Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 24,572 : : Positions : : 15,861 16,190 502 823 2,225 792 0 96 645 1,215 3,159 : : : : Changes from: September 28, 2021 : : 873 805 121 27 94 73 0 0 -276 6 689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 65.9 2.0 3.3 9.1 3.2 0.0 0.4 2.6 4.9 12.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 31,069 : : Positions : : 20,916 27,805 3,714 80 2,091 276 75 162 3,035 0 855 : : : : Changes from: September 28, 2021 : : -1,024 -913 -160 0 -318 0 25 -25 292 0 -534 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 89.5 12.0 0.3 6.7 0.9 0.2 0.5 9.8 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . . . . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 28,001 : : Positions : : 20,491 21,592 0 2,621 2,680 372 0 153 3,680 490 465 : : : : Changes from: September 28, 2021 : : -607 -1,319 -200 184 -70 0 0 0 -550 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 77.1 0.0 9.4 9.6 1.3 0.0 0.5 13.1 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 168,801 : : Positions : : 112,097 122,489 1,919 19,061 24,623 22,408 61 902 4,505 362 1,066 : : : : Changes from: September 28, 2021 : : 335 -1,564 859 3,735 -2,419 -403 61 -715 -564 -1,763 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 72.6 1.1 11.3 14.6 13.3 0.0 0.5 2.7 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 32 . 7 7 10 . 4 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 64,055 : : Positions : : 57,393 41,697 1,500 12,813 1,546 727 550 847 0 4,682 1,872 : : : : Changes from: September 28, 2021 : : 2,317 2,156 0 -1,436 557 -495 425 477 0 640 -367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 65.1 2.3 20.0 2.4 1.1 0.9 1.3 0.0 7.3 2.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . 4 . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 38,464 : : Positions : : 33,630 29,268 859 4,146 2,140 0 0 0 150 1,215 1,685 : : : : Changes from: September 28, 2021 : : 210 82 -323 -570 -95 0 0 0 -550 -175 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 76.1 2.2 10.8 5.6 0.0 0.0 0.0 0.4 3.2 4.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 46,517 : : Positions : : 26,455 17,444 3,458 17,190 5,530 10,290 0 0 75 5,727 349 : : : : Changes from: September 28, 2021 : : -583 -466 -342 -468 -62 -50 0 0 0 -43 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 37.5 7.4 37.0 11.9 22.1 0.0 0.0 0.2 12.3 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 19 4 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 57,442 : : Positions : : 43,231 20,255 1,025 25,972 5,034 6,002 130 600 314 4,581 746 : : : : Changes from: September 28, 2021 : : -1,128 -550 -308 -1,947 335 -909 7 -62 -19 247 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 35.3 1.8 45.2 8.8 10.4 0.2 1.0 0.5 8.0 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 20 . 6 7 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 66,414 : : Positions : : 38,628 27,584 24,760 31,243 894 0 25 0 639 5,385 1,182 : : : : Changes from: September 28, 2021 : : -2,031 424 735 -1,813 -382 0 0 0 56 93 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 41.5 37.3 47.0 1.3 0.0 0.0 0.0 1.0 8.1 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 18 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 83,000 : : Positions : : 50,716 27,697 28,117 46,273 1,605 0 0 0 1,069 6,323 1,077 : : : : Changes from: September 28, 2021 : : -2,864 295 562 -2,724 -289 -28 -40 0 37 117 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 33.4 33.9 55.8 1.9 0.0 0.0 0.0 1.3 7.6 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 19 5 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 28,809 : : Positions : : 19,045 26,192 7,598 0 2,093 0 0 0 27 25 34 : : : : Changes from: September 28, 2021 : : 1,070 1,100 30 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 90.9 26.4 0.0 7.3 0.0 0.0 0.0 0.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 4 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 32,658 : : Positions : : 26,647 18,987 2,370 10,311 3,155 0 200 0 300 0 0 : : : : Changes from: September 28, 2021 : : 840 2,685 1,310 -570 -420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 58.1 7.3 31.6 9.7 0.0 0.6 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 30,432 : : Positions : : 18,267 23,957 9,075 1,345 3,050 0 100 0 0 1,960 20 : : : : Changes from: September 28, 2021 : : -2,400 1,500 3,220 -680 -220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 78.7 29.8 4.4 10.0 0.0 0.3 0.0 0.0 6.4 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 October 5, 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 133,325 : : Positions : : 76,844 74,717 19,780 23,554 19,383 10,909 3,185 1,060 701 7,222 3,926 : : : : Changes from: September 28, 2021 : : 462 4,162 5,362 192 -4,122 35 55 29 37 1,466 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 56.0 14.8 17.7 14.5 8.2 2.4 0.8 0.5 5.4 2.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 31 . 4 5 4 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 42,702 : : Positions : : 18,309 22,796 19,380 3,234 4,787 0 10,385 0 25 1,500 0 : : : : Changes from: September 28, 2021 : : 3,285 0 -680 2,245 -265 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 53.4 45.4 7.6 11.2 0.0 24.3 0.0 0.1 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 39,549 : : Positions : : 17,548 21,520 14,758 676 7,043 0 7,010 0 0 3,300 0 : : : : Changes from: September 28, 2021 : : 3,210 0 -819 531 1,087 0 60 -80 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 54.4 37.3 1.7 17.8 0.0 17.7 0.0 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 76,452 : : Positions : : 41,951 46,923 9,823 12,461 13,761 5,258 0 0 3,660 900 1,490 : : : : Changes from: September 28, 2021 : : -384 3,006 1,457 -373 562 -240 0 -80 1,800 0 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 61.4 12.8 16.3 18.0 6.9 0.0 0.0 4.8 1.2 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 38,054 : : Positions : : 27,003 35,580 9,025 50 1,904 0 0 0 50 75 0 : : : : Changes from: September 28, 2021 : : 3,035 3,350 265 0 55 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 93.5 23.7 0.1 5.0 0.0 0.0 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 5 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 43,345 : : Positions : : 34,466 29,628 5,116 10,329 3,037 520 266 0 0 50 0 : : : : Changes from: September 28, 2021 : : 1,968 3,977 1,585 -400 -779 -100 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 68.4 11.8 23.8 7.0 1.2 0.6 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 43,961 : : Positions : : 28,920 38,403 10,002 3,291 1,722 0 0 0 2,005 0 10 : : : : Changes from: September 28, 2021 : : -2,180 -3,000 -395 482 -520 0 0 0 -631 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 87.4 22.8 7.5 3.9 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 48,721 : : Positions : : 33,037 38,300 10,113 7,609 2,245 0 80 0 2,736 100 182 : : : : Changes from: September 28, 2021 : : -2,261 -2,985 -541 121 -290 0 -193 0 -272 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 78.6 20.8 15.6 4.6 0.0 0.2 0.0 5.6 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 12 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 84,094 : : Positions : : 65,033 75,953 13,395 5,225 1,466 133 0 222 2,061 0 1,131 : : : : Changes from: September 28, 2021 : : 283 86 -698 -125 183 133 -277 74 -240 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 90.3 15.9 6.2 1.7 0.2 0.0 0.3 2.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 24 6 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 110,764 : : Positions : : 86,899 98,285 14,332 7,347 2,622 934 660 307 3,839 431 850 : : : : Changes from: September 28, 2021 : : 1,841 546 -902 -239 580 -60 -88 87 -1,102 -137 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 88.7 12.9 6.6 2.4 0.8 0.6 0.3 3.5 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 28 6 . 5 6 . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 62,473 : : Positions : : 44,057 57,201 14,176 0 1,005 350 1,113 60 1,710 2,219 740 : : : : Changes from: September 28, 2021 : : 335 1,070 -435 0 -225 275 25 0 735 -265 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 91.6 22.7 0.0 1.6 0.6 1.8 0.1 2.7 3.6 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 49,506 : : Positions : : 33,214 46,162 13,477 0 1,414 0 0 0 745 1,505 425 : : : : Changes from: September 28, 2021 : : -10 275 350 0 0 -150 0 0 15 35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 93.2 27.2 0.0 2.9 0.0 0.0 0.0 1.5 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 44,833 : : Positions : : 28,349 36,512 8,214 75 7,481 0 0 0 296 646 34 : : : : Changes from: September 28, 2021 : : 811 1,755 906 -67 -121 0 0 0 -115 -116 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 81.4 18.3 0.2 16.7 0.0 0.0 0.0 0.7 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 7 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,563 : : Positions : : 31,111 41,622 12,909 744 3,841 175 2,419 0 1,093 662 31 : : : : Changes from: September 28, 2021 : : 39 1,421 1,291 -204 135 -148 209 0 56 -166 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 84.0 26.0 1.5 7.7 0.4 4.9 0.0 2.2 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,370 : : Positions : : 7,498 10,441 4,856 678 536 0 935 0 0 727 0 : : : : Changes from: September 28, 2021 : : -617 -1,028 -606 10 -65 0 -155 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 78.1 36.3 5.1 4.0 0.0 7.0 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 12,222 : : Positions : : 6,789 9,985 4,215 730 744 0 150 0 0 575 0 : : : : Changes from: September 28, 2021 : : -440 -1,031 -679 -30 -30 0 -50 0 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 81.7 34.5 6.0 6.1 0.0 1.2 0.0 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 24,322 : : Positions : : 20,334 16,461 2,630 6,752 0 0 722 0 493 0 96 : : : : Changes from: September 28, 2021 : : -987 -895 -20 -268 0 0 300 0 -198 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 67.7 10.8 27.8 0.0 0.0 3.0 0.0 2.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,442 : : Positions : : 12,541 13,220 1,434 1,681 130 0 0 0 449 0 55 : : : : Changes from: September 28, 2021 : : -899 -864 29 -67 0 0 0 0 -78 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 85.6 9.3 10.9 0.8 0.0 0.0 0.0 2.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 34,323 : : Positions : : 21,269 19,681 8,175 9,477 1,061 601 2,717 551 2,000 69 461 : : : : Changes from: September 28, 2021 : : -1,449 -638 -1,320 -1,142 -237 -199 -1,213 501 -23 29 -179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 57.3 23.8 27.6 3.1 1.8 7.9 1.6 5.8 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 19 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,091 : : Positions : : 13,871 11,043 2,645 4,874 1,376 100 1,845 0 1,325 165 283 : : : : Changes from: September 28, 2021 : : -1,579 -595 -756 -1,283 167 -100 -538 0 28 60 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 55.0 13.2 24.3 6.8 0.5 9.2 0.0 6.6 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 15 4 . 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 14,753 : : Positions : : 5,193 14,209 7,208 0 327 279 0 102 1,505 0 100 : : : : Changes from: September 28, 2021 : : -484 -640 -40 0 -10 0 0 0 -150 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 96.3 48.9 0.0 2.2 1.9 0.0 0.7 10.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 18,193 : : Positions : : 6,396 18,093 9,691 0 0 0 0 0 1,970 0 100 : : : : Changes from: September 28, 2021 : : 7 -320 -165 0 0 0 0 0 -150 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 99.5 53.3 0.0 0.0 0.0 0.0 0.0 10.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,770 : : Positions : : 3,914 11,273 10,795 4,040 1,297 75 0 0 205 0 100 : : : : Changes from: September 28, 2021 : : -183 1,350 1,257 -360 -460 0 0 -20 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 67.2 64.4 24.1 7.7 0.4 0.0 0.0 1.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 8,678 : : Positions : : 2,826 6,048 4,173 1,170 1,025 50 0 20 75 70 135 : : : : Changes from: September 28, 2021 : : -134 615 866 0 -661 -30 0 0 -25 45 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 69.7 48.1 13.5 11.8 0.6 0.0 0.2 0.9 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 44,766 : : Positions : : 19,021 13,861 19,705 28,310 2,040 600 65 40 2,785 75 375 : : : : Changes from: September 28, 2021 : : -492 -25,453 -785 24,305 -5 0 -10 0 125 -25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 31.0 44.0 63.2 4.6 1.3 0.1 0.1 6.2 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 48,146 : : Positions : : 20,256 13,681 22,695 32,010 2,010 0 0 0 2,680 75 360 : : : : Changes from: September 28, 2021 : : -492 -28,783 -555 27,830 -30 0 0 0 120 -25 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 28.4 47.1 66.5 4.2 0.0 0.0 0.0 5.6 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 94,429 : : Positions : : 66,046 72,325 14,872 8,342 10,386 100 80 795 903 1,251 970 : : : : Changes from: September 28, 2021 : : -4,713 -6,669 -2,139 255 525 5 -20 -100 -342 -719 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 76.6 15.7 8.8 11.0 0.1 0.1 0.8 1.0 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 27 . 6 5 . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 109,257 : : Positions : : 78,548 78,756 10,498 10,715 15,930 100 718 582 2,039 932 1,431 : : : : Changes from: September 28, 2021 : : -4,986 -8,921 -1,044 2,394 -1,030 -225 140 -270 -217 -36 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 72.1 9.6 9.8 14.6 0.1 0.7 0.5 1.9 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 27 4 5 6 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 1,003,661 : : Positions : : 673,746 731,926 13,532 18,976 136,260 35,569 7,824 62,100 36,781 895 44,951 : : : : Changes from: September 28, 2021 : : 11,894 18,550 1,163 -2,412 4,272 801 -740 5,297 -671 -2,180 -1,336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 72.9 1.3 1.9 13.6 3.5 0.8 6.2 3.7 0.1 4.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 43 39 . 7 8 19 . 9 19 . 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 13,345 : : Positions : : 7,510 9,560 2,065 2,670 1,025 885 0 0 895 0 0 : : : : Changes from: September 28, 2021 : : -380 -370 -160 -315 25 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 71.6 15.5 20.0 7.7 6.6 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 10,800 : : Positions : : 5,610 6,860 2,185 2,040 1,210 185 600 0 895 0 0 : : : : Changes from: September 28, 2021 : : -445 -370 -85 -305 -10 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 63.5 20.2 18.9 11.2 1.7 5.6 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 5,950 : : Positions : : 4,615 5,085 0 210 110 35 0 0 0 190 20 : : : : Changes from: September 28, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.5 0.0 3.5 1.8 0.6 0.0 0.0 0.0 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 35,770 : : Positions : : 24,062 22,712 3,448 2,150 4,628 700 3,115 0 2,690 2,995 170 : : : : Changes from: September 28, 2021 : : 775 700 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 63.5 9.6 6.0 12.9 2.0 8.7 0.0 7.5 8.4 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 October 5, 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 37,784 : : Positions : : 17,567 25,525 10,203 1,450 5,894 2,200 4,715 100 1,500 0 100 : : : : Changes from: September 28, 2021 : : 222 725 603 500 -3 200 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 67.6 27.0 3.8 15.6 5.8 12.5 0.3 4.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 86,640 : : Positions : : 62,562 57,859 16,395 18,814 753 0 3,589 300 1,315 0 0 : : : : Changes from: September 28, 2021 : : 215 995 880 -325 275 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 66.8 18.9 21.7 0.9 0.0 4.1 0.3 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 70,305 : : Positions : : 48,980 42,512 13,324 17,888 738 0 2,879 60 1,020 0 0 : : : : Changes from: September 28, 2021 : : 769 1,501 955 -325 300 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 60.5 19.0 25.4 1.0 0.0 4.1 0.1 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 25,309 : : Positions : : 7,333 16,336 10,132 1,235 2,505 750 380 120 0 0 0 : : : : Changes from: September 28, 2021 : : 250 -950 -1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 64.5 40.0 4.9 9.9 3.0 1.5 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 23,374 : : Positions : : 5,581 15,772 11,391 1,295 2,040 675 380 120 0 0 0 : : : : Changes from: September 28, 2021 : : 252 -788 -1,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 67.5 48.7 5.5 8.7 2.9 1.6 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 35,616 : : Positions : : 19,271 16,904 7,530 10,581 1,111 3,790 2,634 1,087 0 592 432 : : : : Changes from: September 28, 2021 : : -464 -54 555 -330 128 -475 0 -168 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 47.5 21.1 29.7 3.1 10.6 7.4 3.1 0.0 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 26,185 : : Positions : : 14,142 13,444 8,577 3,560 599 150 5,270 724 116 648 220 : : : : Changes from: September 28, 2021 : : -298 312 150 -250 180 0 -180 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 51.3 32.8 13.6 2.3 0.6 20.1 2.8 0.4 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 20,945 : : Positions : : 13,911 8,795 3,156 2,932 989 0 5,646 0 0 0 0 : : : : Changes from: September 28, 2021 : : 26 21 45 50 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 42.0 15.1 14.0 4.7 0.0 27.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 21,086 : : Positions : : 13,255 5,541 5,820 5,220 210 0 8,430 300 0 35 75 : : : : Changes from: September 28, 2021 : : -75 55 0 -130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 26.3 27.6 24.8 1.0 0.0 40.0 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 October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 101,410 : : Positions : : 29,791 48,915 36,646 31,685 3,432 15,695 1,125 0 0 312 728 : : : : Changes from: September 28, 2021 : : 1,468 1,968 100 -575 345 -175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 48.2 36.1 31.2 3.4 15.5 1.1 0.0 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 101,374 : : Positions : : 30,326 48,565 28,274 30,055 3,300 15,675 1,100 0 6,000 495 474 : : : : Changes from: September 28, 2021 : : 1,368 1,768 -100 -675 405 -175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 47.9 27.9 29.6 3.3 15.5 1.1 0.0 5.9 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 26,214 : : Positions : : 18,047 8,563 1,136 225 2,359 50 9,205 450 870 2,345 0 : : : : Changes from: September 28, 2021 : : 345 -155 20 0 -20 50 600 -296 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 32.7 4.3 0.9 9.0 0.2 35.1 1.7 3.3 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 26,114 : : Positions : : 18,047 8,603 1,076 225 2,394 50 9,205 450 870 2,245 0 : : : : Changes from: September 28, 2021 : : 345 -155 20 0 -20 50 600 -296 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 32.9 4.1 0.9 9.2 0.2 35.2 1.7 3.3 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 53,646 : : Positions : : 14,817 41,162 25,055 9,745 80 6,630 5 120 4,470 0 0 : : : : Changes from: September 28, 2021 : : 0 1,400 1,225 0 0 175 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 76.7 46.7 18.2 0.1 12.4 0.0 0.2 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . 4 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 58,145 : : Positions : : 14,876 41,125 30,149 8,665 60 6,630 5 120 4,180 6,000 0 : : : : Changes from: September 28, 2021 : : 0 1,100 925 0 0 175 0 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 70.7 51.9 14.9 0.1 11.4 0.0 0.2 7.2 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 56,730 : : Positions : : 22,575 49,515 18,450 855 2,615 2,970 1,125 5 7,985 1,200 135 : : : : Changes from: September 28, 2021 : : 200 2,300 1,800 0 -15 0 0 -26 200 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 87.3 32.5 1.5 4.6 5.2 2.0 0.0 14.1 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 4 . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 52,655 : : Positions : : 20,100 45,365 18,650 475 2,790 2,545 1,125 10 6,335 1,300 385 : : : : Changes from: September 28, 2021 : : 0 1,800 1,800 0 -15 0 0 -26 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 86.2 35.4 0.9 5.3 4.8 2.1 0.0 12.0 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 10 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 75,110 : : Positions : : 27,195 61,785 18,025 4,610 3,690 19,235 425 185 2,165 210 1,225 : : : : Changes from: September 28, 2021 : : -1,530 -960 370 -230 230 -30 0 -475 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 82.3 24.0 6.1 4.9 25.6 0.6 0.2 2.9 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 71,970 : : Positions : : 26,430 59,170 17,855 4,610 3,565 19,060 650 160 1,050 210 1,225 : : : : Changes from: September 28, 2021 : : -1,460 -890 545 -30 30 -30 0 -475 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 82.2 24.8 6.4 5.0 26.5 0.9 0.2 1.5 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 16 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 58,288 : : Positions : : 33,019 30,105 4,163 17,861 0 11,845 1,265 1,440 1,250 1,165 1,005 : : : : Changes from: September 28, 2021 : : 0 100 25 -85 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 51.6 7.1 30.6 0.0 20.3 2.2 2.5 2.1 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 7 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 50,636 : : Positions : : 29,278 29,285 3,953 12,049 765 8,630 1,265 1,440 901 435 1,155 : : : : Changes from: September 28, 2021 : : 0 125 -25 -79 15 85 0 0 -14 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 57.8 7.8 23.8 1.5 17.0 2.5 2.8 1.8 0.9 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 219,962 : : Positions : : 132,877 93,227 26,130 10,166 7,318 0 44,135 230 0 11,524 496 : : : : Changes from: September 28, 2021 : : 3,630 -945 -3,265 1,285 345 0 -700 -525 -200 510 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 42.4 11.9 4.6 3.3 0.0 20.1 0.1 0.0 5.2 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 . 4 6 0 4 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 203,517 : : Positions : : 128,133 91,191 15,612 3,158 12,024 0 40,300 320 200 9,366 1,053 : : : : Changes from: September 28, 2021 : : 2,720 -1,335 -3,669 595 1,186 0 -615 -500 0 406 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 44.8 7.7 1.6 5.9 0.0 19.8 0.2 0.1 4.6 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 4 . 6 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 49,853 : : Positions : : 17,857 27,289 11,893 5,276 9,815 3,490 15 558 0 805 10 : : : : Changes from: September 28, 2021 : : 904 954 700 0 125 -650 0 -272 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 54.7 23.9 10.6 19.7 7.0 0.0 1.1 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 46,694 : : Positions : : 13,019 27,299 14,765 3,615 7,910 3,735 0 810 0 665 10 : : : : Changes from: September 28, 2021 : : 959 1,209 700 100 200 -350 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 58.5 31.6 7.7 16.9 8.0 0.0 1.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 47,379 : : Positions : : 22,385 25,099 5,805 2,695 9,160 3,700 5,270 0 760 0 0 : : : : Changes from: September 28, 2021 : : -175 -600 50 975 -975 500 0 -162 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 53.0 12.3 5.7 19.3 7.8 11.1 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 50,513 : : Positions : : 16,639 27,599 1,760 1,924 9,915 16,420 6,085 0 760 0 0 : : : : Changes from: September 28, 2021 : : -290 -315 50 275 -365 800 600 -12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 54.6 3.5 3.8 19.6 32.5 12.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 230,910 : : Positions : : 121,743 128,552 7,530 14,797 31,309 14,040 0 5,910 427 372 1,081 : : : : Changes from: September 28, 2021 : : -2,308 -1,898 2,700 466 -1,144 -1,505 0 -275 -205 115 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 55.7 3.3 6.4 13.6 6.1 0.0 2.6 0.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 25 4 . 7 5 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 189,744 : : Positions : : 106,197 106,374 4,865 14,081 21,931 7,970 0 10,360 2,245 577 735 : : : : Changes from: September 28, 2021 : : -1,400 -1,615 965 115 -895 -1,000 0 -942 -90 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 56.1 2.6 7.4 11.6 4.2 0.0 5.5 1.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 4 6 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 08, 2021