Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 22,745 : : Positions : : 15,238 14,311 565 1,047 1,961 724 0 96 167 1,628 2,806 : : : : Changes from: September 7, 2021 : : 5 205 103 42 285 79 0 96 21 -112 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 62.9 2.5 4.6 8.6 3.2 0.0 0.4 0.7 7.2 12.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 32,111 : : Positions : : 21,705 27,880 3,222 80 2,764 276 0 137 2,758 0 1,244 : : : : Changes from: September 7, 2021 : : 610 1,021 349 0 -256 0 0 0 62 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 86.8 10.0 0.2 8.6 0.9 0.0 0.4 8.6 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 24 . . . . 0 . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 27,908 : : Positions : : 20,073 22,371 540 1,987 2,480 372 0 153 3,825 452 465 : : : : Changes from: September 7, 2021 : : 121 226 175 -55 -30 0 0 0 -215 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 80.2 1.9 7.1 8.9 1.3 0.0 0.5 13.7 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 170,776 : : Positions : : 111,053 119,719 0 22,373 24,907 25,835 0 39 6,447 2,342 1,115 : : : : Changes from: September 7, 2021 : : 6,196 6,843 0 831 -388 761 0 0 640 -76 -580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 70.1 0.0 13.1 14.6 15.1 0.0 0.0 3.8 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 29 32 0 8 7 10 0 . 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,334 : : Positions : : 53,808 37,318 1,500 14,067 1,192 1,247 0 370 0 5,266 2,054 : : : : Changes from: September 7, 2021 : : 1,232 378 0 -27 -199 -8 -30 0 -14 850 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 61.9 2.5 23.3 2.0 2.1 0.0 0.6 0.0 8.7 3.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 . 4 . 4 0 . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 38,533 : : Positions : : 33,320 28,321 867 5,816 2,146 0 0 0 1,500 1,540 700 : : : : Changes from: September 7, 2021 : : 90 195 100 -255 182 0 0 0 -250 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 73.5 2.3 15.1 5.6 0.0 0.0 0.0 3.9 4.0 1.8 : : : : 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 47,029 : : Positions : : 26,523 18,295 3,597 16,485 5,792 10,340 0 0 0 5,745 431 : : : : Changes from: September 7, 2021 : : 860 857 -125 117 -235 0 0 0 0 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 38.9 7.6 35.1 12.3 22.0 0.0 0.0 0.0 12.2 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 14, 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 59,634 : : Positions : : 43,933 21,145 1,165 27,776 4,610 7,614 128 657 338 4,381 856 : : : : Changes from: September 7, 2021 : : 981 -72 15 887 -300 -161 20 40 106 -19 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 35.5 2.0 46.6 7.7 12.8 0.2 1.1 0.6 7.3 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 20 . 7 6 8 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 67,134 : : Positions : : 39,371 26,809 23,997 32,411 1,331 0 25 0 858 5,292 1,266 : : : : Changes from: September 7, 2021 : : 160 -330 330 850 150 0 25 0 55 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 39.9 35.7 48.3 2.0 0.0 0.0 0.0 1.3 7.9 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 17 5 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 83,997 : : Positions : : 51,789 27,641 27,620 47,192 1,719 28 40 0 1,182 6,206 1,194 : : : : Changes from: September 7, 2021 : : 320 -400 580 1,350 0 0 5 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 32.9 32.9 56.2 2.0 0.0 0.0 0.0 1.4 7.4 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,466 : : Positions : : 17,682 24,512 7,328 0 2,403 0 0 0 0 23 33 : : : : Changes from: September 7, 2021 : : -778 -1,286 -510 0 -25 0 0 0 -10 23 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 89.2 26.7 0.0 8.7 0.0 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 5 0 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 30,923 : : Positions : : 25,657 16,667 1,085 10,481 3,575 0 200 0 350 0 0 : : : : Changes from: September 7, 2021 : : -335 -121 190 -45 -145 0 -50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 53.9 3.5 33.9 11.6 0.0 0.6 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,920 : : Positions : : 20,895 22,785 5,955 2,265 3,030 0 100 0 0 1,720 20 : : : : Changes from: September 7, 2021 : : -1,480 -1,815 -300 124 -250 0 0 0 0 -70 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 76.2 19.9 7.6 10.1 0.0 0.3 0.0 0.0 5.7 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 129,831 : : Positions : : 75,790 68,410 14,145 26,268 21,468 11,306 3,034 913 1,208 5,192 4,268 : : : : Changes from: September 7, 2021 : : -3,641 -3,083 -2,074 -3,283 1,151 224 2,472 151 -666 -2,290 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 52.7 10.9 20.2 16.5 8.7 2.3 0.7 0.9 4.0 3.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 31 . 5 5 4 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 24,961 : : Positions : : 14,965 14,567 7,890 7,980 1,214 0 1,200 0 0 0 0 : : : : Changes from: September 7, 2021 : : -1,113 -1,240 298 -185 -740 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 58.4 31.6 32.0 4.9 0.0 4.8 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 14, 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 22,113 : : Positions : : 11,313 13,700 9,015 6,320 893 0 1,200 0 0 0 0 : : : : Changes from: September 7, 2021 : : -1,163 -760 313 -700 -323 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 62.0 40.8 28.6 4.0 0.0 5.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 40,961 : : Positions : : 15,344 23,116 19,685 539 5,886 0 9,920 0 25 1,500 0 : : : : Changes from: September 7, 2021 : : -374 -1,130 -992 -2,773 2,120 -25 2,557 0 25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 56.4 48.1 1.3 14.4 0.0 24.2 0.0 0.1 3.7 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 14, 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 36,796 : : Positions : : 14,788 22,045 15,577 70 6,031 0 6,770 380 0 1,500 0 : : : : Changes from: September 7, 2021 : : -411 -567 202 -2,179 1,363 0 2,557 220 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 59.9 42.3 0.2 16.4 0.0 18.4 1.0 0.0 4.1 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 14, 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 71,291 : : Positions : : 41,424 39,216 8,306 15,604 11,984 5,138 0 380 1,560 1,200 1,990 : : : : Changes from: September 7, 2021 : : -2,917 -2,606 -699 -807 62 300 0 220 -90 25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 55.0 11.7 21.9 16.8 7.2 0.0 0.5 2.2 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 33,839 : : Positions : : 23,107 31,179 8,590 50 2,099 0 0 0 0 0 0 : : : : Changes from: September 7, 2021 : : -1,659 -2,381 -684 0 85 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 92.1 25.4 0.1 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 40,926 : : Positions : : 32,652 26,384 3,430 10,383 3,823 740 306 0 0 0 0 : : : : Changes from: September 7, 2021 : : -614 -426 416 -35 -711 -357 -30 0 0 -109 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 64.5 8.4 25.4 9.3 1.8 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 46,410 : : Positions : : 30,847 40,754 10,397 3,159 1,892 0 0 0 2,638 100 10 : : : : Changes from: September 7, 2021 : : -17 -50 -133 -100 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 87.8 22.4 6.8 4.1 0.0 0.0 0.0 5.7 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 14, 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 51,282 : : Positions : : 34,950 40,429 10,779 7,988 2,085 0 258 0 2,908 160 182 : : : : Changes from: September 7, 2021 : : 248 90 -52 45 -25 0 75 0 74 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 78.8 21.0 15.6 4.1 0.0 0.5 0.0 5.7 0.3 0.4 : : : : 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 14, 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 83,296 : : Positions : : 63,987 75,096 14,110 5,633 1,085 0 52 158 2,403 0 1,212 : : : : Changes from: September 7, 2021 : : 326 -200 -46 11 0 0 0 0 -424 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 90.2 16.9 6.8 1.3 0.0 0.1 0.2 2.9 0.0 1.5 : : : : 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 14, 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 108,990 : : Positions : : 84,270 96,342 15,334 7,829 1,950 571 738 79 5,227 915 933 : : : : Changes from: September 7, 2021 : : 856 461 -118 37 113 -25 -10 0 -55 162 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 88.4 14.1 7.2 1.8 0.5 0.7 0.1 4.8 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 29 7 . 4 4 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 62,315 : : Positions : : 42,597 55,521 14,751 0 1,817 0 1,088 60 1,750 2,854 920 : : : : Changes from: September 7, 2021 : : 625 1,635 415 0 0 0 0 0 375 -220 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 89.1 23.7 0.0 2.9 0.0 1.7 0.1 2.8 4.6 1.5 : : : : 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 14, 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 48,711 : : Positions : : 33,144 45,087 12,931 244 1,170 150 0 0 465 1,505 705 : : : : Changes from: September 7, 2021 : : -135 0 0 0 0 0 0 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 92.6 26.5 0.5 2.4 0.3 0.0 0.0 1.0 3.1 1.4 : : : : 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 14, 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 41,296 : : Positions : : 25,398 33,280 7,926 100 7,026 0 0 0 383 761 57 : : : : Changes from: September 7, 2021 : : 1,701 1,118 -363 0 610 0 0 0 6 120 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 80.6 19.2 0.2 17.0 0.0 0.0 0.0 0.9 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 7 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 48,953 : : Positions : : 31,508 41,300 11,282 228 4,172 448 2,190 0 1,062 813 15 : : : : Changes from: September 7, 2021 : : 453 558 16 50 245 65 90 0 143 122 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 84.4 23.0 0.5 8.5 0.9 4.5 0.0 2.2 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 15 . . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 14,652 : : Positions : : 7,793 11,217 5,860 983 535 0 1,090 0 0 769 0 : : : : Changes from: September 7, 2021 : : -245 -422 -190 0 108 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 76.6 40.0 6.7 3.7 0.0 7.4 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 13,646 : : Positions : : 7,082 10,955 5,270 1,080 763 0 200 0 0 610 0 : : : : Changes from: September 7, 2021 : : -245 -245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 80.3 38.6 7.9 5.6 0.0 1.5 0.0 0.0 4.5 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 14, 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 23,252 : : Positions : : 18,807 15,288 2,650 6,727 74 0 422 0 600 300 102 : : : : Changes from: September 7, 2021 : : 699 80 24 255 -30 -366 422 0 100 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 65.7 11.4 28.9 0.3 0.0 1.8 0.0 2.6 1.3 0.4 : : : : 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 14, 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 14,619 : : Positions : : 11,507 12,435 1,815 1,608 130 0 0 0 419 0 110 : : : : Changes from: September 7, 2021 : : 237 256 0 110 -53 0 0 0 127 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 85.1 12.4 11.0 0.9 0.0 0.0 0.0 2.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 36,861 : : Positions : : 22,474 19,880 9,076 10,599 1,514 800 3,944 50 2,024 1 714 : : : : Changes from: September 7, 2021 : : 476 -624 -79 1,200 70 0 -240 0 -58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 53.9 24.6 28.8 4.1 2.2 10.7 0.1 5.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 21,322 : : Positions : : 14,735 10,753 3,413 6,212 1,127 200 2,387 0 1,279 90 393 : : : : Changes from: September 7, 2021 : : 491 374 -125 0 10 0 -8 0 5 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 50.4 16.0 29.1 5.3 0.9 11.2 0.0 6.0 0.4 1.8 : : : : 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 14, 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 15,207 : : Positions : : 5,430 14,674 7,173 0 295 279 0 102 1,802 25 78 : : : : Changes from: September 7, 2021 : : 75 75 -25 0 25 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 96.5 47.2 0.0 1.9 1.8 0.0 0.7 11.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 18,488 : : Positions : : 6,214 18,488 9,906 0 0 0 0 0 2,320 0 0 : : : : Changes from: September 7, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 100.0 53.6 0.0 0.0 0.0 0.0 0.0 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 14,957 : : Positions : : 4,017 5,330 8,475 4,400 1,687 0 0 0 270 3,360 100 : : : : Changes from: September 7, 2021 : : 100 0 -100 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 35.6 56.7 29.4 11.3 0.0 0.0 0.0 1.8 22.5 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 14, 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 46,954 : : Positions : : 17,553 40,934 23,480 3,580 1,830 600 0 0 2,660 100 500 : : : : Changes from: September 7, 2021 : : 105 -445 -445 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 87.2 50.0 7.6 3.9 1.3 0.0 0.0 5.7 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 50,384 : : Positions : : 18,633 44,409 26,570 3,580 1,810 0 0 0 2,560 100 480 : : : : Changes from: September 7, 2021 : : 0 -550 -445 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 88.1 52.7 7.1 3.6 0.0 0.0 0.0 5.1 0.2 1.0 : : : : 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 14, 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 100,375 : : Positions : : 70,659 78,082 16,362 8,428 10,111 20 210 805 1,220 1,573 886 : : : : Changes from: September 7, 2021 : : 827 194 230 130 -19 20 0 40 50 937 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 77.8 16.3 8.4 10.1 0.0 0.2 0.8 1.2 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 24 . 6 5 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 114,746 : : Positions : : 82,738 84,858 11,581 9,655 15,603 270 754 746 2,274 1,462 1,417 : : : : Changes from: September 7, 2021 : : 1,863 1,150 -140 -300 657 5 10 90 -450 553 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 74.0 10.1 8.4 13.6 0.2 0.7 0.7 2.0 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 28 4 5 6 . . 5 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 945,729 : : Positions : : 635,589 686,603 14,023 24,544 127,187 31,999 8,144 51,925 40,220 2,933 44,098 : : : : Changes from: September 7, 2021 : : 41,183 49,219 1,788 1,647 2,054 3,264 241 2,428 4,656 -120 3,777 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 72.6 1.5 2.6 13.4 3.4 0.9 5.5 4.3 0.3 4.7 : : : : Number of Traders in Each Category Total Traders: 97 : : 41 40 . 6 8 17 4 8 18 5 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 11,335 : : Positions : : 5,965 7,195 2,280 2,195 1,220 210 600 0 955 0 0 : : : : Changes from: September 7, 2021 : : -125 175 140 -160 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 63.5 20.1 19.4 10.8 1.9 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 14, 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 10,185 : : Positions : : 9,375 8,060 0 1,180 25 50 50 0 255 755 10 : : : : Changes from: September 7, 2021 : : -3,865 -3,670 0 -350 -50 -275 50 -50 -300 -45 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 79.1 0.0 11.6 0.2 0.5 0.5 0.0 2.5 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 0 . . . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 30,699 : : Positions : : 20,641 21,080 2,927 1,460 3,799 400 3,115 0 2,740 1,075 170 : : : : Changes from: September 7, 2021 : : -4,597 -4,854 462 -1,283 1,070 0 3,115 0 125 -990 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 68.7 9.5 4.8 12.4 1.3 10.1 0.0 8.9 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 34,312 : : Positions : : 15,370 22,750 9,375 850 5,897 2,050 4,715 100 1,400 0 0 : : : : Changes from: September 7, 2021 : : -2,105 -1,735 4,815 -100 -1,693 -250 4,115 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 66.3 27.3 2.5 17.2 6.0 13.7 0.3 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 84,456 : : Positions : : 61,963 56,040 14,615 19,149 478 0 3,139 300 1,365 0 0 : : : : Changes from: September 7, 2021 : : 626 1,006 1,480 1,100 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 66.4 17.3 22.7 0.6 0.0 3.7 0.4 1.6 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 67,082 : : Positions : : 48,239 40,491 11,289 18,151 438 0 2,429 60 1,070 0 0 : : : : Changes from: September 7, 2021 : : -437 963 1,500 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 60.4 16.8 27.1 0.7 0.0 3.6 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 14, 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 24,770 : : Positions : : 7,163 16,911 11,057 1,235 2,680 750 500 0 0 0 0 : : : : Changes from: September 7, 2021 : : 8 272 220 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 68.3 44.6 5.0 10.8 3.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,560 : : Positions : : 5,309 16,070 12,141 1,295 2,215 675 500 0 0 0 0 : : : : Changes from: September 7, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 71.2 53.8 5.7 9.8 3.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 37,065 : : Positions : : 19,639 16,892 7,295 10,911 732 4,265 3,034 1,255 0 592 432 : : : : Changes from: September 7, 2021 : : 650 -15 -260 235 70 15 150 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 45.6 19.7 29.4 2.0 11.5 8.2 3.4 0.0 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 26,425 : : Positions : : 14,961 13,342 8,526 4,110 144 150 5,550 720 116 648 220 : : : : Changes from: September 7, 2021 : : 580 220 -350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 50.5 32.3 15.6 0.5 0.6 21.0 2.7 0.4 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 20,486 : : Positions : : 12,355 5,641 5,820 4,520 220 0 8,130 300 0 35 75 : : : : Changes from: September 7, 2021 : : 755 -550 -20 1,305 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 27.5 28.4 22.1 1.1 0.0 39.7 1.5 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 97,922 : : Positions : : 26,603 44,837 37,488 34,040 3,120 15,870 1,125 0 141 5 615 : : : : Changes from: September 7, 2021 : : 1,980 3,715 765 -650 350 320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 45.8 38.3 34.8 3.2 16.2 1.1 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 97,623 : : Positions : : 27,343 44,702 29,284 32,540 2,995 15,850 1,100 0 6,085 160 396 : : : : Changes from: September 7, 2021 : : 1,920 3,690 1,145 -625 -245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 45.8 30.0 33.3 3.1 16.2 1.1 0.0 6.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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: September 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: September 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 50,722 : : Positions : : 15,013 38,033 22,010 9,970 60 6,575 5 120 4,470 0 0 : : : : Changes from: September 7, 2021 : : -225 5,040 5,475 1,260 0 630 5 120 425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 75.0 43.4 19.7 0.1 13.0 0.0 0.2 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 4 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 56,401 : : Positions : : 15,767 39,176 27,589 8,890 40 6,575 5 120 4,180 6,000 0 : : : : Changes from: September 7, 2021 : : -250 5,075 5,175 900 0 630 5 120 425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 69.5 48.9 15.8 0.1 11.7 0.0 0.2 7.4 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 51,555 : : Positions : : 21,240 43,920 15,305 1,205 2,405 2,795 1,125 56 7,365 1,300 35 : : : : Changes from: September 7, 2021 : : 500 700 -100 -300 425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 85.2 29.7 2.3 4.7 5.4 2.2 0.1 14.3 2.5 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 14, 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 48,380 : : Positions : : 18,885 40,770 15,885 725 2,580 2,470 1,125 61 5,915 1,300 385 : : : : Changes from: September 7, 2021 : : 300 400 -200 -300 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 84.3 32.8 1.5 5.3 5.1 2.3 0.1 12.2 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 14, 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 75,895 : : Positions : : 28,925 62,700 17,005 4,640 3,265 19,240 225 680 2,165 160 1,275 : : : : Changes from: September 7, 2021 : : -255 20 375 0 -200 70 -30 30 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 82.6 22.4 6.1 4.3 25.4 0.3 0.9 2.9 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 72,940 : : Positions : : 28,040 59,935 16,830 4,640 3,445 19,065 450 655 1,050 160 1,275 : : : : Changes from: September 7, 2021 : : -235 40 375 0 -200 95 -5 5 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 82.2 23.1 6.4 4.7 26.1 0.6 0.9 1.4 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 14, 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 56,844 : : Positions : : 32,384 28,075 3,453 18,516 0 11,845 1,265 1,440 1,260 1,205 955 : : : : Changes from: September 7, 2021 : : 595 2,690 300 -1,470 0 100 -50 50 0 -175 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 49.4 6.1 32.6 0.0 20.8 2.2 2.5 2.2 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 7 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 49,444 : : Positions : : 28,793 27,640 3,353 12,498 450 8,545 1,265 1,440 915 475 1,105 : : : : Changes from: September 7, 2021 : : 590 2,685 300 -1,470 450 100 -50 50 0 -175 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 55.9 6.8 25.3 0.9 17.3 2.6 2.9 1.9 1.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 214,140 : : Positions : : 124,256 93,328 33,135 7,863 7,673 0 45,615 650 250 10,905 246 : : : : Changes from: September 7, 2021 : : 3,450 600 -770 100 -426 0 2,095 0 0 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 43.6 15.5 3.7 3.6 0.0 21.3 0.3 0.1 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 24 . . 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 201,491 : : Positions : : 122,447 93,805 23,196 2,233 10,454 0 41,195 685 300 8,780 1,003 : : : : Changes from: September 7, 2021 : : 2,985 140 -825 320 -15 0 1,775 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 46.6 11.5 1.1 5.2 0.0 20.4 0.3 0.1 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 24 4 . 6 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 48,941 : : Positions : : 17,158 27,355 11,888 5,151 8,420 4,290 15 730 0 805 10 : : : : Changes from: September 7, 2021 : : 490 -30 640 705 -1,263 -320 0 86 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 55.9 24.3 10.5 17.2 8.8 0.0 1.5 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 45,210 : : Positions : : 11,735 27,000 14,810 3,175 7,040 4,235 0 685 0 665 10 : : : : Changes from: September 7, 2021 : : -500 2,375 4,225 1,425 -875 75 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 59.7 32.8 7.0 15.6 9.4 0.0 1.5 0.0 1.5 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,581 : : Positions : : 19,840 25,169 6,020 1,245 10,170 3,100 3,720 162 760 0 0 : : : : Changes from: September 7, 2021 : : -85 -710 -650 -150 10 0 125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 56.5 13.5 2.8 22.8 7.0 8.3 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 14, 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 46,770 : : Positions : : 13,694 25,869 2,255 2,734 9,790 15,720 3,935 12 760 0 0 : : : : Changes from: September 7, 2021 : : 250 -825 -775 100 2,240 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 55.3 4.8 5.8 20.9 33.6 8.4 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 14, 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 222,611 : : Positions : : 120,666 130,721 4,405 10,334 32,064 15,960 0 5,670 485 452 1,098 : : : : Changes from: September 7, 2021 : : 1,829 3,565 100 -1,081 256 445 0 -370 0 80 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 58.7 2.0 4.6 14.4 7.2 0.0 2.5 0.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 24 . 5 6 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 14, 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 186,124 : : Positions : : 107,832 105,883 4,805 14,042 19,755 5,795 0 12,470 2,370 567 725 : : : : Changes from: September 7, 2021 : : 4,619 1,789 -629 576 -1,151 -1,675 0 1,800 50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 56.9 2.6 7.5 10.6 3.1 0.0 6.7 1.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 . 4 4 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 17, 2021