 7.9 1.6 5.8 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 20 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,369 : : Positions : : 14,268 10,995 2,383 4,969 1,526 100 1,956 0 1,325 165 283 : : : : Changes from: October 5, 2021 : : 397 -48 -262 95 150 0 111 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 54.0 11.7 24.4 7.5 0.5 9.6 0.0 6.5 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 4 . 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,058 : : Positions : : 5,498 14,529 7,233 0 327 279 0 102 1,495 0 85 : : : : Changes from: October 5, 2021 : : 305 320 25 0 0 0 0 0 -10 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 96.5 48.0 0.0 2.2 1.9 0.0 0.7 9.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 18,193 : : Positions : : 6,396 18,093 9,691 0 0 0 0 0 1,970 0 100 : : : : Changes from: October 5, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 99.5 53.3 0.0 0.0 0.0 0.0 0.0 10.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,770 : : Positions : : 3,914 11,273 10,795 4,020 1,297 75 0 0 205 0 100 : : : : Changes from: October 5, 2021 : : 0 0 0 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 67.2 64.4 24.0 7.7 0.4 0.0 0.0 1.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,678 : : Positions : : 2,826 6,048 4,173 1,150 1,025 50 0 20 75 70 135 : : : : Changes from: October 5, 2021 : : 0 0 0 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 69.7 48.1 13.3 11.8 0.6 0.0 0.2 0.9 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 47,356 : : Positions : : 19,161 16,411 22,155 28,350 2,040 600 65 40 2,785 75 375 : : : : Changes from: October 5, 2021 : : 140 2,550 2,450 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 34.7 46.8 59.9 4.3 1.3 0.1 0.1 5.9 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 50,761 : : Positions : : 20,346 16,231 25,155 32,010 2,075 0 0 0 2,680 75 360 : : : : Changes from: October 5, 2021 : : 90 2,550 2,460 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 32.0 49.6 63.1 4.1 0.0 0.0 0.0 5.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 95,613 : : Positions : : 67,570 73,375 14,862 8,902 10,061 100 80 795 898 1,150 970 : : : : Changes from: October 5, 2021 : : 1,524 1,050 -10 560 -325 0 0 0 -5 -101 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 76.7 15.5 9.3 10.5 0.1 0.1 0.8 0.9 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 27 . 6 5 . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 111,087 : : Positions : : 80,308 80,236 10,068 10,695 16,425 100 618 657 2,029 892 1,371 : : : : Changes from: October 5, 2021 : : 1,760 1,480 -430 -20 495 0 -100 75 -10 -40 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 72.2 9.1 9.6 14.8 0.1 0.6 0.6 1.8 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 27 4 5 6 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 392,270 : : Positions : : 284,212 289,414 420 35,574 35,054 33,184 4,186 8,043 14,940 4,017 15,468 : : : : Changes from: October 5, 2021 : : -5,556 -11,779 178 -2,491 625 -1,845 4,106 -1,104 -2,835 417 3,049 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 73.8 0.1 9.1 8.9 8.5 1.1 2.1 3.8 1.0 3.9 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 40 . 7 8 19 . 11 15 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 13,275 : : Positions : : 7,510 9,580 2,035 2,650 955 885 0 0 895 0 0 : : : : Changes from: October 5, 2021 : : 0 20 -30 -20 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 72.2 15.3 20.0 7.2 6.7 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 10,740 : : Positions : : 5,610 6,880 2,185 2,020 1,150 185 600 0 895 0 0 : : : : Changes from: October 5, 2021 : : 0 20 0 -20 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 64.1 20.3 18.8 10.7 1.7 5.6 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 31,855 : : Positions : : 21,377 18,527 1,818 2,150 5,028 700 3,115 0 2,690 2,845 170 : : : : Changes from: October 5, 2021 : : -2,685 -4,185 -1,630 0 400 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 58.2 5.7 6.7 15.8 2.2 9.8 0.0 8.4 8.9 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 37,799 : : Positions : : 18,082 25,240 9,883 1,400 5,714 2,300 4,715 0 1,050 0 550 : : : : Changes from: October 5, 2021 : : 515 -285 -320 -50 -180 100 0 -100 -450 0 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 66.8 26.1 3.7 15.1 6.1 12.5 0.0 2.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 83,291 : : Positions : : 59,727 56,258 16,036 17,664 1,063 0 2,913 300 1,130 0 0 : : : : Changes from: October 5, 2021 : : -2,835 -1,601 -359 -1,150 310 0 -676 0 -185 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 67.5 19.3 21.2 1.3 0.0 3.5 0.4 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 67,028 : : Positions : : 46,565 40,997 13,086 17,153 738 0 2,338 60 855 0 0 : : : : Changes from: October 5, 2021 : : -2,415 -1,515 -238 -735 0 0 -541 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 61.2 19.5 25.6 1.1 0.0 3.5 0.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 23,518 : : Positions : : 6,874 15,578 10,008 1,275 1,940 550 330 120 0 0 0 : : : : Changes from: October 5, 2021 : : -459 -758 -124 40 -565 -200 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 66.2 42.6 5.4 8.2 2.3 1.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,273 : : Positions : : 5,765 15,532 11,127 1,335 1,465 500 330 120 0 0 0 : : : : Changes from: October 5, 2021 : : 184 -240 -264 40 -575 -175 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 69.7 50.0 6.0 6.6 2.2 1.5 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 32,296 : : Positions : : 17,260 15,139 7,109 10,111 1,142 3,555 2,189 852 0 597 372 : : : : Changes from: October 5, 2021 : : -2,011 -1,765 -421 -470 31 -235 -445 -235 0 5 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 46.9 22.0 31.3 3.5 11.0 6.8 2.6 0.0 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 22,872 : : Positions : : 12,233 11,075 7,289 3,485 573 100 4,580 724 171 603 165 : : : : Changes from: October 5, 2021 : : -1,909 -2,369 -1,288 -75 -26 -50 -690 0 55 -45 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 48.4 31.9 15.2 2.5 0.4 20.0 3.2 0.7 2.6 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 19,580 : : Positions : : 12,918 8,010 2,788 2,509 994 0 5,481 0 0 0 0 : : : : Changes from: October 5, 2021 : : -993 -785 -368 -423 5 0 -165 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 40.9 14.2 12.8 5.1 0.0 28.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,336 : : Positions : : 12,720 4,966 5,685 5,120 210 0 8,470 100 0 35 75 : : : : Changes from: October 5, 2021 : : -535 -575 -135 -100 0 0 40 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 24.4 28.0 25.2 1.0 0.0 41.7 0.5 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 97,849 : : Positions : : 28,952 47,029 35,066 30,268 3,167 14,925 1,050 0 0 367 548 : : : : Changes from: October 5, 2021 : : -839 -1,886 -1,580 -1,417 -265 -770 -75 0 0 55 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 48.1 35.8 30.9 3.2 15.3 1.1 0.0 0.0 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 97,877 : : Positions : : 29,322 46,669 26,794 28,848 3,220 14,830 1,050 0 6,020 361 528 : : : : Changes from: October 5, 2021 : : -1,004 -1,896 -1,480 -1,207 -80 -845 -50 0 20 -134 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 47.7 27.4 29.5 3.3 15.2 1.1 0.0 6.2 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,923 : : Positions : : 17,067 8,294 1,192 200 2,278 0 8,685 450 820 2,130 0 : : : : Changes from: October 5, 2021 : : -980 -269 56 -25 -81 -50 -520 0 -50 -215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 33.3 4.8 0.8 9.1 0.0 34.8 1.8 3.3 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,848 : : Positions : : 17,067 8,334 1,157 200 2,288 0 8,685 450 820 2,055 0 : : : : Changes from: October 5, 2021 : : -980 -269 81 -25 -106 -50 -520 0 -50 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 33.5 4.7 0.8 9.2 0.0 35.0 1.8 3.3 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 50,508 : : Positions : : 13,924 38,754 24,340 9,095 80 5,505 35 90 4,160 0 0 : : : : Changes from: October 5, 2021 : : -893 -2,408 -715 -650 0 -1,125 30 -30 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 76.7 48.2 18.0 0.2 10.9 0.1 0.2 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 54,603 : : Positions : : 14,128 38,133 29,080 8,150 60 5,205 35 90 3,935 6,000 0 : : : : Changes from: October 5, 2021 : : -748 -2,992 -1,069 -515 0 -1,425 30 -30 -245 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 69.8 53.3 14.9 0.1 9.5 0.1 0.2 7.2 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,085 : : Positions : : 20,670 46,650 18,250 940 2,550 2,600 1,150 5 7,575 1,200 35 : : : : Changes from: October 5, 2021 : : -1,905 -2,865 -200 85 -65 -370 25 0 -410 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 86.3 33.7 1.7 4.7 4.8 2.1 0.0 14.0 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 50,225 : : Positions : : 18,720 42,755 17,890 530 2,750 2,250 1,150 10 6,015 1,200 385 : : : : Changes from: October 5, 2021 : : -1,380 -2,610 -760 55 -40 -295 25 0 -320 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 85.1 35.6 1.1 5.5 4.5 2.3 0.0 12.0 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 71,165 : : Positions : : 25,135 57,595 16,995 4,620 4,245 18,405 400 115 1,825 75 1,225 : : : : Changes from: October 5, 2021 : : -2,060 -4,190 -1,030 10 555 -830 -25 -70 -340 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 80.9 23.9 6.5 6.0 25.9 0.6 0.2 2.6 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 68,235 : : Positions : : 24,320 55,270 16,975 4,620 4,120 18,280 600 90 845 75 1,225 : : : : Changes from: October 5, 2021 : : -2,110 -3,900 -880 10 555 -780 -50 -70 -205 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 81.0 24.9 6.8 6.0 26.8 0.9 0.1 1.2 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 16 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,762 : : Positions : : 30,728 28,430 4,292 16,494 158 11,065 1,550 1,155 1,240 970 925 : : : : Changes from: October 5, 2021 : : -2,291 -1,675 129 -1,367 158 -780 285 -285 -10 -195 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 51.9 7.8 30.1 0.3 20.2 2.8 2.1 2.3 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 7 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 48,041 : : Positions : : 27,347 28,520 4,134 10,244 1,067 8,000 1,550 1,155 896 305 1,075 : : : : Changes from: October 5, 2021 : : -1,931 -765 181 -1,805 302 -630 285 -285 -5 -130 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 59.4 8.6 21.3 2.2 16.7 3.2 2.4 1.9 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 7 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 211,148 : : Positions : : 129,262 89,993 23,881 10,634 6,055 0 41,120 230 0 11,446 321 : : : : Changes from: October 5, 2021 : : -3,615 -3,234 -2,249 468 -1,263 0 -3,015 0 0 -78 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 42.6 11.3 5.0 2.9 0.0 19.5 0.1 0.0 5.4 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 . 4 6 0 4 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 195,013 : : Positions : : 124,589 87,512 12,862 3,406 12,267 0 37,285 320 25 9,333 943 : : : : Changes from: October 5, 2021 : : -3,544 -3,679 -2,750 248 243 0 -3,015 0 -175 -33 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 44.9 6.6 1.7 6.3 0.0 19.1 0.2 0.0 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 . 4 6 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 48,552 : : Positions : : 17,962 26,234 10,418 5,321 10,180 3,715 0 282 0 685 10 : : : : Changes from: October 5, 2021 : : 105 -1,055 -1,475 45 365 225 -15 -276 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 54.0 21.5 11.0 21.0 7.7 0.0 0.6 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 46,384 : : Positions : : 12,789 27,229 14,031 3,496 8,259 3,875 0 695 0 590 10 : : : : Changes from: October 5, 2021 : : -230 -70 -734 -119 349 140 0 -115 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 58.7 30.2 7.5 17.8 8.4 0.0 1.5 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 . 4 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 45,891 : : Positions : : 21,677 24,636 5,835 2,480 8,420 3,700 5,165 0 645 0 0 : : : : Changes from: October 5, 2021 : : -708 -463 30 -215 -740 0 -105 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 53.7 12.7 5.4 18.3 8.1 11.3 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 50,029 : : Positions : : 16,920 27,269 1,625 2,045 9,810 16,095 5,995 0 645 0 0 : : : : Changes from: October 5, 2021 : : 281 -330 -135 121 -105 -325 -90 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 54.5 3.2 4.1 19.6 32.2 12.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 216,453 : : Positions : : 114,258 104,469 6,367 28,631 21,336 12,295 0 6,200 597 397 911 : : : : Changes from: October 5, 2021 : : -1,423 -9,044 -1,163 4,858 -985 -1,745 0 290 170 25 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 48.3 2.9 13.2 9.9 5.7 0.0 2.9 0.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 4 . 7 5 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 12, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 185,802 : : Positions : : 104,716 104,304 4,785 12,735 22,381 5,995 0 10,928 2,335 567 645 : : : : Changes from: October 5, 2021 : : -1,481 -2,070 -80 -1,346 450 -1,975 0 568 90 -10 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 56.1 2.6 6.9 12.0 3.2 0.0 5.9 1.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . 4 6 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 15, 2021