Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 16,797 : : Positions : : 14,223 13,789 446 890 1,327 0 0 0 488 0 60 : : : : Changes from: December 14, 2021 : : -655 -582 298 0 -126 0 0 0 105 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 82.1 2.7 5.3 7.9 0.0 0.0 0.0 2.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 34,957 : : Positions : : 26,718 30,199 2,923 371 2,763 661 164 619 925 533 300 : : : : Changes from: December 14, 2021 : : 93 67 -73 -71 116 210 0 -15 -231 25 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 86.4 8.4 1.1 7.9 1.9 0.5 1.8 2.6 1.5 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 27,289 : : Positions : : 23,882 20,906 115 3,250 1,445 36 495 501 775 220 410 : : : : Changes from: December 14, 2021 : : 210 35 25 75 -25 0 -30 75 -100 55 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 76.6 0.4 11.9 5.3 0.1 1.8 1.8 2.8 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 194,448 : : Positions : : 118,333 147,088 3,182 17,519 25,738 23,016 0 475 19,365 474 2,946 : : : : Changes from: December 14, 2021 : : 521 1,289 -60 22 802 829 0 0 272 -72 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 75.6 1.6 9.0 13.2 11.8 0.0 0.2 10.0 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 32 31 . 5 8 7 0 . 11 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 63,947 : : Positions : : 58,013 41,769 1,803 8,479 2,546 75 7,810 131 0 2,071 1,085 : : : : Changes from: December 14, 2021 : : 501 47 98 -775 300 -75 1,336 75 0 -103 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 65.3 2.8 13.3 4.0 0.1 12.2 0.2 0.0 3.2 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 . . . . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 41,626 : : Positions : : 37,849 31,253 1,242 3,747 1,600 300 700 0 0 3,717 405 : : : : Changes from: December 14, 2021 : : 702 552 85 -465 -162 125 -25 0 0 862 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 75.1 3.0 9.0 3.8 0.7 1.7 0.0 0.0 8.9 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 45,665 : : Positions : : 25,959 17,350 3,620 16,202 5,247 10,190 226 0 25 6,186 157 : : : : Changes from: December 14, 2021 : : 504 554 8 -170 110 0 226 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 38.0 7.9 35.5 11.5 22.3 0.5 0.0 0.1 13.5 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 21 5 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 53,975 : : Positions : : 39,791 20,090 1,623 22,038 5,468 5,308 166 600 191 4,993 482 : : : : Changes from: December 14, 2021 : : 38 362 90 -211 597 0 66 0 -51 0 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 37.2 3.0 40.8 10.1 9.8 0.3 1.1 0.4 9.3 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 19 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 67,856 : : Positions : : 38,604 27,824 26,618 32,463 807 0 0 0 423 5,525 1,122 : : : : Changes from: December 14, 2021 : : 97 -750 130 1,000 -178 0 0 0 10 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 41.0 39.2 47.8 1.2 0.0 0.0 0.0 0.6 8.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 86,237 : : Positions : : 51,191 28,286 31,480 49,154 1,327 0 0 0 857 6,423 1,007 : : : : Changes from: December 14, 2021 : : 119 -600 198 1,030 -171 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 32.8 36.5 57.0 1.5 0.0 0.0 0.0 1.0 7.4 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 5 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 29,134 : : Positions : : 19,802 27,416 8,000 0 1,269 0 0 0 13 75 20 : : : : Changes from: December 14, 2021 : : 183 170 7 0 -2 0 0 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 94.1 27.5 0.0 4.4 0.0 0.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 5 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 36,732 : : Positions : : 29,428 24,613 2,820 7,909 4,210 100 0 0 50 0 0 : : : : Changes from: December 14, 2021 : : 0 -20 20 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 67.0 7.7 21.5 11.5 0.3 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 33,432 : : Positions : : 24,267 24,307 5,340 3,150 3,065 0 700 0 500 2,195 15 : : : : Changes from: December 14, 2021 : : 1,225 390 65 300 -65 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 72.7 16.0 9.4 9.2 0.0 2.1 0.0 1.5 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 30,578 : : Positions : : 23,007 22,842 3,399 3,465 3,401 0 600 0 500 50 0 : : : : Changes from: December 14, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 74.7 11.1 11.3 11.1 0.0 2.0 0.0 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 131,605 : : Positions : : 74,285 79,091 19,800 12,352 22,611 5,835 2,410 3,509 2,120 8,706 2,748 : : : : Changes from: December 14, 2021 : : 1,141 1,548 132 -223 -525 481 395 238 -21 -68 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 60.1 15.0 9.4 17.2 4.4 1.8 2.7 1.6 6.6 2.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 31 . . 5 8 . 4 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 43,710 : : Positions : : 19,964 24,221 17,342 6,209 5,693 0 5,822 515 0 1,250 0 : : : : Changes from: December 14, 2021 : : 1,350 1,050 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 55.4 39.7 14.2 13.0 0.0 13.3 1.2 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 38,671 : : Positions : : 18,345 23,622 12,494 3,271 6,204 0 3,042 1,432 0 1,100 0 : : : : Changes from: December 14, 2021 : : 1,200 900 0 0 0 -165 135 165 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 61.1 32.3 8.5 16.0 0.0 7.9 3.7 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 77,092 : : Positions : : 41,029 51,194 13,486 7,053 15,094 710 0 1,468 3,970 650 790 : : : : Changes from: December 14, 2021 : : -663 762 420 15 -455 635 -165 165 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 66.4 17.5 9.1 19.6 0.9 0.0 1.9 5.1 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . 5 4 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,032 : : Positions : : 24,671 34,211 9,791 50 1,198 50 199 0 0 0 0 : : : : Changes from: December 14, 2021 : : 314 358 64 0 -96 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 94.9 27.2 0.1 3.3 0.1 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 5 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,077 : : Positions : : 37,350 34,455 3,908 7,556 3,955 547 110 0 0 0 0 : : : : Changes from: December 14, 2021 : : 205 -425 -720 40 20 10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 74.8 8.5 16.4 8.6 1.2 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 46,415 : : Positions : : 29,427 40,946 12,564 4,187 1,072 0 0 0 2,752 0 25 : : : : Changes from: December 14, 2021 : : 538 473 126 155 -86 0 0 0 -36 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 88.2 27.1 9.0 2.3 0.0 0.0 0.0 5.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . 5 4 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 51,300 : : Positions : : 34,194 40,987 11,647 7,637 1,945 0 384 0 2,932 0 167 : : : : Changes from: December 14, 2021 : : 236 200 -116 -100 24 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 79.9 22.7 14.9 3.8 0.0 0.7 0.0 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 79,489 : : Positions : : 63,690 70,331 13,181 7,369 822 0 87 29 726 157 675 : : : : Changes from: December 14, 2021 : : -5 -305 -16 148 28 0 0 0 -10 147 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 88.5 16.6 9.3 1.0 0.0 0.1 0.0 0.9 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 24 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 104,334 : : Positions : : 85,444 89,656 14,431 10,708 1,010 949 762 6 1,144 1,335 618 : : : : Changes from: December 14, 2021 : : 214 -139 45 24 51 99 389 6 -125 14 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 85.9 13.8 10.3 1.0 0.9 0.7 0.0 1.1 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 25 6 . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 55,726 : : Positions : : 42,209 52,873 10,640 350 852 403 200 382 432 650 400 : : : : Changes from: December 14, 2021 : : 685 370 -165 0 0 5 175 -5 25 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 94.9 19.1 0.6 1.5 0.7 0.4 0.7 0.8 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,838 : : Positions : : 33,026 43,798 11,506 410 550 0 50 0 255 670 360 : : : : Changes from: December 14, 2021 : : -70 -95 0 0 0 0 0 0 50 75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 95.5 25.1 0.9 1.2 0.0 0.1 0.0 0.6 1.5 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 39,311 : : Positions : : 26,937 29,106 3,494 1,081 8,244 0 100 0 0 710 0 : : : : Changes from: December 14, 2021 : : 390 103 -145 40 60 0 0 0 0 194 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 74.0 8.9 2.7 21.0 0.0 0.3 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 43,308 : : Positions : : 30,448 33,662 9,589 4,437 2,009 294 2,481 0 709 475 40 : : : : Changes from: December 14, 2021 : : 240 -14 -122 116 66 20 70 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 77.7 22.1 10.2 4.6 0.7 5.7 0.0 1.6 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,993 : : Positions : : 7,748 11,799 5,032 642 288 0 935 0 0 40 0 : : : : Changes from: December 14, 2021 : : 0 0 0 8 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 84.3 36.0 4.6 2.1 0.0 6.7 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 13,293 : : Positions : : 8,053 8,723 3,720 986 615 0 2,870 0 0 35 0 : : : : Changes from: December 14, 2021 : : 0 0 0 8 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.6 28.0 7.4 4.6 0.0 21.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 25,098 : : Positions : : 21,210 17,492 2,560 6,299 95 210 932 0 64 42 126 : : : : Changes from: December 14, 2021 : : 145 174 -65 332 -7 210 50 0 0 -14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 69.7 10.2 25.1 0.4 0.8 3.7 0.0 0.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 15,076 : : Positions : : 12,723 12,813 1,520 1,767 152 0 0 0 144 0 16 : : : : Changes from: December 14, 2021 : : 58 215 2 0 0 0 0 0 -6 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 85.0 10.1 11.7 1.0 0.0 0.0 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 32,120 : : Positions : : 20,559 21,630 6,997 5,705 1,712 1,066 2,457 5 1,256 53 153 : : : : Changes from: December 14, 2021 : : 617 489 -47 210 109 112 15 5 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 67.3 21.8 17.8 5.3 3.3 7.6 0.0 3.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 18 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 23,246 : : Positions : : 14,512 17,312 2,443 1,039 2,369 2,870 1,741 10 572 255 176 : : : : Changes from: December 14, 2021 : : 465 588 7 0 -4 50 -50 0 0 -12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 74.5 10.5 4.5 10.2 12.3 7.5 0.0 2.5 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 14,832 : : Positions : : 5,460 14,477 7,827 0 162 175 0 102 950 0 57 : : : : Changes from: December 14, 2021 : : -25 25 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 97.6 52.8 0.0 1.1 1.2 0.0 0.7 6.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 17,305 : : Positions : : 6,151 17,258 10,310 0 0 50 0 0 711 0 47 : : : : Changes from: December 14, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 99.7 59.6 0.0 0.0 0.3 0.0 0.0 4.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,781 : : Positions : : 3,978 10,896 10,339 3,735 1,050 65 0 0 75 0 100 : : : : Changes from: December 14, 2021 : : 0 300 280 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 69.0 65.5 23.7 6.7 0.4 0.0 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 5 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,792 : : Positions : : 2,975 6,461 4,170 780 1,346 65 0 0 25 160 45 : : : : Changes from: December 14, 2021 : : 0 300 280 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 73.5 47.4 8.9 15.3 0.7 0.0 0.0 0.3 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 12 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 47,805 : : Positions : : 18,952 16,690 22,670 28,620 2,240 600 105 0 3,035 25 125 : : : : Changes from: December 14, 2021 : : 0 -150 -150 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 34.9 47.4 59.9 4.7 1.3 0.2 0.0 6.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 50,795 : : Positions : : 20,112 16,325 25,580 32,420 1,880 0 0 0 2,920 25 120 : : : : Changes from: December 14, 2021 : : 0 -200 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 32.1 50.4 63.8 3.7 0.0 0.0 0.0 5.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 94,994 : : Positions : : 72,091 68,746 15,190 18,677 4,488 280 105 450 993 1,262 1,125 : : : : Changes from: December 14, 2021 : : 2,343 617 -406 1,139 109 0 0 0 -57 124 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 72.4 16.0 19.7 4.7 0.3 0.1 0.5 1.0 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 23 4 5 6 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 111,405 : : Positions : : 88,248 77,037 7,774 20,375 10,876 581 604 201 2,380 909 1,187 : : : : Changes from: December 14, 2021 : : 4,731 3,016 0 1,566 -68 70 -1 1 140 337 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 69.2 7.0 18.3 9.8 0.5 0.5 0.2 2.1 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 23 . 7 6 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 385,772 : : Positions : : 257,345 270,168 5,712 28,774 36,217 37,807 3,223 9,014 14,232 13,138 24,834 : : : : Changes from: December 14, 2021 : : -535 -1,172 781 -1,160 -601 -1,412 -362 1,201 -1,436 164 1,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 70.0 1.5 7.5 9.4 9.8 0.8 2.3 3.7 3.4 6.4 : : : : Number of Traders in Each Category Total Traders: 92 : : 40 39 . 6 8 14 4 10 11 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 12,180 : : Positions : : 6,780 8,910 1,910 2,255 925 810 0 0 675 0 0 : : : : Changes from: December 14, 2021 : : 0 -50 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 73.2 15.7 18.5 7.6 6.7 0.0 0.0 5.5 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 December 21, 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 10,597 : : Positions : : 5,762 7,237 2,005 1,490 1,180 160 600 0 675 0 0 : : : : Changes from: December 14, 2021 : : 1,052 1,002 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 68.3 18.9 14.1 11.1 1.5 5.7 0.0 6.4 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 December 21, 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 37,718 : : Positions : : 25,695 18,278 932 3,142 7,143 700 3,615 400 1,800 4,210 910 : : : : Changes from: December 14, 2021 : : -332 -2,532 0 1,000 -200 0 800 0 -310 90 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 48.5 2.5 8.3 18.9 1.9 9.6 1.1 4.8 11.2 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 38,843 : : Positions : : 20,938 24,486 8,540 2,480 6,282 1,670 4,715 0 1,175 465 235 : : : : Changes from: December 14, 2021 : : 920 -80 -1,000 -25 20 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 63.0 22.0 6.4 16.2 4.3 12.1 0.0 3.0 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 89,368 : : Positions : : 60,641 65,825 21,578 16,137 1,279 0 1,026 281 865 0 0 : : : : Changes from: December 14, 2021 : : 135 410 215 -60 141 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 73.7 24.1 18.1 1.4 0.0 1.1 0.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 72,872 : : Positions : : 48,776 50,454 16,890 15,271 1,189 0 533 50 620 0 0 : : : : Changes from: December 14, 2021 : : 120 300 0 -180 141 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 69.2 23.2 21.0 1.6 0.0 0.7 0.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 21,632 : : Positions : : 6,277 14,103 9,750 1,455 1,407 400 230 120 0 0 0 : : : : Changes from: December 14, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 65.2 45.1 6.7 6.5 1.8 1.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 29,398 : : Positions : : 15,754 14,030 8,868 9,026 861 895 1,734 851 0 607 252 : : : : Changes from: December 14, 2021 : : 540 -10 270 720 -320 -100 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 47.7 30.2 30.7 2.9 3.0 5.9 2.9 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 20,498 : : Positions : : 10,932 9,920 7,271 3,210 346 25 4,637 236 281 513 55 : : : : Changes from: December 14, 2021 : : 270 -150 320 720 -300 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 48.4 35.5 15.7 1.7 0.1 22.6 1.2 1.4 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 17,871 : : Positions : : 12,750 7,534 1,675 1,928 819 0 5,301 0 0 0 0 : : : : Changes from: December 14, 2021 : : 323 323 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 42.2 9.4 10.8 4.6 0.0 29.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 20,201 : : Positions : : 11,965 7,731 5,715 4,980 373 150 5,295 0 0 60 50 : : : : Changes from: December 14, 2021 : : 170 370 300 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 38.3 28.3 24.7 1.8 0.7 26.2 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 101,773 : : Positions : : 33,572 46,082 33,608 32,329 3,450 13,285 950 0 0 899 184 : : : : Changes from: December 14, 2021 : : 237 766 -142 -664 95 0 0 0 0 -7 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 45.3 33.0 31.8 3.4 13.1 0.9 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 103,698 : : Positions : : 33,381 47,397 25,476 29,283 4,025 13,260 950 0 6,000 459 355 : : : : Changes from: December 14, 2021 : : 165 850 -135 -770 180 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 45.7 24.6 28.2 3.9 12.8 0.9 0.0 5.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 22,626 : : Positions : : 15,231 7,495 1,689 0 2,131 0 7,945 200 420 1,680 0 : : : : Changes from: December 14, 2021 : : 0 160 0 0 0 0 -150 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 33.1 7.5 0.0 9.4 0.0 35.1 0.9 1.9 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 22,601 : : Positions : : 15,231 7,535 1,704 0 2,091 0 7,945 200 420 1,655 0 : : : : Changes from: December 14, 2021 : : 0 160 0 0 0 0 -150 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 33.3 7.5 0.0 9.3 0.0 35.2 0.9 1.9 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 23,510 : : Positions : : 15,386 9,230 80 11,032 1,010 3,820 50 0 1,026 0 841 : : : : Changes from: December 14, 2021 : : 0 120 -50 -120 50 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 39.3 0.3 46.9 4.3 16.2 0.2 0.0 4.4 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 19,964 : : Positions : : 11,955 8,125 180 8,584 1,483 3,845 0 50 729 0 866 : : : : Changes from: December 14, 2021 : : 0 120 -50 -120 50 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 40.7 0.9 43.0 7.4 19.3 0.0 0.3 3.7 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 53,599 : : Positions : : 14,110 36,705 29,485 14,055 50 3,880 95 30 3,440 0 0 : : : : Changes from: December 14, 2021 : : 0 30 50 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 68.5 55.0 26.2 0.1 7.2 0.2 0.1 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 56,084 : : Positions : : 12,714 35,834 33,670 11,690 0 3,930 95 30 3,365 6,000 0 : : : : Changes from: December 14, 2021 : : 0 30 50 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 63.9 60.0 20.8 0.0 7.0 0.2 0.1 6.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 12 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 60,493 : : Positions : : 20,863 52,398 22,920 780 2,715 4,360 525 300 6,295 1,320 335 : : : : Changes from: December 14, 2021 : : 170 50 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 86.6 37.9 1.3 4.5 7.2 0.9 0.5 10.4 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 58,217 : : Positions : : 18,622 49,192 23,280 310 3,135 4,060 525 380 5,635 2,520 210 : : : : Changes from: December 14, 2021 : : 170 50 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 84.5 40.0 0.5 5.4 7.0 0.9 0.7 9.7 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 65,580 : : Positions : : 28,035 40,715 3,415 8,545 7,920 18,390 0 30 1,065 1,775 1,225 : : : : Changes from: December 14, 2021 : : 10 -20 100 180 -20 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 62.1 5.2 13.0 12.1 28.0 0.0 0.0 1.6 2.7 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 64,310 : : Positions : : 27,435 39,475 4,235 8,920 7,210 18,190 0 30 355 1,775 1,225 : : : : Changes from: December 14, 2021 : : 10 -20 100 180 -10 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 61.4 6.6 13.9 11.2 28.3 0.0 0.0 0.6 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 4 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 49,856 : : Positions : : 28,170 27,115 3,768 13,357 347 9,505 1,470 1,081 1,090 730 975 : : : : Changes from: December 14, 2021 : : 20 170 -100 100 150 -150 -500 396 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 54.4 7.6 26.8 0.7 19.1 2.9 2.2 2.2 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 44,252 : : Positions : : 25,351 26,463 3,730 8,840 910 6,955 1,470 1,081 785 250 1,100 : : : : Changes from: December 14, 2021 : : -317 -167 -100 100 150 -150 -500 396 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.8 8.4 20.0 2.1 15.7 3.3 2.4 1.8 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 214,383 : : Positions : : 117,973 98,527 31,458 8,082 7,609 0 35,798 0 3,295 10,369 765 : : : : Changes from: December 14, 2021 : : 3,564 525 -2,389 40 933 0 450 0 -100 60 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 46.0 14.7 3.8 3.5 0.0 16.7 0.0 1.5 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . 4 6 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 202,033 : : Positions : : 111,924 94,290 24,187 3,620 11,891 55 33,355 140 4,545 9,496 701 : : : : Changes from: December 14, 2021 : : 1,800 405 -695 40 237 0 450 0 -100 110 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 46.7 12.0 1.8 5.9 0.0 16.5 0.1 2.2 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 27 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,176 : : Positions : : 16,943 27,962 12,268 4,038 10,363 2,910 0 140 0 432 10 : : : : Changes from: December 14, 2021 : : 800 196 11 533 -914 -75 0 0 0 7 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 56.9 24.9 8.2 21.1 5.9 0.0 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 46,548 : : Positions : : 11,395 27,315 15,590 3,010 8,618 2,930 0 695 0 390 10 : : : : Changes from: December 14, 2021 : : 750 40 -95 540 -740 -75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 58.7 33.5 6.5 18.5 6.3 0.0 1.5 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 5 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 42,243 : : Positions : : 20,730 23,465 6,355 3,605 5,825 3,425 4,255 0 415 0 0 : : : : Changes from: December 14, 2021 : : -40 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 55.5 15.0 8.5 13.8 8.1 10.1 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 47,454 : : Positions : : 16,600 25,129 1,855 3,880 7,315 15,920 5,715 0 415 0 0 : : : : Changes from: December 14, 2021 : : 50 40 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 53.0 3.9 8.2 15.4 33.5 12.0 0.0 0.9 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 December 21, 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 249,567 : : Positions : : 148,543 138,701 21,535 39,596 15,984 9,189 210 6,957 1,362 2,122 2,331 : : : : Changes from: December 14, 2021 : : 2,675 -321 -1,605 -289 359 0 -50 0 10 1,740 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 55.6 8.6 15.9 6.4 3.7 0.1 2.8 0.5 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 26 4 . 7 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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 196,879 : : Positions : : 110,944 113,824 11,056 18,184 16,448 3,380 3,460 9,290 10,590 717 200 : : : : Changes from: December 14, 2021 : : 225 640 -50 -415 -53 0 0 0 100 50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 57.8 5.6 9.2 8.4 1.7 1.8 4.7 5.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 4 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,420 : : Positions : : 19,035 615 3,220 21,195 2,645 50 965 0 470 0 105 : : : : Changes from: December 14, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 2.2 11.7 77.3 9.6 0.2 3.5 0.0 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 21, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 27,165 : : Positions : : 18,590 615 3,740 20,445 2,810 50 1,085 0 0 235 325 : : : : Changes from: December 14, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 2.3 13.8 75.3 10.3 0.2 4.0 0.0 0.0 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 27, 2021