Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 22,399 : : Positions : : 15,233 14,105 462 1,005 1,676 645 0 0 146 1,740 2,953 : : : : Changes from: August 31, 2021 : : 152 13 63 138 34 -639 0 -1 61 -217 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 63.0 2.1 4.5 7.5 2.9 0.0 0.0 0.7 7.8 13.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 31,376 : : Positions : : 21,095 26,859 2,873 80 3,020 276 0 137 2,696 0 1,274 : : : : Changes from: August 31, 2021 : : -929 -1,652 -987 0 170 276 -57 -130 -88 0 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 85.6 9.2 0.3 9.6 0.9 0.0 0.4 8.6 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 24 . . . . 0 . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 27,807 : : Positions : : 19,952 22,145 365 2,042 2,510 372 0 153 4,040 502 415 : : : : Changes from: August 31, 2021 : : -974 -1,204 -250 120 -95 0 0 0 133 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 79.6 1.3 7.3 9.0 1.3 0.0 0.6 14.5 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 164,148 : : Positions : : 104,857 112,876 0 21,542 25,295 25,074 0 39 5,807 2,418 1,695 : : : : Changes from: August 31, 2021 : : -1,828 -886 0 371 111 1,338 0 -15 -112 -32 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 68.8 0.0 13.1 15.4 15.3 0.0 0.0 3.5 1.5 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 28 31 0 8 7 10 0 . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 59,605 : : Positions : : 52,576 36,940 1,500 14,094 1,391 1,255 30 370 14 4,416 2,340 : : : : Changes from: August 31, 2021 : : -2,731 -3,214 0 -919 -170 -54 30 -335 -11 1,354 -641 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 62.0 2.5 23.6 2.3 2.1 0.1 0.6 0.0 7.4 3.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 . 4 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 38,261 : : Positions : : 33,230 28,126 767 6,071 1,964 0 0 0 1,750 1,540 550 : : : : Changes from: August 31, 2021 : : -2,101 -2,405 -258 -229 200 0 0 0 5 280 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 73.5 2.0 15.9 5.1 0.0 0.0 0.0 4.6 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 46,509 : : Positions : : 25,663 17,438 3,722 16,368 6,027 10,340 0 0 0 5,745 410 : : : : Changes from: August 31, 2021 : : -514 -807 -594 -547 -25 -50 0 0 0 23 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 37.5 8.0 35.2 13.0 22.2 0.0 0.0 0.0 12.4 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 19 5 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 59,032 : : Positions : : 42,952 21,217 1,150 26,889 4,910 7,775 108 617 232 4,400 851 : : : : Changes from: August 31, 2021 : : -484 -497 -154 -855 -534 -321 30 -25 -58 1 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 35.9 1.9 45.5 8.3 13.2 0.2 1.0 0.4 7.5 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 17 20 . 7 6 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 66,438 : : Positions : : 39,211 27,139 23,667 31,561 1,181 0 0 0 803 5,292 1,265 : : : : Changes from: August 31, 2021 : : -1,402 -1,705 -720 -549 -10 -50 0 0 -108 12 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 40.8 35.6 47.5 1.8 0.0 0.0 0.0 1.2 8.0 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 5 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 83,042 : : Positions : : 51,469 28,041 27,040 45,842 1,719 28 35 0 1,127 6,206 1,194 : : : : Changes from: August 31, 2021 : : -2,788 -2,439 -977 -1,358 -132 -60 -50 0 -56 122 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 33.8 32.6 55.2 2.1 0.0 0.0 0.0 1.4 7.5 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 28,812 : : Positions : : 18,460 25,798 7,838 0 2,428 0 0 0 10 0 56 : : : : Changes from: August 31, 2021 : : 50 -100 -150 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 89.5 27.2 0.0 8.4 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 31,284 : : Positions : : 25,992 16,788 895 10,526 3,720 0 250 0 400 0 0 : : : : Changes from: August 31, 2021 : : 917 1,267 165 -170 185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 53.7 2.9 33.6 11.9 0.0 0.8 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 31,956 : : Positions : : 22,375 24,600 6,255 2,141 3,280 0 100 0 0 1,790 45 : : : : Changes from: August 31, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 77.0 19.6 6.7 10.3 0.0 0.3 0.0 0.0 5.6 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 134,624 : : Positions : : 79,431 71,493 16,219 29,550 20,317 11,082 562 762 1,874 7,483 4,174 : : : : Changes from: August 31, 2021 : : 574 379 176 48 193 -490 0 98 -95 -290 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 53.1 12.0 22.0 15.1 8.2 0.4 0.6 1.4 5.6 3.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 37 34 . 5 5 5 . . 6 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 26,526 : : Positions : : 16,078 15,807 7,592 8,165 1,954 0 600 0 0 0 0 : : : : Changes from: August 31, 2021 : : 0 -60 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 59.6 28.6 30.8 7.4 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 23,296 : : Positions : : 12,476 14,460 8,702 7,020 1,216 0 600 0 0 0 0 : : : : Changes from: August 31, 2021 : : 0 -60 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 62.1 37.4 30.1 5.2 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 40,212 : : Positions : : 15,718 24,246 20,677 3,312 3,766 25 7,363 0 0 1,525 0 : : : : Changes from: August 31, 2021 : : 302 327 0 350 -75 0 -375 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 60.3 51.4 8.2 9.4 0.1 18.3 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 4 . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 35,427 : : Positions : : 15,199 22,612 15,375 2,249 4,668 0 4,213 160 0 1,525 0 : : : : Changes from: August 31, 2021 : : 96 396 0 75 0 0 -375 160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 63.8 43.4 6.3 13.2 0.0 11.9 0.5 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 74,552 : : Positions : : 44,341 41,822 9,005 16,411 11,922 4,838 0 160 1,650 1,175 2,115 : : : : Changes from: August 31, 2021 : : 450 985 60 -75 75 -375 0 160 500 -275 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 56.1 12.1 22.0 16.0 6.5 0.0 0.2 2.2 1.6 2.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 5 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 36,162 : : Positions : : 24,766 33,560 9,274 50 2,014 0 0 0 50 0 0 : : : : Changes from: August 31, 2021 : : 445 375 -70 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 92.8 25.6 0.1 5.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 42,207 : : Positions : : 33,266 26,810 3,014 10,418 4,534 1,097 336 0 0 109 0 : : : : Changes from: August 31, 2021 : : 848 267 400 725 -424 -175 86 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 63.5 7.1 24.7 10.7 2.6 0.8 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 46,440 : : Positions : : 30,864 40,804 10,530 3,259 1,892 0 0 0 2,518 100 10 : : : : Changes from: August 31, 2021 : : -1,930 -2,321 -580 -370 90 0 -35 0 -171 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 87.9 22.7 7.0 4.1 0.0 0.0 0.0 5.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 51,087 : : Positions : : 34,702 40,339 10,831 7,943 2,110 0 183 0 2,834 160 172 : : : : Changes from: August 31, 2021 : : -2,474 -2,701 -594 -683 -180 0 -60 0 -331 20 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 79.0 21.2 15.5 4.1 0.0 0.4 0.0 5.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 11 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 83,420 : : Positions : : 63,661 75,296 14,156 5,622 1,085 0 52 158 2,827 0 1,187 : : : : Changes from: August 31, 2021 : : -3,459 -4,516 -798 30 -34 0 -25 0 7 -50 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 90.3 17.0 6.7 1.3 0.0 0.1 0.2 3.4 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 24 6 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 108,225 : : Positions : : 83,414 95,881 15,452 7,792 1,837 596 748 79 5,282 753 941 : : : : Changes from: August 31, 2021 : : -4,978 -4,838 -672 -357 -73 -93 -121 -10 45 -416 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 88.6 14.3 7.2 1.7 0.6 0.7 0.1 4.9 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 28 7 . 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 60,710 : : Positions : : 41,972 53,886 14,336 0 1,817 0 1,088 60 1,375 3,074 745 : : : : Changes from: August 31, 2021 : : -3,313 -3,579 -1,312 0 0 0 -18 0 175 -478 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 88.8 23.6 0.0 3.0 0.0 1.8 0.1 2.3 5.1 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 4 0 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 48,786 : : Positions : : 33,279 45,087 12,931 244 1,170 150 0 0 390 1,505 780 : : : : Changes from: August 31, 2021 : : -1,970 -2,992 -780 222 -75 0 0 0 -470 -405 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 92.4 26.5 0.5 2.4 0.3 0.0 0.0 0.8 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 39,572 : : Positions : : 23,697 32,162 8,289 100 6,416 0 0 0 377 641 183 : : : : Changes from: August 31, 2021 : : -334 -2,199 -1,887 -25 348 0 0 0 39 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 81.3 20.9 0.3 16.2 0.0 0.0 0.0 1.0 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 6 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 48,091 : : Positions : : 31,055 40,742 11,266 178 3,927 383 2,100 0 919 691 165 : : : : Changes from: August 31, 2021 : : -322 -1,769 -1,830 -268 -50 0 -75 0 -9 -120 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 84.7 23.4 0.4 8.2 0.8 4.4 0.0 1.9 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 14,976 : : Positions : : 8,038 11,639 6,050 983 427 0 1,100 0 0 769 0 : : : : Changes from: August 31, 2021 : : -827 -1,499 -527 181 -178 0 -155 0 -100 -6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 77.7 40.4 6.6 2.9 0.0 7.3 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 13,891 : : Positions : : 7,327 11,200 5,270 1,080 763 0 200 0 0 610 0 : : : : Changes from: August 31, 2021 : : -690 -1,407 -603 150 -160 0 -50 0 -25 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 80.6 37.9 7.8 5.5 0.0 1.4 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 22,625 : : Positions : : 18,108 15,208 2,626 6,472 104 366 0 0 500 300 142 : : : : Changes from: August 31, 2021 : : -1,338 -1,112 150 -377 -373 0 0 -40 -228 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 67.2 11.6 28.6 0.5 1.6 0.0 0.0 2.2 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 14,346 : : Positions : : 11,270 12,179 1,815 1,498 183 0 0 0 292 0 150 : : : : Changes from: August 31, 2021 : : -1,024 -1,000 -6 -142 0 0 0 0 -118 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 84.9 12.7 10.4 1.3 0.0 0.0 0.0 2.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 36,675 : : Positions : : 21,998 20,504 9,155 9,399 1,444 800 4,184 50 2,082 1 714 : : : : Changes from: August 31, 2021 : : -1,287 -356 -124 -1,148 -222 -250 -179 0 -170 -185 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 55.9 25.0 25.6 3.9 2.2 11.4 0.1 5.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 16 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 20,946 : : Positions : : 14,244 10,379 3,538 6,212 1,117 200 2,395 0 1,274 85 398 : : : : Changes from: August 31, 2021 : : -1,291 331 130 -1,633 168 -100 -200 -10 24 71 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 49.6 16.9 29.7 5.3 1.0 11.4 0.0 6.1 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 14 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,107 : : Positions : : 5,355 14,599 7,198 0 270 279 0 102 1,777 25 78 : : : : Changes from: August 31, 2021 : : -159 -177 -93 0 0 77 0 -78 -41 -50 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 96.6 47.6 0.0 1.8 1.8 0.0 0.7 11.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 14,882 : : Positions : : 3,917 5,330 8,575 4,400 1,612 0 0 0 270 3,360 100 : : : : Changes from: August 31, 2021 : : -243 -620 -754 -400 -36 -25 0 -40 -75 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 35.8 57.6 29.6 10.8 0.0 0.0 0.0 1.8 22.6 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 47,399 : : Positions : : 17,448 41,379 23,925 3,580 1,830 600 0 0 2,660 100 500 : : : : Changes from: August 31, 2021 : : -552 -1,323 -870 10 40 0 0 0 120 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 87.3 50.5 7.6 3.9 1.3 0.0 0.0 5.6 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 5 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 50,934 : : Positions : : 18,633 44,959 27,015 3,580 1,810 0 0 0 2,560 100 480 : : : : Changes from: August 31, 2021 : : -707 -1,548 -965 5 45 -30 0 -50 115 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 88.3 53.0 7.0 3.6 0.0 0.0 0.0 5.0 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 99,454 : : Positions : : 69,832 77,888 16,132 8,298 10,130 0 210 765 1,170 636 1,078 : : : : Changes from: August 31, 2021 : : -4,337 -5,125 -777 677 -958 -80 -10 -110 -149 -875 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 78.3 16.2 8.3 10.2 0.0 0.2 0.8 1.2 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 23 . 6 5 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 112,205 : : Positions : : 80,875 83,708 11,721 9,955 14,946 265 744 656 2,724 909 897 : : : : Changes from: August 31, 2021 : : -5,827 -6,211 -1,506 -472 -488 -81 95 -315 615 -288 -774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 74.6 10.4 8.9 13.3 0.2 0.7 0.6 2.4 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 27 4 5 6 . . 4 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 886,306 : : Positions : : 594,406 637,385 12,235 22,897 125,133 28,735 7,902 49,497 35,564 3,053 40,321 : : : : Changes from: August 31, 2021 : : 7,963 8,264 -996 2,010 -1,710 615 -884 1,015 1,237 -246 1,387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 71.9 1.4 2.6 14.1 3.2 0.9 5.6 4.0 0.3 4.5 : : : : Number of Traders in Each Category Total Traders: 99 : : 42 41 4 5 8 17 5 9 18 5 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 11,360 : : Positions : : 6,090 7,020 2,140 2,355 1,260 210 600 0 955 0 0 : : : : Changes from: August 31, 2021 : : -530 -525 -105 -280 0 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 61.8 18.8 20.7 11.1 1.8 5.3 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 14,775 : : Positions : : 13,240 11,730 0 1,530 75 325 0 50 555 800 100 : : : : Changes from: August 31, 2021 : : 445 -90 -25 -385 75 -465 0 50 -25 65 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 79.4 0.0 10.4 0.5 2.2 0.0 0.3 3.8 5.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 17 0 . . . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 33,837 : : Positions : : 25,238 25,934 2,465 2,743 2,729 400 0 0 2,615 2,065 365 : : : : Changes from: August 31, 2021 : : 150 250 20 -80 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 76.6 7.3 8.1 8.1 1.2 0.0 0.0 7.7 6.1 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 . . 5 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 33,725 : : Positions : : 17,475 24,485 4,560 950 7,590 2,300 600 100 1,700 0 0 : : : : Changes from: August 31, 2021 : : 900 3,000 785 -415 -415 500 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 72.6 13.5 2.8 22.5 6.8 1.8 0.3 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 82,420 : : Positions : : 61,337 55,034 13,135 18,049 528 0 3,139 300 1,365 0 0 : : : : Changes from: August 31, 2021 : : -3,925 -2,962 -205 -655 0 0 -676 0 -165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 66.8 15.9 21.9 0.6 0.0 3.8 0.4 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 65,909 : : Positions : : 48,676 39,528 9,789 18,051 438 0 2,429 60 1,070 0 0 : : : : Changes from: August 31, 2021 : : -2,939 -1,836 -173 -810 0 0 -561 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 60.0 14.9 27.4 0.7 0.0 3.7 0.1 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 24,550 : : Positions : : 7,155 16,639 10,837 1,235 2,680 750 500 0 0 0 0 : : : : Changes from: August 31, 2021 : : -1,065 -615 525 40 -650 -100 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 67.8 44.1 5.0 10.9 3.1 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 36,630 : : Positions : : 18,989 16,907 7,555 10,676 662 4,250 2,884 1,270 0 592 432 : : : : Changes from: August 31, 2021 : : -2,898 -1,712 401 465 -20 185 -690 -235 0 10 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 46.2 20.6 29.1 1.8 11.6 7.9 3.5 0.0 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 26,195 : : Positions : : 14,381 13,122 8,876 4,110 144 150 5,550 720 116 648 220 : : : : Changes from: August 31, 2021 : : -2,166 -850 418 -75 0 -50 -640 0 55 -40 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 50.1 33.9 15.7 0.5 0.6 21.2 2.7 0.4 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 19,791 : : Positions : : 11,600 6,191 5,840 3,215 310 0 8,130 300 0 35 75 : : : : Changes from: August 31, 2021 : : -780 -550 -115 1,580 -10 0 -1,910 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 31.3 29.5 16.2 1.6 0.0 41.1 1.5 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 94,802 : : Positions : : 24,623 41,122 36,723 34,690 2,770 15,550 1,125 0 141 5 615 : : : : Changes from: August 31, 2021 : : -742 -1,042 -1,064 -1,400 -10 -720 -75 0 -165 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 43.4 38.7 36.6 2.9 16.4 1.2 0.0 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 95,108 : : Positions : : 25,423 41,012 28,139 33,165 3,240 15,850 1,100 0 6,085 160 396 : : : : Changes from: August 31, 2021 : : -747 -1,127 -898 -1,020 -315 -745 -75 0 -20 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 43.1 29.6 34.9 3.4 16.7 1.2 0.0 6.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 26,085 : : Positions : : 17,702 8,718 1,116 225 2,379 0 8,605 746 870 2,345 0 : : : : Changes from: August 31, 2021 : : -1,660 -394 321 -50 -271 0 -720 0 -50 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 33.4 4.3 0.9 9.1 0.0 33.0 2.9 3.3 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 25,985 : : Positions : : 17,702 8,758 1,056 225 2,414 0 8,605 746 870 2,245 0 : : : : Changes from: August 31, 2021 : : -1,585 -394 296 -50 -246 0 -695 0 -50 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 33.7 4.1 0.9 9.3 0.0 33.1 2.9 3.3 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 44,262 : : Positions : : 15,238 32,993 16,535 8,710 60 5,945 0 0 4,045 0 0 : : : : Changes from: August 31, 2021 : : -675 -4,495 -2,095 -515 0 -1,930 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 74.5 37.4 19.7 0.1 13.4 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 50,301 : : Positions : : 16,017 34,101 22,414 7,990 40 5,945 0 0 3,755 6,000 0 : : : : Changes from: August 31, 2021 : : -715 -4,710 -2,215 -270 0 -1,755 0 0 -305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 67.8 44.6 15.9 0.1 11.8 0.0 0.0 7.5 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 50,730 : : Positions : : 20,740 43,220 15,405 1,505 1,980 2,795 1,125 56 7,365 1,300 35 : : : : Changes from: August 31, 2021 : : -1,380 -3,325 -1,480 -95 0 -225 -25 0 -330 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 85.2 30.4 3.0 3.9 5.5 2.2 0.1 14.5 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 47,680 : : Positions : : 18,585 40,370 16,085 1,025 1,980 2,470 1,125 61 5,915 1,300 385 : : : : Changes from: August 31, 2021 : : -1,175 -2,835 -1,260 -125 0 -300 -25 0 -225 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 84.7 33.7 2.1 4.2 5.2 2.4 0.1 12.4 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 76,045 : : Positions : : 29,180 62,680 16,630 4,640 3,465 19,170 255 650 2,365 160 1,275 : : : : Changes from: August 31, 2021 : : -1,990 -4,520 -1,360 25 -105 -800 -25 -175 -375 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 82.4 21.9 6.1 4.6 25.2 0.3 0.9 3.1 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 73,090 : : Positions : : 28,275 59,895 16,455 4,640 3,645 18,970 455 650 1,250 160 1,275 : : : : Changes from: August 31, 2021 : : -2,190 -4,465 -1,220 25 -105 -750 -50 -175 -340 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 81.9 22.5 6.3 5.0 26.0 0.6 0.9 1.7 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 13 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,819 : : Positions : : 31,789 25,385 3,153 19,986 0 11,745 1,315 1,390 1,260 1,380 905 : : : : Changes from: August 31, 2021 : : -2,154 -1,895 -122 -1,191 0 -705 185 -185 -60 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 46.3 5.8 36.5 0.0 21.4 2.4 2.5 2.3 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 47,424 : : Positions : : 28,203 24,955 3,053 13,968 0 8,445 1,315 1,390 915 650 1,055 : : : : Changes from: August 31, 2021 : : -1,743 -1,655 -92 -840 0 -475 185 -185 -55 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 52.6 6.4 29.5 0.0 17.8 2.8 2.9 1.9 1.4 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 7 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 209,707 : : Positions : : 120,806 92,728 33,905 7,763 8,099 0 43,520 650 250 11,020 246 : : : : Changes from: August 31, 2021 : : -6,871 -5,904 -2,042 -209 555 0 -2,725 0 -35 -115 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 44.2 16.2 3.7 3.9 0.0 20.8 0.3 0.1 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . . 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 197,236 : : Positions : : 119,462 93,665 24,021 1,913 10,469 0 39,420 685 300 8,805 1,003 : : : : Changes from: August 31, 2021 : : -3,341 -2,047 -1,144 33 187 0 -2,300 -5 -35 -211 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 47.5 12.2 1.0 5.3 0.0 20.0 0.3 0.2 4.5 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 49,248 : : Positions : : 16,668 27,385 11,248 4,446 9,683 4,610 15 644 0 805 10 : : : : Changes from: August 31, 2021 : : -420 -660 -595 -195 -110 40 0 -203 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 55.6 22.8 9.0 19.7 9.4 0.0 1.3 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 42,110 : : Positions : : 12,235 24,625 10,585 1,750 7,915 4,160 0 760 0 665 10 : : : : Changes from: August 31, 2021 : : -465 -575 -546 -356 -4 15 0 -190 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 58.5 25.1 4.2 18.8 9.9 0.0 1.8 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 45,201 : : Positions : : 19,925 25,879 6,670 1,395 10,160 3,100 3,595 162 760 0 0 : : : : Changes from: August 31, 2021 : : -930 -1,036 400 440 30 -150 -105 -162 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 57.3 14.8 3.1 22.5 6.9 8.0 0.4 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 46,595 : : Positions : : 13,444 26,694 3,030 2,634 7,550 15,720 3,735 12 760 0 0 : : : : Changes from: August 31, 2021 : : -1,140 -836 735 170 -195 -325 -90 -12 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 57.3 6.5 5.7 16.2 33.7 8.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 220,806 : : Positions : : 118,837 127,156 4,305 11,415 31,808 15,515 0 6,040 485 372 1,118 : : : : Changes from: August 31, 2021 : : -7,237 -7,625 -881 -3,908 1,014 -4,010 0 2,450 370 -225 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 57.6 1.9 5.2 14.4 7.0 0.0 2.7 0.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 . 4 6 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 7, 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 183,315 : : Positions : : 103,213 104,094 5,434 13,466 20,906 7,470 0 10,670 2,320 567 675 : : : : Changes from: August 31, 2021 : : -3,003 -1,113 -685 -2,000 640 -600 0 0 1,105 -75 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 56.8 3.0 7.3 11.4 4.1 0.0 5.8 1.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 24 4 . 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 10, 2021