Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 19,451 : : Positions : : 15,335 11,661 112 2,261 925 0 0 0 62 1,754 2,188 : : : : Changes from: November 16, 2021 : : -50 97 112 -6 23 0 0 0 0 -131 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 60.0 0.6 11.6 4.8 0.0 0.0 0.0 0.3 9.0 11.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . 4 . 0 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 31,302 : : Positions : : 22,808 28,193 4,185 55 1,541 856 0 328 1,004 605 580 : : : : Changes from: November 16, 2021 : : 17 722 194 0 -64 285 0 -51 -190 -416 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 90.1 13.4 0.2 4.9 2.7 0.0 1.0 3.2 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . . 4 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 27,441 : : Positions : : 22,666 21,422 0 2,970 1,815 25 265 237 2,065 190 500 : : : : Changes from: November 16, 2021 : : -39 504 0 -281 -50 25 113 237 400 50 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 78.1 0.0 10.8 6.6 0.1 1.0 0.9 7.5 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 0 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 194,723 : : Positions : : 124,992 143,666 3,292 23,152 24,109 21,957 0 665 15,520 377 2,591 : : : : Changes from: November 16, 2021 : : -2,710 5,234 848 -571 104 60 0 20 6,230 -403 288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 73.8 1.7 11.9 12.4 11.3 0.0 0.3 8.0 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 31 . 5 7 9 0 4 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,041 : : Positions : : 58,772 42,359 1,536 9,337 2,151 150 5,895 6 13 3,031 1,231 : : : : Changes from: November 16, 2021 : : 1,367 462 0 267 -92 0 946 6 0 -270 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 66.1 2.4 14.6 3.4 0.2 9.2 0.0 0.0 4.7 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 22 . . . . 6 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 37,642 : : Positions : : 32,630 28,436 1,331 3,914 2,497 0 350 0 0 1,296 945 : : : : Changes from: November 16, 2021 : : 106 77 -25 -50 0 0 0 0 0 54 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 75.5 3.5 10.4 6.6 0.0 0.9 0.0 0.0 3.4 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 47,237 : : Positions : : 27,997 17,738 2,831 17,328 5,450 10,240 0 0 50 6,175 267 : : : : Changes from: November 16, 2021 : : 186 31 -210 -93 185 0 0 0 0 98 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 37.6 6.0 36.7 11.5 21.7 0.0 0.0 0.1 13.1 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 20 5 4 7 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 55,846 : : Positions : : 42,234 19,742 1,143 24,822 4,960 5,711 0 600 267 5,067 555 : : : : Changes from: November 16, 2021 : : -694 548 435 -570 -140 13 0 0 4 -155 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 35.4 2.0 44.4 8.9 10.2 0.0 1.1 0.5 9.1 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 6 7 4 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 69,452 : : Positions : : 38,690 30,151 27,660 31,659 960 0 0 0 714 5,464 1,118 : : : : Changes from: November 16, 2021 : : 408 1,235 100 -725 228 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 43.4 39.8 45.6 1.4 0.0 0.0 0.0 1.0 7.9 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 87,083 : : Positions : : 51,381 30,156 31,611 47,778 1,640 0 50 0 970 6,322 1,078 : : : : Changes from: November 16, 2021 : : 1,332 1,345 76 95 171 0 0 0 0 -32 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 34.6 36.3 54.9 1.9 0.0 0.1 0.0 1.1 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 19 5 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,620 : : Positions : : 20,016 28,127 8,423 0 1,086 0 0 0 66 0 17 : : : : Changes from: November 16, 2021 : : 220 115 -105 0 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 95.0 28.4 0.0 3.7 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 37,290 : : Positions : : 29,876 24,758 2,735 8,199 4,275 100 0 0 150 50 0 : : : : Changes from: November 16, 2021 : : 95 95 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 66.4 7.3 22.0 11.5 0.3 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 31,462 : : Positions : : 22,017 23,052 5,695 3,090 2,990 0 100 0 500 2,220 10 : : : : Changes from: November 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 73.3 18.1 9.8 9.5 0.0 0.3 0.0 1.6 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 135,193 : : Positions : : 78,151 79,758 21,032 14,545 22,798 5,305 2,348 2,572 1,617 9,955 2,977 : : : : Changes from: November 16, 2021 : : 220 571 252 336 3 -13 -965 980 -429 42 421 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 59.0 15.6 10.8 16.9 3.9 1.7 1.9 1.2 7.4 2.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 32 . . 5 5 . 5 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 43,706 : : Positions : : 18,674 23,973 18,229 5,805 6,222 0 5,571 385 0 1,750 0 : : : : Changes from: November 16, 2021 : : 0 0 0 0 -149 0 0 215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 54.9 41.7 13.3 14.2 0.0 12.7 0.9 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 39,096 : : Positions : : 17,274 23,528 13,506 2,657 6,939 266 2,857 915 0 2,200 0 : : : : Changes from: November 16, 2021 : : 300 300 0 0 -600 0 0 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 60.2 34.5 6.8 17.7 0.7 7.3 2.3 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 78,711 : : Positions : : 44,486 50,980 13,233 9,879 14,332 239 0 977 3,995 650 1,015 : : : : Changes from: November 16, 2021 : : 350 572 -18 -30 428 60 0 36 200 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 64.8 16.8 12.6 18.2 0.3 0.0 1.2 5.1 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 38,159 : : Positions : : 26,566 36,330 9,937 0 1,129 0 295 0 200 0 0 : : : : Changes from: November 16, 2021 : : 154 -125 -279 0 106 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 95.2 26.0 0.0 3.0 0.0 0.8 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 47,369 : : Positions : : 37,250 35,298 5,810 7,931 3,750 327 145 0 0 200 0 : : : : Changes from: November 16, 2021 : : 11 231 195 15 -38 115 145 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 74.5 12.3 16.7 7.9 0.7 0.3 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 46,658 : : Positions : : 31,880 41,274 10,733 4,008 1,002 0 0 0 1,894 0 10 : : : : Changes from: November 16, 2021 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.5 23.0 8.6 2.1 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,764 : : Positions : : 35,343 40,072 10,279 8,164 1,910 0 226 0 2,596 20 192 : : : : Changes from: November 16, 2021 : : 121 56 -45 0 0 0 30 0 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 78.9 20.2 16.1 3.8 0.0 0.4 0.0 5.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 81,591 : : Positions : : 65,276 71,888 13,657 7,373 830 0 0 0 868 776 634 : : : : Changes from: November 16, 2021 : : 2,541 1,883 18 -163 94 0 0 0 -174 660 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.1 16.7 9.0 1.0 0.0 0.0 0.0 1.1 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 6 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 104,580 : : Positions : : 84,636 90,664 14,731 10,917 1,145 800 480 45 1,659 265 778 : : : : Changes from: November 16, 2021 : : 3,739 3,722 -10 -969 -26 0 8 0 -682 265 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 86.7 14.1 10.4 1.1 0.8 0.5 0.0 1.6 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 22 6 . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 57,688 : : Positions : : 43,007 54,396 11,433 100 1,027 627 0 383 362 1,332 450 : : : : Changes from: November 16, 2021 : : 40 40 -130 0 12 -50 0 0 200 20 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 94.3 19.8 0.2 1.8 1.1 0.0 0.7 0.6 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 47,683 : : Positions : : 33,576 45,043 12,566 220 740 0 0 0 125 1,145 535 : : : : Changes from: November 16, 2021 : : 245 525 105 0 0 0 0 0 125 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 94.5 26.4 0.5 1.6 0.0 0.0 0.0 0.3 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 43,314 : : Positions : : 27,414 33,520 6,471 484 8,620 0 100 0 339 527 31 : : : : Changes from: November 16, 2021 : : -689 -1,017 -90 240 -182 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 77.4 14.9 1.1 19.9 0.0 0.2 0.0 0.8 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 49,262 : : Positions : : 31,386 39,861 12,986 2,938 3,101 336 2,586 0 1,162 526 36 : : : : Changes from: November 16, 2021 : : 332 352 5 10 -10 20 0 0 7 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 80.9 26.4 6.0 6.3 0.7 5.2 0.0 2.4 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 15,043 : : Positions : : 8,695 12,001 5,372 614 353 0 1,090 0 0 670 0 : : : : Changes from: November 16, 2021 : : 490 490 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 79.8 35.7 4.1 2.3 0.0 7.2 0.0 0.0 4.5 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 November 23, 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 13,500 : : Positions : : 8,135 10,890 4,001 869 737 0 400 0 0 540 0 : : : : Changes from: November 16, 2021 : : 700 700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 80.7 29.6 6.4 5.5 0.0 3.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 25,074 : : Positions : : 21,033 17,293 2,590 6,501 86 95 867 0 174 16 166 : : : : Changes from: November 16, 2021 : : 208 -1 0 0 0 0 20 0 -15 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 69.0 10.3 25.9 0.3 0.4 3.5 0.0 0.7 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 15,105 : : Positions : : 12,491 13,216 1,514 1,608 166 0 0 0 305 0 0 : : : : Changes from: November 16, 2021 : : 205 64 -176 0 12 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 87.5 10.0 10.6 1.1 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 32,301 : : Positions : : 19,809 20,948 7,737 6,772 1,641 533 2,285 117 1,913 150 309 : : : : Changes from: November 16, 2021 : : -265 -61 106 -273 -71 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 64.9 24.0 21.0 5.1 1.7 7.1 0.4 5.9 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 21 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 20,382 : : Positions : : 13,418 13,313 2,457 2,058 2,524 300 1,821 10 1,177 213 203 : : : : Changes from: November 16, 2021 : : -39 306 44 -204 166 0 35 10 0 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 65.3 12.1 10.1 12.4 1.5 8.9 0.0 5.8 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 14,701 : : Positions : : 5,163 14,289 7,732 0 232 252 0 102 1,060 0 60 : : : : Changes from: November 16, 2021 : : 25 0 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 97.2 52.6 0.0 1.6 1.7 0.0 0.7 7.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 17,523 : : Positions : : 5,946 17,498 10,513 0 0 50 0 0 965 0 25 : : : : Changes from: November 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 99.9 60.0 0.0 0.0 0.3 0.0 0.0 5.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 16,254 : : Positions : : 4,086 11,177 10,500 3,795 1,162 70 0 0 140 0 100 : : : : Changes from: November 16, 2021 : : 0 400 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 68.8 64.6 23.3 7.1 0.4 0.0 0.0 0.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,147 : : Positions : : 3,018 6,572 4,597 1,215 1,135 70 0 0 50 115 90 : : : : Changes from: November 16, 2021 : : 0 400 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 71.8 50.3 13.3 12.4 0.8 0.0 0.0 0.5 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 48,863 : : Positions : : 19,654 17,518 23,205 28,815 2,120 600 110 0 2,910 50 250 : : : : Changes from: November 16, 2021 : : 30 -60 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 35.9 47.5 59.0 4.3 1.2 0.2 0.0 6.0 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 52,118 : : Positions : : 20,864 17,253 26,160 32,615 1,930 0 0 0 2,800 50 240 : : : : Changes from: November 16, 2021 : : 30 -60 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 33.1 50.2 62.6 3.7 0.0 0.0 0.0 5.4 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 94,686 : : Positions : : 69,787 71,771 18,229 16,798 3,270 200 5 705 1,188 1,005 978 : : : : Changes from: November 16, 2021 : : 1,345 -89 1,732 3,375 -1,997 0 -25 0 80 -5 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 75.8 19.3 17.7 3.5 0.2 0.0 0.7 1.3 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 24 4 5 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 110,585 : : Positions : : 83,095 79,068 11,988 17,979 10,578 529 588 628 2,688 664 953 : : : : Changes from: November 16, 2021 : : 2,438 593 1,746 4,114 -2,627 85 -80 55 47 -310 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 71.5 10.8 16.3 9.6 0.5 0.5 0.6 2.4 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 28 . 6 6 4 . 5 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 394,345 : : Positions : : 269,385 274,241 3,265 38,474 33,577 39,087 2,771 9,477 16,457 12,243 22,509 : : : : Changes from: November 16, 2021 : : -16,227 -13,010 591 566 -1,110 -194 375 1,848 312 -4,113 5,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 69.5 0.8 9.8 8.5 9.9 0.7 2.4 4.2 3.1 5.7 : : : : Number of Traders in Each Category Total Traders: 97 : : 42 42 . 7 8 18 . 11 14 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 12,820 : : Positions : : 7,220 9,260 1,955 2,525 945 860 0 0 785 0 0 : : : : Changes from: November 16, 2021 : : 25 0 0 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 72.2 15.2 19.7 7.4 6.7 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 10,280 : : Positions : : 5,255 6,560 2,080 1,830 1,200 185 600 0 785 0 0 : : : : Changes from: November 16, 2021 : : 25 0 -25 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 63.8 20.2 17.8 11.7 1.8 5.8 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 34,746 : : Positions : : 22,884 17,971 1,692 2,537 6,558 700 3,215 0 2,160 3,845 600 : : : : Changes from: November 16, 2021 : : -400 -400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 51.7 4.9 7.3 18.9 2.0 9.3 0.0 6.2 11.1 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 40,197 : : Positions : : 20,940 25,500 10,060 3,055 5,792 2,000 4,715 0 950 500 450 : : : : Changes from: November 16, 2021 : : 312 117 0 -5 5 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 63.4 25.0 7.6 14.4 5.0 11.7 0.0 2.4 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 86,625 : : Positions : : 59,759 61,795 19,462 16,559 1,238 0 1,886 281 985 0 0 : : : : Changes from: November 16, 2021 : : 2,110 2,950 120 -720 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 71.3 22.5 19.1 1.4 0.0 2.2 0.3 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 69,563 : : Positions : : 47,475 46,092 14,978 15,671 1,228 0 1,339 50 725 0 0 : : : : Changes from: November 16, 2021 : : 2,280 3,120 120 -720 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 66.3 21.5 22.5 1.8 0.0 1.9 0.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,683 : : Positions : : 6,583 14,828 9,504 1,420 1,877 675 280 120 0 0 0 : : : : Changes from: November 16, 2021 : : 25 -200 -390 60 35 225 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 65.4 41.9 6.3 8.3 3.0 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 20,658 : : Positions : : 5,379 13,972 9,793 1,430 985 650 280 120 30 0 10 : : : : Changes from: November 16, 2021 : : 0 -215 -380 60 0 225 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 67.6 47.4 6.9 4.8 3.1 1.4 0.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 30,397 : : Positions : : 16,947 14,487 7,205 8,671 1,789 1,310 1,799 654 0 602 312 : : : : Changes from: November 16, 2021 : : 170 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 47.7 23.7 28.5 5.9 4.3 5.9 2.2 0.0 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 21,703 : : Positions : : 11,676 11,040 7,135 2,520 682 50 4,732 316 226 558 110 : : : : Changes from: November 16, 2021 : : 230 230 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 50.9 32.9 11.6 3.1 0.2 21.8 1.5 1.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 18,823 : : Positions : : 13,267 7,883 1,980 2,216 807 0 5,466 0 0 0 0 : : : : Changes from: November 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 41.9 10.5 11.8 4.3 0.0 29.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 20,326 : : Positions : : 12,220 7,701 5,550 4,860 443 0 5,380 50 0 35 75 : : : : Changes from: November 16, 2021 : : 55 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 37.9 27.3 23.9 2.2 0.0 26.5 0.2 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 103,782 : : Positions : : 33,867 46,992 34,123 33,133 3,880 14,055 1,000 0 0 720 370 : : : : Changes from: November 16, 2021 : : -5 100 265 360 -120 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 45.3 32.9 31.9 3.7 13.5 1.0 0.0 0.0 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 104,999 : : Positions : : 33,602 48,127 26,232 30,203 4,170 14,005 1,000 0 6,000 493 376 : : : : Changes from: November 16, 2021 : : 10 65 315 580 -150 320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 45.8 25.0 28.8 4.0 13.3 1.0 0.0 5.7 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 23,907 : : Positions : : 16,315 7,733 1,558 0 2,287 0 8,475 200 470 1,915 0 : : : : Changes from: November 16, 2021 : : 0 -600 300 0 0 0 600 -200 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 32.3 6.5 0.0 9.6 0.0 35.4 0.8 2.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 23,867 : : Positions : : 16,325 7,783 1,548 0 2,272 0 8,475 200 470 1,865 0 : : : : Changes from: November 16, 2021 : : 0 -600 300 0 0 0 600 -200 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 32.6 6.5 0.0 9.5 0.0 35.5 0.8 2.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 19,380 : : Positions : : 11,096 5,845 440 10,871 208 4,540 50 0 810 0 1,082 : : : : Changes from: November 16, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 30.2 2.3 56.1 1.1 23.4 0.3 0.0 4.2 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 16,334 : : Positions : : 8,192 4,755 390 8,755 764 4,565 0 50 483 0 1,132 : : : : Changes from: November 16, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 29.1 2.4 53.6 4.7 27.9 0.0 0.3 3.0 0.0 6.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 56,813 : : Positions : : 14,970 39,489 29,929 14,395 50 5,005 65 60 3,800 0 0 : : : : Changes from: November 16, 2021 : : 0 -120 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 69.5 52.7 25.3 0.1 8.8 0.1 0.1 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 59,174 : : Positions : : 13,549 38,469 34,155 12,105 0 5,055 65 60 3,650 6,000 0 : : : : Changes from: November 16, 2021 : : 15 65 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 65.0 57.7 20.5 0.0 8.5 0.1 0.1 6.2 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 55,588 : : Positions : : 22,128 48,423 19,525 1,755 2,055 2,305 275 0 7,090 1,200 35 : : : : Changes from: November 16, 2021 : : 253 53 -240 150 -135 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 87.1 35.1 3.2 3.7 4.1 0.5 0.0 12.8 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 10 . . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 51,937 : : Positions : : 19,592 44,762 19,360 1,315 2,255 1,955 275 55 5,680 1,200 385 : : : : Changes from: November 16, 2021 : : 227 27 -240 150 -135 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 86.2 37.3 2.5 4.3 3.8 0.5 0.1 10.9 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 68,625 : : Positions : : 29,195 46,100 5,690 8,940 7,315 18,910 0 35 1,445 350 1,225 : : : : Changes from: November 16, 2021 : : 1,520 -360 -780 700 680 -100 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 67.2 8.3 13.0 10.7 27.6 0.0 0.1 2.1 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 66,710 : : Positions : : 28,440 44,100 6,120 9,315 6,625 18,635 0 35 600 350 1,225 : : : : Changes from: November 16, 2021 : : 1,520 -360 -780 700 530 -100 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 66.1 9.2 14.0 9.9 27.9 0.0 0.1 0.9 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 15 4 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 52,508 : : Positions : : 29,539 27,345 4,105 15,453 152 10,360 1,785 920 1,190 730 925 : : : : Changes from: November 16, 2021 : : 420 40 -360 20 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 52.1 7.8 29.4 0.3 19.7 3.4 1.8 2.3 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 46,386 : : Positions : : 26,531 27,515 3,902 9,465 940 7,410 1,785 920 855 145 1,075 : : : : Changes from: November 16, 2021 : : 460 100 -360 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 59.3 8.4 20.4 2.0 16.0 3.8 2.0 1.8 0.3 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 8 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 213,398 : : Positions : : 117,042 98,014 37,742 6,729 6,207 0 39,568 125 100 10,643 330 : : : : Changes from: November 16, 2021 : : -3,510 2,580 2,600 -2,810 1,145 0 -250 0 0 -300 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 45.9 17.7 3.2 2.9 0.0 18.5 0.1 0.0 5.0 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 . 4 6 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 199,617 : : Positions : : 111,246 94,481 31,698 3,075 8,614 40 36,610 265 100 8,988 837 : : : : Changes from: November 16, 2021 : : -4,335 1,755 5,386 -124 -1,163 0 -250 0 0 -300 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 47.3 15.9 1.5 4.3 0.0 18.3 0.1 0.0 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 50,279 : : Positions : : 17,062 29,039 12,177 3,290 11,075 3,470 0 155 0 550 10 : : : : Changes from: November 16, 2021 : : 560 740 10 10 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 57.8 24.2 6.5 22.0 6.9 0.0 0.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 47,942 : : Positions : : 12,384 28,494 14,965 2,355 9,723 3,190 0 810 0 490 10 : : : : Changes from: November 16, 2021 : : 250 480 -15 -65 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 59.4 31.2 4.9 20.3 6.7 0.0 1.7 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,265 : : Positions : : 21,261 24,341 5,655 2,304 7,750 3,475 4,710 0 530 0 0 : : : : Changes from: November 16, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 55.0 12.8 5.2 17.5 7.9 10.6 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 49,689 : : Positions : : 17,045 26,169 1,265 2,560 9,570 16,120 6,130 0 530 0 0 : : : : Changes from: November 16, 2021 : : 25 -75 -50 50 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 52.7 2.5 5.2 19.3 32.4 12.3 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 240,899 : : Positions : : 134,305 126,773 20,312 39,677 17,373 10,603 275 6,452 1,777 252 1,866 : : : : Changes from: November 16, 2021 : : 2,149 7,099 2,580 -1,420 -1,015 1,400 100 -1,400 -400 -50 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 52.6 8.4 16.5 7.2 4.4 0.1 2.7 0.7 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 4 . 7 4 . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 23, 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 200,079 : : Positions : : 109,658 114,121 10,595 17,385 18,206 3,715 2,570 10,080 10,655 677 400 : : : : Changes from: November 16, 2021 : : 1,486 1,561 1,890 -925 -720 -155 2,570 -116 -40 95 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 57.0 5.3 8.7 9.1 1.9 1.3 5.0 5.3 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 4 . 6 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 29, 2021