Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 23,046 : : Positions : : 15,703 14,706 572 1,085 1,967 697 0 96 106 1,568 2,760 : : : : Changes from: September 14, 2021 : : 464 395 7 38 6 -27 0 0 -61 -60 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 63.8 2.5 4.7 8.5 3.0 0.0 0.4 0.5 6.8 12.0 : : : : 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 32,730 : : Positions : : 21,902 28,542 3,810 80 2,483 276 75 137 2,698 0 1,404 : : : : Changes from: September 14, 2021 : : 197 662 588 0 -281 0 75 0 -60 0 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 87.2 11.6 0.2 7.6 0.8 0.2 0.4 8.2 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 24 . . . . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 28,768 : : Positions : : 20,673 22,936 375 2,212 2,525 372 0 153 4,205 477 465 : : : : Changes from: September 14, 2021 : : 600 565 -165 225 45 0 0 0 380 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 79.7 1.3 7.7 8.8 1.3 0.0 0.5 14.6 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 168,613 : : Positions : : 109,621 119,018 0 19,737 25,858 25,560 0 327 4,787 2,142 1,287 : : : : Changes from: September 14, 2021 : : -1,432 -701 0 -2,636 951 -275 0 288 -1,660 -200 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 70.6 0.0 11.7 15.3 15.2 0.0 0.2 2.8 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 33 0 8 7 11 0 . 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,286 : : Positions : : 53,819 38,371 1,500 13,720 965 1,267 0 370 0 4,591 2,205 : : : : Changes from: September 14, 2021 : : 11 1,053 0 -347 -227 20 0 0 0 -675 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 63.6 2.5 22.8 1.6 2.1 0.0 0.6 0.0 7.6 3.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 . 4 . 4 0 . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 38,453 : : Positions : : 33,220 28,846 1,342 5,141 2,041 0 0 0 900 1,465 950 : : : : Changes from: September 14, 2021 : : -100 525 475 -675 -105 0 0 0 -600 -75 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 75.0 3.5 13.4 5.3 0.0 0.0 0.0 2.3 3.8 2.5 : : : : 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 47,627 : : Positions : : 26,968 17,915 3,652 17,415 5,815 10,340 0 0 75 5,770 431 : : : : Changes from: September 14, 2021 : : 445 -380 55 930 23 0 0 0 75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 37.6 7.7 36.6 12.2 21.7 0.0 0.0 0.2 12.1 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 19 5 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 60,035 : : Positions : : 44,389 20,645 1,225 28,626 4,612 7,443 123 662 318 4,351 856 : : : : Changes from: September 14, 2021 : : 456 -500 60 850 2 -171 -5 5 -20 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 34.4 2.0 47.7 7.7 12.4 0.2 1.1 0.5 7.2 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 20 . 8 7 8 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,808 : : Positions : : 39,436 26,879 23,757 32,001 1,336 0 25 0 643 5,292 1,275 : : : : Changes from: September 14, 2021 : : 65 70 -240 -410 5 0 0 0 -215 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 40.2 35.6 47.9 2.0 0.0 0.0 0.0 1.0 7.9 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 5 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 83,707 : : Positions : : 51,874 27,291 27,325 47,242 1,729 28 40 0 1,092 6,206 1,194 : : : : Changes from: September 14, 2021 : : 85 -350 -295 50 10 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 32.6 32.6 56.4 2.1 0.0 0.0 0.0 1.3 7.4 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 17 6 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,486 : : Positions : : 17,644 24,769 7,618 0 2,143 0 0 0 27 0 34 : : : : Changes from: September 14, 2021 : : -38 257 290 0 -260 0 0 0 27 -23 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 90.1 27.7 0.0 7.8 0.0 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 31,048 : : Positions : : 25,902 16,712 1,085 10,631 3,505 0 200 0 300 0 0 : : : : Changes from: September 14, 2021 : : 245 45 0 150 -70 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 53.8 3.5 34.2 11.3 0.0 0.6 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 29,842 : : Positions : : 20,917 22,707 5,855 2,265 3,030 0 100 0 0 1,720 20 : : : : Changes from: September 14, 2021 : : 22 -78 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 76.1 19.6 7.6 10.2 0.0 0.3 0.0 0.0 5.8 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 129,422 : : Positions : : 74,338 68,184 14,496 25,495 21,784 11,596 3,034 1,027 1,148 5,398 4,221 : : : : Changes from: September 14, 2021 : : -1,452 -226 351 -773 317 290 0 114 -60 206 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 52.7 11.2 19.7 16.8 9.0 2.3 0.8 0.9 4.2 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 24,963 : : Positions : : 15,137 14,139 7,470 7,980 1,464 0 1,380 0 0 0 0 : : : : Changes from: September 14, 2021 : : 172 -428 -420 0 250 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 56.6 29.9 32.0 5.9 0.0 5.5 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 21,901 : : Positions : : 11,485 13,272 8,595 6,320 929 0 1,380 0 0 0 0 : : : : Changes from: September 14, 2021 : : 172 -428 -420 0 36 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 60.6 39.2 28.9 4.2 0.0 6.3 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 40,641 : : Positions : : 15,099 22,796 19,610 539 5,886 0 9,920 0 25 1,500 0 : : : : Changes from: September 14, 2021 : : -245 -320 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 56.1 48.3 1.3 14.5 0.0 24.4 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 36,051 : : Positions : : 14,338 21,520 15,577 145 5,956 0 6,770 160 0 1,500 0 : : : : Changes from: September 14, 2021 : : -450 -525 0 75 -75 0 0 -220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 59.7 43.2 0.4 16.5 0.0 18.8 0.4 0.0 4.2 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 70,972 : : Positions : : 40,710 39,562 8,306 14,574 12,569 5,318 0 160 1,410 1,200 1,990 : : : : Changes from: September 14, 2021 : : -714 346 0 -1,030 585 180 0 -220 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 55.7 11.7 20.5 17.7 7.5 0.0 0.2 2.0 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 34,222 : : Positions : : 23,520 31,537 8,515 50 2,114 0 0 0 0 0 0 : : : : Changes from: September 14, 2021 : : 413 358 -75 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 92.2 24.9 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 : : 15 15 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 40,847 : : Positions : : 32,736 26,143 3,456 10,364 3,818 680 307 0 0 0 0 : : : : Changes from: September 14, 2021 : : 84 -241 26 -19 -5 -60 1 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 64.0 8.5 25.4 9.3 1.7 0.8 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 46,585 : : Positions : : 30,974 40,929 10,397 3,159 1,892 0 0 0 2,638 100 10 : : : : Changes from: September 14, 2021 : : 127 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 87.9 22.3 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 51,361 : : Positions : : 34,976 40,503 10,779 7,988 2,085 0 263 0 2,913 160 182 : : : : Changes from: September 14, 2021 : : 26 74 0 0 0 0 5 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 78.9 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 12 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 84,262 : : Positions : : 64,265 75,757 14,203 5,370 1,194 0 277 148 2,531 0 1,179 : : : : Changes from: September 14, 2021 : : 278 661 93 -263 109 0 225 -10 128 0 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 89.9 16.9 6.4 1.4 0.0 0.3 0.2 3.0 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 109,621 : : Positions : : 85,108 96,997 15,404 7,643 1,716 1,191 843 125 4,267 828 900 : : : : Changes from: September 14, 2021 : : 838 654 70 -186 -234 620 105 46 -961 -87 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 88.5 14.1 7.0 1.6 1.1 0.8 0.1 3.9 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 29 6 . . 5 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 61,770 : : Positions : : 42,872 55,171 14,276 0 1,817 0 1,088 60 1,450 2,659 920 : : : : Changes from: September 14, 2021 : : 275 -350 -475 0 0 0 0 0 -300 -195 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 89.3 23.1 0.0 2.9 0.0 1.8 0.1 2.3 4.3 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 48,711 : : Positions : : 33,144 45,087 12,931 244 1,170 150 0 0 480 1,520 690 : : : : Changes from: September 14, 2021 : : 0 0 0 0 0 0 0 0 15 15 -15 : : : : 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 41,966 : : Positions : : 26,508 33,815 7,341 100 7,161 0 0 0 383 761 57 : : : : Changes from: September 14, 2021 : : 1,110 535 -585 0 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 80.6 17.5 0.2 17.1 0.0 0.0 0.0 0.9 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 7 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 48,509 : : Positions : : 31,367 40,809 11,232 398 4,019 373 2,200 0 1,062 813 15 : : : : Changes from: September 14, 2021 : : -141 -491 -50 170 -153 -75 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 84.1 23.2 0.8 8.3 0.8 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 14,576 : : Positions : : 7,697 11,121 5,880 1,003 535 0 1,090 0 0 769 0 : : : : Changes from: September 14, 2021 : : -96 -96 20 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 76.3 40.3 6.9 3.7 0.0 7.5 0.0 0.0 5.3 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 13,687 : : Positions : : 7,082 10,985 5,314 1,100 754 0 200 0 0 610 0 : : : : Changes from: September 14, 2021 : : 0 30 44 20 -9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 80.3 38.8 8.0 5.5 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 25,011 : : Positions : : 20,616 17,048 2,650 6,728 74 0 422 0 610 300 96 : : : : Changes from: September 14, 2021 : : 1,809 1,760 0 1 0 0 0 0 10 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 68.2 10.6 26.9 0.3 0.0 1.7 0.0 2.4 1.2 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,393 : : Positions : : 13,331 14,213 1,755 1,598 130 0 0 0 420 0 110 : : : : Changes from: September 14, 2021 : : 1,824 1,778 -60 -10 0 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 86.7 10.7 9.7 0.8 0.0 0.0 0.0 2.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 36,691 : : Positions : : 22,406 19,796 9,054 10,558 1,454 800 3,949 50 2,022 1 669 : : : : Changes from: September 14, 2021 : : -68 -84 -22 -41 -60 0 5 0 -2 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 54.0 24.7 28.8 4.0 2.2 10.8 0.1 5.5 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 17 . 4 5 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,512 : : Positions : : 14,979 11,019 3,376 6,187 1,077 200 2,387 0 1,297 95 387 : : : : Changes from: September 14, 2021 : : 244 266 -37 -25 -50 0 0 0 18 5 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 51.2 15.7 28.8 5.0 0.9 11.1 0.0 6.0 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,232 : : Positions : : 5,430 14,699 7,248 0 295 279 0 102 1,752 25 78 : : : : Changes from: September 14, 2021 : : 0 25 75 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 96.5 47.6 0.0 1.9 1.8 0.0 0.7 11.5 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 18,513 : : Positions : : 6,214 18,513 9,906 0 0 0 0 0 2,345 0 0 : : : : Changes from: September 14, 2021 : : 0 25 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 100.0 53.5 0.0 0.0 0.0 0.0 0.0 12.7 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,867 : : Positions : : 4,017 9,530 9,255 4,400 1,757 75 0 20 270 0 100 : : : : Changes from: September 14, 2021 : : 0 4,200 780 0 70 75 0 20 0 -3,360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 60.1 58.3 27.7 11.1 0.5 0.0 0.1 1.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 5 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,331 : : Positions : : 2,820 5,070 2,904 1,170 1,686 80 0 20 100 25 180 : : : : Changes from: September 14, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 60.9 34.9 14.0 20.2 1.0 0.0 0.2 1.2 0.3 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 8 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,214 : : Positions : : 18,493 39,739 21,770 3,880 1,880 600 75 40 2,660 100 500 : : : : Changes from: September 14, 2021 : : 940 -1,195 -1,710 300 50 0 75 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 86.0 47.1 8.4 4.1 1.3 0.2 0.1 5.8 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,184 : : Positions : : 19,623 42,554 24,275 4,030 2,010 0 0 0 2,560 100 480 : : : : Changes from: September 14, 2021 : : 990 -1,855 -2,295 450 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 86.5 49.4 8.2 4.1 0.0 0.0 0.0 5.2 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 100,241 : : Positions : : 70,308 77,734 16,636 8,496 10,049 85 210 785 1,220 1,801 886 : : : : Changes from: September 14, 2021 : : -351 -348 274 68 -62 65 0 -20 0 228 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 77.5 16.6 8.5 10.0 0.1 0.2 0.8 1.2 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 26 4 5 5 . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 116,072 : : Positions : : 83,243 85,879 11,565 9,425 16,304 235 754 776 2,274 1,207 1,561 : : : : Changes from: September 14, 2021 : : 505 1,021 -16 -230 701 -35 0 30 0 -255 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 74.0 10.0 8.1 14.0 0.2 0.6 0.7 2.0 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 28 4 5 6 . . 5 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 947,194 : : Positions : : 644,017 683,785 9,826 24,836 127,867 29,324 7,865 55,097 36,479 3,009 44,082 : : : : Changes from: September 14, 2021 : : 8,428 -2,818 -4,197 292 680 -2,675 -278 3,172 -3,741 76 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 72.2 1.0 2.6 13.5 3.1 0.8 5.8 3.9 0.3 4.7 : : : : Number of Traders in Each Category Total Traders: 99 : : 43 40 4 5 8 17 5 10 17 6 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 11,335 : : Positions : : 5,965 7,195 2,280 2,195 1,220 210 600 0 955 0 0 : : : : Changes from: September 14, 2021 : : 0 0 0 0 0 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 7,660 : : Positions : : 7,060 6,155 0 865 10 0 0 0 330 145 25 : : : : Changes from: September 14, 2021 : : -2,315 -1,905 0 -315 -15 -50 -50 0 75 -610 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 80.4 0.0 11.3 0.1 0.0 0.0 0.0 4.3 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 33,324 : : Positions : : 21,512 22,191 3,517 1,100 4,653 700 3,115 0 2,740 2,095 170 : : : : Changes from: September 14, 2021 : : 871 1,111 590 -360 854 300 0 0 0 1,020 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 66.6 10.6 3.3 14.0 2.1 9.3 0.0 8.2 6.3 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 21 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 34,537 : : Positions : : 15,595 22,875 9,375 950 5,897 2,050 4,715 100 1,400 0 0 : : : : Changes from: September 14, 2021 : : 225 125 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 66.2 27.1 2.8 17.1 5.9 13.7 0.3 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 84,876 : : Positions : : 62,383 56,460 14,615 19,149 478 0 3,139 300 1,365 0 0 : : : : Changes from: September 14, 2021 : : 420 420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 66.5 17.2 22.6 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 67,589 : : Positions : : 48,771 40,961 11,289 18,213 438 0 2,429 60 1,070 0 0 : : : : Changes from: September 14, 2021 : : 532 470 0 62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 60.6 16.7 26.9 0.6 0.0 3.6 0.1 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,860 : : Positions : : 7,053 17,001 11,107 1,235 2,680 900 500 0 0 0 0 : : : : Changes from: September 14, 2021 : : -110 90 50 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 68.4 44.7 5.0 10.8 3.6 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 22,850 : : Positions : : 5,299 16,360 12,291 1,295 2,215 825 500 0 0 0 0 : : : : Changes from: September 14, 2021 : : -10 290 150 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 71.6 53.8 5.7 9.7 3.6 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 37,048 : : Positions : : 19,764 16,897 7,175 10,911 865 4,265 3,034 1,255 0 592 432 : : : : Changes from: September 14, 2021 : : 125 5 -120 0 133 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 45.6 19.4 29.5 2.3 11.5 8.2 3.4 0.0 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 26,425 : : Positions : : 14,941 13,312 8,456 4,110 144 150 5,550 720 116 648 220 : : : : Changes from: September 14, 2021 : : -20 -30 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 50.4 32.0 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 14 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 21,361 : : Positions : : 13,380 6,136 5,820 4,750 210 0 8,430 300 0 35 75 : : : : Changes from: September 14, 2021 : : 1,025 495 0 230 -10 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 28.7 27.2 22.2 1.0 0.0 39.5 1.4 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 98,152 : : Positions : : 26,653 44,767 37,616 33,840 3,052 15,870 1,125 0 0 312 728 : : : : Changes from: September 14, 2021 : : 50 -70 128 -200 -68 0 0 0 -141 307 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 45.6 38.3 34.5 3.1 16.2 1.1 0.0 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 97,756 : : Positions : : 27,288 44,617 29,444 32,310 2,895 15,850 1,100 0 6,000 495 474 : : : : Changes from: September 14, 2021 : : -55 -85 160 -230 -100 0 0 0 -85 335 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 45.6 30.1 33.1 3.0 16.2 1.1 0.0 6.1 0.5 0.5 : : : : 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 26,085 : : Positions : : 17,702 8,718 1,116 225 2,379 0 8,605 746 870 2,345 0 : : : : Changes from: September 14, 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,985 : : Positions : : 17,702 8,758 1,056 225 2,414 0 8,605 746 870 2,245 0 : : : : Changes from: September 14, 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 50,417 : : Positions : : 13,963 37,933 22,735 9,745 80 6,575 5 120 4,470 0 0 : : : : Changes from: September 14, 2021 : : -1,050 -100 725 -225 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 75.2 45.1 19.3 0.2 13.0 0.0 0.2 8.9 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 56,096 : : Positions : : 14,717 39,076 28,314 8,665 60 6,575 5 120 4,180 6,000 0 : : : : Changes from: September 14, 2021 : : -1,050 -100 725 -225 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 69.7 50.5 15.4 0.1 11.7 0.0 0.2 7.5 10.7 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 52,215 : : Positions : : 21,590 44,720 15,530 1,155 2,340 2,920 1,125 31 7,365 1,300 35 : : : : Changes from: September 14, 2021 : : 350 800 225 -50 -65 125 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 85.6 29.7 2.2 4.5 5.6 2.2 0.1 14.1 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 48,640 : : Positions : : 19,435 41,070 15,610 775 2,515 2,495 1,125 36 5,915 1,300 385 : : : : Changes from: September 14, 2021 : : 550 300 -275 50 -65 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 84.4 32.1 1.6 5.2 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 76,420 : : Positions : : 28,925 62,700 17,405 4,885 3,365 19,265 425 660 2,165 160 1,275 : : : : Changes from: September 14, 2021 : : 0 0 400 245 100 25 200 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 82.0 22.8 6.4 4.4 25.2 0.6 0.9 2.8 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 73,250 : : Positions : : 28,040 59,935 17,055 4,710 3,505 19,090 650 635 1,050 160 1,275 : : : : Changes from: September 14, 2021 : : 0 0 225 70 60 25 200 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 81.8 23.3 6.4 4.8 26.1 0.9 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 57,444 : : Positions : : 32,684 28,495 3,753 18,696 0 11,845 1,265 1,440 1,260 1,205 955 : : : : Changes from: September 14, 2021 : : 300 420 300 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 49.6 6.5 32.5 0.0 20.6 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 50,044 : : Positions : : 29,093 28,060 3,653 12,678 375 8,545 1,265 1,440 915 475 1,105 : : : : Changes from: September 14, 2021 : : 300 420 300 180 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 56.1 7.3 25.3 0.7 17.1 2.5 2.9 1.8 0.9 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 214,925 : : Positions : : 125,755 93,652 32,160 7,841 7,213 0 45,865 755 250 10,877 246 : : : : Changes from: September 14, 2021 : : 1,499 324 -975 -22 -460 0 250 105 0 -28 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 43.6 15.0 3.6 3.4 0.0 21.3 0.4 0.1 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 24 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 201,267 : : Positions : : 122,417 93,310 22,321 1,623 10,508 0 41,345 805 250 8,780 1,003 : : : : Changes from: September 14, 2021 : : -30 -495 -875 -610 54 0 150 120 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 46.4 11.1 0.8 5.2 0.0 20.5 0.4 0.1 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 4 . 6 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,121 : : Positions : : 16,903 26,610 11,268 5,176 9,690 4,290 15 730 0 805 10 : : : : Changes from: September 14, 2021 : : -255 -745 -620 25 1,270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 54.2 22.9 10.5 19.7 8.7 0.0 1.5 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 45,140 : : Positions : : 11,805 26,160 14,140 3,415 7,710 4,235 0 685 0 665 10 : : : : Changes from: September 14, 2021 : : 70 -840 -670 240 670 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 58.0 31.3 7.6 17.1 9.4 0.0 1.5 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 47,061 : : Positions : : 21,645 25,109 5,880 1,420 10,310 3,100 5,270 162 760 0 0 : : : : Changes from: September 14, 2021 : : 1,805 -60 -140 175 140 0 1,550 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 53.4 12.5 3.0 21.9 6.6 11.2 0.3 1.6 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 47,335 : : Positions : : 14,149 25,434 2,115 1,934 10,030 15,720 5,485 12 760 0 0 : : : : Changes from: September 14, 2021 : : 455 -435 -140 -800 240 0 1,550 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 53.7 4.5 4.1 21.2 33.2 11.6 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 226,480 : : Positions : : 122,075 131,168 4,680 13,814 32,801 18,035 0 5,445 510 307 1,321 : : : : Changes from: September 14, 2021 : : 1,408 448 275 3,481 737 2,075 0 -225 25 -145 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 57.9 2.1 6.1 14.5 8.0 0.0 2.4 0.2 0.1 0.6 : : : : 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 21, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 189,142 : : Positions : : 107,073 107,304 4,640 13,821 21,486 7,895 0 12,170 2,394 567 751 : : : : Changes from: September 14, 2021 : : -759 1,421 -165 -221 1,731 2,100 0 -300 24 0 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 56.7 2.5 7.3 11.4 4.2 0.0 6.4 1.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 . 4 6 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated September 24, 2021