Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 19,116 : : Positions : : 15,240 10,924 368 2,030 1,061 0 0 0 196 2,919 1,549 : : : : Changes from: November 23, 2021 : : -95 -737 256 -231 136 0 0 0 134 1,165 -639 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 57.1 1.9 10.6 5.6 0.0 0.0 0.0 1.0 15.3 8.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 32,090 : : Positions : : 23,703 28,820 4,085 55 1,564 806 0 348 1,034 745 550 : : : : Changes from: November 23, 2021 : : 895 627 -100 0 23 -50 0 20 30 140 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 89.8 12.7 0.2 4.9 2.5 0.0 1.1 3.2 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . 4 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 27,716 : : Positions : : 23,091 21,747 0 2,845 1,840 0 340 237 1,915 115 500 : : : : Changes from: November 23, 2021 : : 425 325 0 -125 25 -25 75 0 -150 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 78.5 0.0 10.3 6.6 0.0 1.2 0.9 6.9 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 0 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 194,438 : : Positions : : 124,629 143,913 3,426 22,259 24,264 21,645 0 665 15,346 466 2,703 : : : : Changes from: November 23, 2021 : : -363 247 134 -893 155 -312 0 0 -174 89 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 74.0 1.8 11.4 12.5 11.1 0.0 0.3 7.9 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 31 . 5 8 8 0 4 9 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 65,049 : : Positions : : 59,407 42,890 1,536 9,182 2,249 150 6,378 56 45 2,933 1,328 : : : : Changes from: November 23, 2021 : : 635 531 0 -155 98 0 483 50 32 -98 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 65.9 2.4 14.1 3.5 0.2 9.8 0.1 0.1 4.5 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 37,915 : : Positions : : 32,695 28,276 1,271 3,714 2,557 50 600 0 0 1,660 904 : : : : Changes from: November 23, 2021 : : 65 -160 -60 -200 60 50 250 0 0 364 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.6 3.4 9.8 6.7 0.1 1.6 0.0 0.0 4.4 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 47,319 : : Positions : : 28,099 17,804 2,841 17,363 5,450 10,240 0 0 50 6,181 237 : : : : Changes from: November 23, 2021 : : 102 66 10 35 0 0 0 0 0 6 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 37.6 6.0 36.7 11.5 21.6 0.0 0.0 0.1 13.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 21 5 4 7 . 0 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 56,131 : : Positions : : 42,572 20,070 1,043 24,791 4,976 5,742 0 600 267 5,039 555 : : : : Changes from: November 23, 2021 : : 338 328 -100 -31 16 31 0 0 0 -28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 35.8 1.9 44.2 8.9 10.2 0.0 1.1 0.5 9.0 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 . 6 7 4 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 69,770 : : Positions : : 39,042 30,454 27,585 31,674 960 0 0 0 714 5,434 1,148 : : : : Changes from: November 23, 2021 : : 352 303 -75 15 0 0 0 0 0 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 43.6 39.5 45.4 1.4 0.0 0.0 0.0 1.0 7.8 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 30, 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 87,300 : : Positions : : 51,609 30,273 31,610 47,871 1,641 0 50 0 955 6,322 1,078 : : : : Changes from: November 23, 2021 : : 228 117 -1 93 1 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 34.7 36.2 54.8 1.9 0.0 0.1 0.0 1.1 7.2 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 30, 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 29,728 : : Positions : : 20,191 28,076 8,193 0 1,241 0 0 0 66 0 17 : : : : Changes from: November 23, 2021 : : 175 -51 -230 0 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 94.4 27.6 0.0 4.2 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 37,296 : : Positions : : 29,886 24,853 2,695 8,074 4,315 100 0 0 150 50 0 : : : : Changes from: November 23, 2021 : : 10 95 -40 -125 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 66.6 7.2 21.6 11.6 0.3 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 23, 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 30, 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 135,326 : : Positions : : 77,733 78,116 20,875 15,791 22,898 5,320 2,348 2,882 1,345 9,489 3,562 : : : : Changes from: November 23, 2021 : : -418 -1,642 -157 1,246 100 15 0 310 -272 -466 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 57.7 15.4 11.7 16.9 3.9 1.7 2.1 1.0 7.0 2.6 : : : : 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 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 44,273 : : Positions : : 18,881 24,000 18,349 6,105 6,162 0 5,571 685 0 1,750 0 : : : : Changes from: November 23, 2021 : : 207 27 120 300 -60 0 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 54.2 41.4 13.8 13.9 0.0 12.6 1.5 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 30, 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 39,816 : : Positions : : 17,394 23,468 13,626 2,957 6,819 266 2,857 1,515 0 2,200 0 : : : : Changes from: November 23, 2021 : : 120 -60 120 300 -120 0 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 58.9 34.2 7.4 17.1 0.7 7.2 3.8 0.0 5.5 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 30, 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 79,984 : : Positions : : 44,479 51,364 12,943 9,699 14,801 239 0 1,577 4,495 650 1,015 : : : : Changes from: November 23, 2021 : : -7 384 -290 -180 469 0 0 600 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 64.2 16.2 12.1 18.5 0.3 0.0 2.0 5.6 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 30, 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 38,403 : : Positions : : 26,755 36,362 9,852 0 1,269 0 378 0 200 0 0 : : : : Changes from: November 23, 2021 : : 189 32 -85 0 140 0 83 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 94.7 25.7 0.0 3.3 0.0 1.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 47,320 : : Positions : : 37,107 35,312 5,590 7,656 3,983 282 123 0 0 200 0 : : : : Changes from: November 23, 2021 : : -143 14 -220 -275 233 -45 -22 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 74.6 11.8 16.2 8.4 0.6 0.3 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,171 : : Positions : : 32,065 41,787 10,808 3,758 1,252 0 0 0 1,894 0 10 : : : : Changes from: November 23, 2021 : : 185 513 75 -250 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 88.6 22.9 8.0 2.7 0.0 0.0 0.0 4.0 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 30, 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 51,477 : : Positions : : 35,518 40,757 10,564 7,914 2,160 0 254 0 2,599 20 192 : : : : Changes from: November 23, 2021 : : 175 685 285 -250 250 0 28 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 79.2 20.5 15.4 4.2 0.0 0.5 0.0 5.0 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 30, 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 82,182 : : Positions : : 65,981 72,421 13,644 7,448 830 0 0 0 751 761 634 : : : : Changes from: November 23, 2021 : : 705 533 -13 75 0 0 0 0 -117 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 88.1 16.6 9.1 1.0 0.0 0.0 0.0 0.9 0.9 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 30, 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 105,664 : : Positions : : 85,811 91,775 14,699 10,907 1,170 800 493 45 1,682 285 703 : : : : Changes from: November 23, 2021 : : 1,175 1,111 -32 -10 25 0 13 0 23 20 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 86.9 13.9 10.3 1.1 0.8 0.5 0.0 1.6 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 23 6 . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 57,683 : : Positions : : 43,057 54,446 11,403 100 1,027 597 0 388 407 1,317 405 : : : : Changes from: November 23, 2021 : : 50 50 -30 0 0 -30 0 5 45 -15 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 94.4 19.8 0.2 1.8 1.0 0.0 0.7 0.7 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 47,773 : : Positions : : 33,666 45,083 12,566 220 740 0 50 0 125 1,145 535 : : : : Changes from: November 23, 2021 : : 90 40 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 94.4 26.3 0.5 1.5 0.0 0.1 0.0 0.3 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 43,046 : : Positions : : 27,085 33,018 6,551 734 8,600 0 100 0 338 530 32 : : : : Changes from: November 23, 2021 : : -329 -502 80 250 -20 0 0 0 -1 3 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 76.7 15.2 1.7 20.0 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 30, 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 49,115 : : Positions : : 31,475 39,451 12,716 3,188 3,111 364 2,586 0 1,158 529 36 : : : : Changes from: November 23, 2021 : : 89 -410 -270 250 10 28 0 0 -4 3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 80.3 25.9 6.5 6.3 0.7 5.3 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 30, 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 15,448 : : Positions : : 9,193 12,421 5,436 669 303 0 1,090 0 0 670 0 : : : : Changes from: November 23, 2021 : : 498 420 64 55 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 80.4 35.2 4.3 2.0 0.0 7.1 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 13,501 : : Positions : : 8,115 10,885 4,071 928 684 0 400 0 0 540 0 : : : : Changes from: November 23, 2021 : : -20 -5 70 59 -53 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 80.6 30.2 6.9 5.1 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 30, 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 25,779 : : Positions : : 21,743 17,968 2,590 6,516 86 95 867 0 169 16 166 : : : : Changes from: November 23, 2021 : : 710 675 0 15 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.7 10.0 25.3 0.3 0.4 3.4 0.0 0.7 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 15,590 : : Positions : : 12,902 13,381 1,514 1,938 156 0 0 0 305 0 0 : : : : Changes from: November 23, 2021 : : 411 165 0 330 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 85.8 9.7 12.4 1.0 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 30, 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 32,449 : : Positions : : 19,852 20,913 7,838 6,787 1,569 593 2,385 117 1,902 170 309 : : : : Changes from: November 23, 2021 : : 43 -35 101 15 -72 60 100 0 -11 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 64.4 24.2 20.9 4.8 1.8 7.3 0.4 5.9 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 20 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 20,600 : : Positions : : 13,671 13,592 2,481 2,054 2,455 300 1,831 10 1,177 210 203 : : : : Changes from: November 23, 2021 : : 253 279 24 -4 -69 0 10 0 0 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 66.0 12.0 10.0 11.9 1.5 8.9 0.0 5.7 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 30, 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 14,722 : : Positions : : 5,138 14,289 7,732 0 232 252 0 102 1,057 0 60 : : : : Changes from: November 23, 2021 : : -25 0 0 0 0 0 0 0 -3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 97.1 52.5 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 30, 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 17,545 : : Positions : : 5,921 17,498 10,513 0 0 50 0 0 941 0 47 : : : : Changes from: November 23, 2021 : : -25 0 0 0 0 0 0 0 -24 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 99.7 59.9 0.0 0.0 0.3 0.0 0.0 5.4 0.0 0.3 : : : : 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 30, 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 23, 2021 : : 0 0 0 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 30, 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 9,172 : : Positions : : 3,018 6,597 4,597 1,190 1,160 70 0 0 50 115 90 : : : : Changes from: November 23, 2021 : : 0 25 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 71.9 50.1 13.0 12.6 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 30, 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 48,913 : : Positions : : 19,654 17,518 23,205 28,815 2,170 600 110 0 2,910 50 250 : : : : Changes from: November 23, 2021 : : 0 0 0 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 35.8 47.4 58.9 4.4 1.2 0.2 0.0 5.9 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 30, 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 23, 2021 : : 0 0 0 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 30, 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 95,246 : : Positions : : 70,207 72,196 18,229 16,850 3,353 210 0 710 1,220 1,005 988 : : : : Changes from: November 23, 2021 : : 420 425 0 52 83 10 -5 5 32 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 75.8 19.1 17.7 3.5 0.2 0.0 0.7 1.3 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 24 4 5 5 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 110,979 : : Positions : : 83,684 79,446 11,683 17,969 10,608 569 578 638 2,718 655 953 : : : : Changes from: November 23, 2021 : : 589 378 -305 -10 30 40 -10 10 30 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 71.6 10.5 16.2 9.6 0.5 0.5 0.6 2.4 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 28 . 6 6 4 . 5 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 393,360 : : Positions : : 267,650 275,971 3,569 36,148 34,073 39,629 3,630 9,019 16,793 12,074 22,217 : : : : Changes from: November 23, 2021 : : -1,735 1,730 304 -2,326 496 542 859 -458 336 -169 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 70.2 0.9 9.2 8.7 10.1 0.9 2.3 4.3 3.1 5.6 : : : : Number of Traders in Each Category Total Traders: 96 : : 41 42 . 7 8 17 4 12 12 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 23, 2021 : : 0 0 0 0 0 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 30, 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 23, 2021 : : 0 0 0 0 0 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 30, 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 36,316 : : Positions : : 24,454 18,271 877 2,992 7,373 700 3,215 0 2,160 3,845 600 : : : : Changes from: November 23, 2021 : : 1,570 300 -815 455 815 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 50.3 2.4 8.2 20.3 1.9 8.9 0.0 5.9 10.6 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 40,298 : : Positions : : 21,040 25,601 10,060 3,055 5,792 2,000 4,715 0 950 500 450 : : : : Changes from: November 23, 2021 : : 100 101 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 63.5 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 30, 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 91,075 : : Positions : : 62,409 66,245 21,262 16,559 1,238 0 1,886 281 985 0 0 : : : : Changes from: November 23, 2021 : : 2,650 4,450 1,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 72.7 23.3 18.2 1.4 0.0 2.1 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 30, 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 73,413 : : Positions : : 49,525 49,942 16,778 15,671 1,228 0 1,339 50 725 0 0 : : : : Changes from: November 23, 2021 : : 2,050 3,850 1,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 68.0 22.9 21.3 1.7 0.0 1.8 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 30, 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 22,793 : : Positions : : 6,673 14,938 9,624 1,420 1,877 575 280 120 0 0 0 : : : : Changes from: November 23, 2021 : : 90 110 120 0 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 65.5 42.2 6.2 8.2 2.5 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 20,793 : : Positions : : 5,419 14,107 9,913 1,430 985 625 280 120 30 0 10 : : : : Changes from: November 23, 2021 : : 40 135 120 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 67.8 47.7 6.9 4.7 3.0 1.3 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 30, 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 30,832 : : Positions : : 16,637 14,907 7,935 8,671 1,799 1,310 1,799 654 0 602 312 : : : : Changes from: November 23, 2021 : : -310 420 730 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 48.3 25.7 28.1 5.8 4.2 5.8 2.1 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 30, 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 21,713 : : Positions : : 11,796 11,050 7,025 2,520 682 50 4,732 316 226 558 110 : : : : Changes from: November 23, 2021 : : 120 10 -110 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 50.9 32.4 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 30, 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 23, 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 30, 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 23, 2021 : : 0 0 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 30, 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 : : 33,972 46,992 34,038 33,158 3,880 14,060 1,000 0 0 720 370 : : : : Changes from: November 23, 2021 : : 105 0 -85 25 0 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 45.3 32.8 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 30, 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 : : 33,682 48,127 26,147 30,203 4,170 14,010 1,000 0 6,000 493 376 : : : : Changes from: November 23, 2021 : : 80 0 -85 0 0 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 45.8 24.9 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 30, 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 23, 2021 : : 0 0 0 0 0 0 0 0 0 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 30, 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 23, 2021 : : 0 0 0 0 0 0 0 0 0 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 30, 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 19,365 : : Positions : : 11,081 5,920 440 10,931 208 4,540 50 0 960 0 932 : : : : Changes from: November 23, 2021 : : -15 75 0 60 0 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 30.6 2.3 56.4 1.1 23.4 0.3 0.0 5.0 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 16,319 : : Positions : : 8,177 4,830 390 8,815 771 4,565 0 50 633 0 982 : : : : Changes from: November 23, 2021 : : -15 75 0 60 7 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 29.6 2.4 54.0 4.7 28.0 0.0 0.3 3.9 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 23, 2021 : : 0 0 0 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 30, 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 59,374 : : Positions : : 13,549 38,669 34,355 12,105 0 5,055 65 60 3,650 6,000 0 : : : : Changes from: November 23, 2021 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 65.1 57.9 20.4 0.0 8.5 0.1 0.1 6.1 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 30, 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 60,463 : : Positions : : 21,463 52,858 22,085 1,470 2,375 4,680 575 300 6,790 720 335 : : : : Changes from: November 23, 2021 : : -665 4,435 2,560 -285 320 2,375 300 300 -300 -480 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 87.4 36.5 2.4 3.9 7.7 1.0 0.5 11.2 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 57,867 : : Positions : : 19,137 49,527 22,615 1,005 2,600 4,330 575 380 5,980 1,920 210 : : : : Changes from: November 23, 2021 : : -455 4,765 3,255 -310 345 2,375 300 325 300 720 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 85.6 39.1 1.7 4.5 7.5 1.0 0.7 10.3 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 69,750 : : Positions : : 29,340 45,155 5,515 8,355 7,575 18,910 0 35 1,445 1,850 1,225 : : : : Changes from: November 23, 2021 : : 145 -945 -175 -585 260 0 0 0 0 1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 64.7 7.9 12.0 10.9 27.1 0.0 0.1 2.1 2.7 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 30, 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 67,900 : : Positions : : 28,745 43,315 5,945 8,730 6,850 18,635 0 35 600 1,850 1,225 : : : : Changes from: November 23, 2021 : : 305 -785 -175 -585 225 0 0 0 0 1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 63.8 8.8 12.9 10.1 27.4 0.0 0.1 0.9 2.7 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 30, 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 52,688 : : Positions : : 29,719 27,390 4,105 15,588 152 10,360 1,785 920 1,190 730 925 : : : : Changes from: November 23, 2021 : : 180 45 0 135 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 52.0 7.8 29.6 0.3 19.7 3.4 1.7 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 30, 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 46,566 : : Positions : : 26,711 27,560 3,902 9,600 835 7,410 1,785 920 855 145 1,075 : : : : Changes from: November 23, 2021 : : 180 45 0 135 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 59.2 8.4 20.6 1.8 15.9 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 30, 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 215,173 : : Positions : : 117,987 98,239 33,622 6,659 6,454 0 38,768 0 2,620 10,633 665 : : : : Changes from: November 23, 2021 : : 945 225 -4,120 -70 247 0 -800 -125 2,520 -10 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 45.7 15.6 3.1 3.0 0.0 18.0 0.0 1.2 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 . 4 6 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 202,227 : : Positions : : 112,861 95,066 26,608 2,980 10,850 65 35,835 140 3,820 9,528 697 : : : : Changes from: November 23, 2021 : : 1,615 585 -5,090 -95 2,236 25 -775 -125 3,720 540 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 47.0 13.2 1.5 5.4 0.0 17.7 0.1 1.9 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 50,421 : : Positions : : 17,022 29,009 12,012 2,615 11,812 2,970 0 205 0 550 10 : : : : Changes from: November 23, 2021 : : -40 -30 -165 -675 737 -500 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 57.5 23.8 5.2 23.4 5.9 0.0 0.4 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 30, 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 48,017 : : Positions : : 12,274 28,444 14,725 1,755 10,388 2,890 0 810 0 490 10 : : : : Changes from: November 23, 2021 : : -110 -50 -240 -600 665 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 59.2 30.7 3.7 21.6 6.0 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 30, 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 44,340 : : Positions : : 21,211 24,691 5,580 2,379 7,750 3,675 4,360 0 530 0 0 : : : : Changes from: November 23, 2021 : : -50 350 -75 75 0 200 -350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 55.7 12.6 5.4 17.5 8.3 9.8 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 30, 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 49,889 : : Positions : : 17,245 26,469 1,265 2,760 9,570 16,120 5,830 0 530 0 0 : : : : Changes from: November 23, 2021 : : 200 300 0 200 0 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 53.1 2.5 5.5 19.2 32.3 11.7 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 30, 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 243,924 : : Positions : : 137,875 131,583 21,402 39,677 17,123 10,553 335 6,452 1,977 192 1,866 : : : : Changes from: November 23, 2021 : : 3,570 4,810 1,090 0 -250 -50 60 0 200 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 53.9 8.8 16.3 7.0 4.3 0.1 2.6 0.8 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 4 . 6 4 . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 30, 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 200,495 : : Positions : : 109,719 115,517 11,945 17,555 18,191 3,715 2,570 10,080 10,805 672 400 : : : : Changes from: November 23, 2021 : : 61 1,396 1,350 170 -15 0 0 0 150 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 57.6 6.0 8.8 9.1 1.9 1.3 5.0 5.4 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 4 . 6 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated December 03, 2021