Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 25,909 : : Positions : : 17,292 15,692 524 947 2,032 672 0 96 108 1,941 4,290 : : : : Changes from: October 19, 2021 : : 1,185 -527 10 -80 10 -42 0 0 -448 1,024 547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 60.6 2.0 3.7 7.8 2.6 0.0 0.4 0.4 7.5 16.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 31,700 : : Positions : : 20,752 28,850 4,972 75 1,412 687 175 62 2,670 0 1,125 : : : : Changes from: October 19, 2021 : : 260 310 164 0 -84 186 75 0 -225 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 91.0 15.7 0.2 4.5 2.2 0.6 0.2 8.4 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . . 4 . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 27,691 : : Positions : : 20,811 22,147 805 2,381 1,970 0 153 150 3,405 340 550 : : : : Changes from: October 19, 2021 : : 100 -225 405 25 -195 -372 128 -3 -300 -95 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 80.0 2.9 8.6 7.1 0.0 0.6 0.5 12.3 1.2 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 183,334 : : Positions : : 124,650 134,168 2,034 20,120 25,390 22,848 0 527 4,498 1,532 1,341 : : : : Changes from: October 19, 2021 : : 5,054 2,884 60 1,543 -722 42 0 0 126 1,088 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 73.2 1.1 11.0 13.8 12.5 0.0 0.3 2.5 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 32 . 7 7 9 0 4 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,026 : : Positions : : 58,302 40,916 1,500 11,916 1,102 277 3,395 68 10 3,951 1,668 : : : : Changes from: October 19, 2021 : : 871 434 0 -289 20 77 550 -42 10 251 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 64.9 2.4 18.9 1.7 0.4 5.4 0.1 0.0 6.3 2.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 21 . 4 . 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 37,123 : : Positions : : 32,608 27,947 1,216 3,928 2,114 0 350 0 100 1,525 1,055 : : : : Changes from: October 19, 2021 : : 55 480 600 -70 -320 0 350 0 0 -105 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 75.3 3.3 10.6 5.7 0.0 0.9 0.0 0.3 4.1 2.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 46,638 : : Positions : : 26,866 18,057 3,543 17,048 5,142 10,290 0 0 75 5,783 343 : : : : Changes from: October 19, 2021 : : 578 1,920 184 -1,231 937 0 0 0 0 56 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 38.7 7.6 36.6 11.0 22.1 0.0 0.0 0.2 12.4 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 6 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 57,000 : : Positions : : 42,988 20,576 1,111 25,460 4,758 6,035 60 600 354 4,731 745 : : : : Changes from: October 19, 2021 : : -674 156 5 -756 88 39 -70 0 -5 30 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 36.1 1.9 44.7 8.3 10.6 0.1 1.1 0.6 8.3 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 19 21 . 6 7 5 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 69,690 : : Positions : : 39,838 29,388 26,799 32,715 894 0 25 0 646 5,379 1,188 : : : : Changes from: October 19, 2021 : : 1,040 65 0 1,050 0 0 0 0 55 -6 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 42.2 38.5 46.9 1.3 0.0 0.0 0.0 0.9 7.7 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 5 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 87,411 : : Positions : : 52,804 29,533 30,506 48,832 1,605 0 0 0 991 6,323 1,082 : : : : Changes from: October 19, 2021 : : 1,448 -11 -50 1,426 0 0 0 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 33.8 34.9 55.9 1.8 0.0 0.0 0.0 1.1 7.2 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 20 5 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 28,932 : : Positions : : 18,941 27,636 9,108 19 793 0 0 0 50 31 28 : : : : Changes from: October 19, 2021 : : -395 1,990 2,130 -255 -1,311 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 95.5 31.5 0.1 2.7 0.0 0.0 0.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 36,132 : : Positions : : 29,131 23,167 3,065 9,332 3,520 0 50 0 250 50 0 : : : : Changes from: October 19, 2021 : : 84 810 -35 -665 610 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 64.1 8.5 25.8 9.7 0.0 0.1 0.0 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 31,852 : : Positions : : 20,717 23,487 8,135 3,355 2,730 0 100 0 0 2,165 15 : : : : Changes from: October 19, 2021 : : 2,950 500 -1,000 1,450 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 73.7 25.5 10.5 8.6 0.0 0.3 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 134,139 : : Positions : : 79,577 77,376 19,788 16,379 21,688 6,057 2,990 1,905 1,570 10,718 2,833 : : : : Changes from: October 19, 2021 : : 1,974 3,635 -385 -6,295 2,398 -866 -60 553 730 4,221 -1,503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 57.7 14.8 12.2 16.2 4.5 2.2 1.4 1.2 8.0 2.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 33 . . 5 6 . 4 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 43,854 : : Positions : : 17,754 24,759 21,409 6,348 4,295 0 6,032 170 25 2,250 0 : : : : Changes from: October 19, 2021 : : 1,272 2,058 2,040 2,280 408 0 -1,020 145 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 56.5 48.8 14.5 9.8 0.0 13.8 0.4 0.1 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 39,614 : : Positions : : 16,070 23,965 17,261 3,415 5,141 5 2,857 936 0 3,300 0 : : : : Changes from: October 19, 2021 : : 1,469 2,255 2,040 2,280 -947 5 -1,015 610 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 60.5 43.6 8.6 13.0 0.0 7.2 2.4 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 4 . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 76,406 : : Positions : : 44,539 45,390 10,905 13,020 13,772 440 0 941 3,775 800 1,585 : : : : Changes from: October 19, 2021 : : 2,506 2,631 -124 -1,365 625 -1,020 0 615 -90 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 59.4 14.3 17.0 18.0 0.6 0.0 1.2 4.9 1.0 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 39,047 : : Positions : : 27,507 37,313 10,117 0 1,256 0 0 0 100 75 0 : : : : Changes from: October 19, 2021 : : 595 2,940 2,335 0 -963 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 95.6 25.9 0.0 3.2 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 5 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,884 : : Positions : : 37,130 34,015 5,764 9,158 3,279 465 267 50 0 100 0 : : : : Changes from: October 19, 2021 : : 95 870 50 -671 580 0 -54 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 72.6 12.3 19.5 7.0 1.0 0.6 0.1 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 46,022 : : Positions : : 31,154 40,423 10,052 3,435 1,674 0 0 0 2,005 0 10 : : : : Changes from: October 19, 2021 : : 1,155 1,130 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 87.8 21.8 7.5 3.6 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 51,795 : : Positions : : 36,038 41,314 10,063 7,584 2,320 0 85 0 2,774 100 187 : : : : Changes from: October 19, 2021 : : 1,000 1,025 -30 -25 55 0 5 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 79.8 19.4 14.6 4.5 0.0 0.2 0.0 5.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 81,610 : : Positions : : 64,466 72,296 13,110 7,002 1,378 0 0 0 1,402 0 914 : : : : Changes from: October 19, 2021 : : 710 932 -35 4 -4 0 0 0 236 -26 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 88.6 16.1 8.6 1.7 0.0 0.0 0.0 1.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 6 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 106,786 : : Positions : : 85,113 91,281 14,236 11,384 2,092 775 562 70 2,792 149 979 : : : : Changes from: October 19, 2021 : : 1,091 1,266 0 20 12 -25 45 15 231 14 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 85.5 13.3 10.7 2.0 0.7 0.5 0.1 2.6 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 27 5 . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 60,472 : : Positions : : 43,801 56,136 12,945 0 1,102 450 129 510 480 1,810 785 : : : : Changes from: October 19, 2021 : : 819 394 -25 0 25 0 0 0 -325 105 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 92.8 21.4 0.0 1.8 0.7 0.2 0.8 0.8 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 47,062 : : Positions : : 32,181 44,207 12,406 30 1,155 0 0 0 895 1,380 290 : : : : Changes from: October 19, 2021 : : 1,165 775 -435 0 225 0 0 0 245 200 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 93.9 26.4 0.1 2.5 0.0 0.0 0.0 1.9 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 45,964 : : Positions : : 28,735 37,709 9,299 75 7,501 0 0 0 301 646 33 : : : : Changes from: October 19, 2021 : : -34 -24 -40 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 82.0 20.2 0.2 16.3 0.0 0.0 0.0 0.7 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 7 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 50,364 : : Positions : : 30,958 42,292 13,806 789 3,654 263 2,641 0 1,116 657 56 : : : : Changes from: October 19, 2021 : : -420 -325 90 -10 0 45 0 0 -20 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 84.0 27.4 1.6 7.3 0.5 5.2 0.0 2.2 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 13,660 : : Positions : : 7,581 10,467 5,097 951 509 0 935 0 0 725 0 : : : : Changes from: October 19, 2021 : : 45 51 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 76.6 37.3 7.0 3.7 0.0 6.8 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 12,584 : : Positions : : 6,952 10,205 4,406 871 745 0 150 0 0 575 0 : : : : Changes from: October 19, 2021 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 81.1 35.0 6.9 5.9 0.0 1.2 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 25,191 : : Positions : : 21,068 17,418 2,630 6,747 64 95 772 0 453 0 96 : : : : Changes from: October 19, 2021 : : -25 268 0 -105 64 45 50 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 69.1 10.4 26.8 0.3 0.4 3.1 0.0 1.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 16,088 : : Positions : : 13,213 14,100 1,694 1,710 150 0 0 0 452 0 55 : : : : Changes from: October 19, 2021 : : 638 975 260 0 20 0 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 87.6 10.5 10.6 0.9 0.0 0.0 0.0 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 33,804 : : Positions : : 21,428 20,383 8,267 9,266 884 600 2,581 0 1,996 148 488 : : : : Changes from: October 19, 2021 : : 118 118 -30 0 0 50 -1 0 -4 68 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 60.3 24.5 27.4 2.6 1.8 7.6 0.0 5.9 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 20 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 19,927 : : Positions : : 14,041 11,123 2,561 4,969 1,356 100 1,783 0 1,325 162 284 : : : : Changes from: October 19, 2021 : : 101 113 9 0 0 0 0 0 0 -3 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 55.8 12.9 24.9 6.8 0.5 8.9 0.0 6.6 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 4 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 15,101 : : Positions : : 5,379 14,569 7,445 0 327 279 0 102 1,445 0 85 : : : : Changes from: October 19, 2021 : : 50 25 25 0 0 0 0 0 -47 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 96.5 49.3 0.0 2.2 1.8 0.0 0.7 9.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 18,218 : : Positions : : 6,396 18,118 9,791 0 0 0 0 0 1,895 0 100 : : : : Changes from: October 19, 2021 : : 0 25 100 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 99.5 53.7 0.0 0.0 0.0 0.0 0.0 10.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 16,780 : : Positions : : 3,974 11,338 10,775 4,055 1,267 75 0 0 205 0 100 : : : : Changes from: October 19, 2021 : : 0 25 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 67.6 64.2 24.2 7.6 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 26, 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 9,063 : : Positions : : 2,886 6,648 4,538 1,185 985 50 0 20 75 70 135 : : : : Changes from: October 19, 2021 : : 0 25 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 73.4 50.1 13.1 10.9 0.6 0.0 0.2 0.8 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 10 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 48,581 : : Positions : : 19,581 17,611 22,985 28,400 2,015 600 65 40 2,785 75 375 : : : : Changes from: October 19, 2021 : : 0 1,200 1,250 50 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 36.3 47.3 58.5 4.1 1.2 0.1 0.1 5.7 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 51,976 : : Positions : : 20,766 17,431 26,005 32,060 2,020 0 0 0 2,680 75 360 : : : : Changes from: October 19, 2021 : : 0 1,200 1,250 50 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 33.5 50.0 61.7 3.9 0.0 0.0 0.0 5.2 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 97,259 : : Positions : : 68,646 76,931 17,101 8,964 8,198 100 65 810 1,065 1,026 980 : : : : Changes from: October 19, 2021 : : 844 2,562 1,770 177 -1,668 0 -20 20 145 81 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 79.1 17.6 9.2 8.4 0.1 0.1 0.8 1.1 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 26 4 5 6 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 114,846 : : Positions : : 81,394 87,504 13,148 8,173 15,622 105 513 692 2,719 1,114 989 : : : : Changes from: October 19, 2021 : : 924 5,804 3,113 -1,477 -1,300 5 -55 55 95 -123 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 76.2 11.4 7.1 13.6 0.1 0.4 0.6 2.4 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 28 4 5 6 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 1,027,170 : : Positions : : 687,675 726,862 13,323 27,034 138,688 34,168 8,855 69,339 27,999 960 54,919 : : : : Changes from: October 19, 2021 : : 4,729 363 2,353 2,116 -1,868 1,681 639 2,757 -5,553 85 5,258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 70.8 1.3 2.6 13.5 3.3 0.9 6.8 2.7 0.1 5.3 : : : : Number of Traders in Each Category Total Traders: 98 : : 44 41 . 7 8 16 5 12 19 . 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 13,275 : : Positions : : 7,510 9,580 2,035 2,650 955 885 0 0 895 0 0 : : : : Changes from: October 19, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 72.2 15.3 20.0 7.2 6.7 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 26, 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 10,750 : : Positions : : 5,610 6,880 2,160 2,020 1,160 210 600 0 895 0 0 : : : : Changes from: October 19, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 64.0 20.1 18.8 10.8 2.0 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 26, 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 4,820 : : Positions : : 4,140 3,985 375 0 60 25 185 0 25 65 0 : : : : Changes from: October 19, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 82.7 7.8 0.0 1.2 0.5 3.8 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 33,780 : : Positions : : 21,752 19,577 3,413 2,120 4,983 700 3,115 0 2,690 3,795 170 : : : : Changes from: October 19, 2021 : : 155 700 1,395 -100 -45 0 0 0 0 950 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 58.0 10.1 6.3 14.8 2.1 9.2 0.0 8.0 11.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 37,904 : : Positions : : 18,337 24,890 9,933 1,800 5,714 2,300 4,715 0 850 50 550 : : : : Changes from: October 19, 2021 : : 275 -50 50 100 0 0 0 0 -200 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 65.7 26.2 4.7 15.1 6.1 12.4 0.0 2.2 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 84,345 : : Positions : : 60,664 57,944 16,241 17,209 968 0 2,824 287 1,130 0 0 : : : : Changes from: October 19, 2021 : : -630 180 205 -455 -95 0 -58 -6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.7 19.3 20.4 1.1 0.0 3.3 0.3 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 68,418 : : Positions : : 47,442 42,777 13,301 16,713 788 0 2,090 56 855 0 0 : : : : Changes from: October 19, 2021 : : -386 424 240 -420 50 0 -137 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 62.5 19.4 24.4 1.2 0.0 3.1 0.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 24,233 : : Positions : : 7,204 16,128 10,228 1,275 2,062 550 330 120 0 0 0 : : : : Changes from: October 19, 2021 : : 330 -70 -400 0 172 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 66.6 42.2 5.3 8.5 2.3 1.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 22,018 : : Positions : : 5,630 15,047 10,727 1,335 1,465 500 330 120 20 0 20 : : : : Changes from: October 19, 2021 : : -85 -485 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 68.3 48.7 6.1 6.7 2.3 1.5 0.5 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 32,541 : : Positions : : 18,669 14,608 5,544 10,111 1,790 3,030 2,039 740 0 597 372 : : : : Changes from: October 19, 2021 : : 480 405 -75 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 44.9 17.0 31.1 5.5 9.3 6.3 2.3 0.0 1.8 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 22,448 : : Positions : : 13,210 11,005 6,239 3,485 573 100 4,497 468 171 603 165 : : : : Changes from: October 19, 2021 : : 66 -14 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 49.0 27.8 15.5 2.6 0.4 20.0 2.1 0.8 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 19,245 : : Positions : : 13,303 7,670 2,063 2,509 994 0 5,481 0 0 0 0 : : : : Changes from: October 19, 2021 : : 405 400 -5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 39.9 10.7 13.0 5.2 0.0 28.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,306 : : Positions : : 12,525 6,576 5,685 4,670 440 0 7,120 100 0 35 75 : : : : Changes from: October 19, 2021 : : -55 1,455 0 0 0 0 -1,500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 32.4 28.0 23.0 2.2 0.0 35.1 0.5 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 11,454 : : Positions : : 8,218 5,729 1,185 1,827 440 0 1,993 0 0 35 75 : : : : Changes from: October 19, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 50.0 10.3 16.0 3.8 0.0 17.4 0.0 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 103,105 : : Positions : : 32,232 47,964 35,621 33,168 3,057 14,925 1,050 0 0 367 548 : : : : Changes from: October 19, 2021 : : 1,075 95 600 1,580 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 46.5 34.5 32.2 3.0 14.5 1.0 0.0 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 103,483 : : Positions : : 32,367 48,769 27,349 30,348 3,130 14,830 1,050 0 6,020 361 528 : : : : Changes from: October 19, 2021 : : 790 1,210 600 180 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 47.1 26.4 29.3 3.0 14.3 1.0 0.0 5.8 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 24,973 : : Positions : : 17,117 8,294 1,142 200 2,328 0 8,685 450 820 2,130 0 : : : : Changes from: October 19, 2021 : : 50 0 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 33.2 4.6 0.8 9.3 0.0 34.8 1.8 3.3 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 24,898 : : Positions : : 17,117 8,334 1,107 200 2,338 0 8,685 450 820 2,055 0 : : : : Changes from: October 19, 2021 : : 50 0 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 33.5 4.4 0.8 9.4 0.0 34.9 1.8 3.3 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 57,227 : : Positions : : 14,358 40,498 30,410 14,095 0 5,505 35 90 4,160 0 0 : : : : Changes from: October 19, 2021 : : 440 930 690 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 70.8 53.1 24.6 0.0 9.6 0.1 0.2 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 61,277 : : Positions : : 14,362 40,027 35,300 12,950 0 5,205 35 90 3,935 6,000 0 : : : : Changes from: October 19, 2021 : : 240 1,080 840 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 65.3 57.6 21.1 0.0 8.5 0.1 0.1 6.4 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 54,845 : : Positions : : 21,770 48,115 18,020 910 2,475 2,400 475 5 7,605 1,200 35 : : : : Changes from: October 19, 2021 : : 300 170 20 0 0 -200 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 87.7 32.9 1.7 4.5 4.4 0.9 0.0 13.9 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 50,805 : : Positions : : 19,640 44,040 17,660 500 2,675 2,050 475 60 6,045 1,200 385 : : : : Changes from: October 19, 2021 : : 300 170 20 0 0 -200 0 50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 86.7 34.8 1.0 5.3 4.0 0.9 0.1 11.9 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 18,993 : : Positions : : 14,448 9,390 495 6,553 910 880 590 0 300 0 195 : : : : Changes from: October 19, 2021 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 49.4 2.6 34.5 4.8 4.6 3.1 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 73,205 : : Positions : : 28,055 57,080 13,635 4,945 4,995 18,305 50 290 1,825 75 1,225 : : : : Changes from: October 19, 2021 : : 300 -1,850 -2,125 25 420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 78.0 18.6 6.8 6.8 25.0 0.1 0.4 2.5 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 70,020 : : Positions : : 27,240 54,755 13,615 4,945 4,825 18,180 250 90 845 75 1,225 : : : : Changes from: October 19, 2021 : : 300 -1,850 -2,125 25 385 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 78.2 19.4 7.1 6.9 26.0 0.4 0.1 1.2 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 54,902 : : Positions : : 30,828 28,630 4,342 16,294 158 10,915 1,550 1,155 1,240 970 925 : : : : Changes from: October 19, 2021 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 52.1 7.9 29.7 0.3 19.9 2.8 2.1 2.3 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 48,196 : : Positions : : 27,447 28,620 4,084 10,069 1,182 7,875 1,550 1,155 896 305 1,075 : : : : Changes from: October 19, 2021 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 59.4 8.5 20.9 2.5 16.3 3.2 2.4 1.9 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 217,986 : : Positions : : 128,185 96,107 29,697 10,539 6,993 0 39,950 230 100 11,446 321 : : : : Changes from: October 19, 2021 : : -1,587 3,018 3,815 -605 -2,740 0 -45 0 100 -30 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 44.1 13.6 4.8 3.2 0.0 18.3 0.1 0.0 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 25 . 4 6 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 202,406 : : Positions : : 123,794 93,440 19,195 3,286 12,385 0 37,040 340 50 9,333 943 : : : : Changes from: October 19, 2021 : : -1,550 2,855 3,675 -630 -2,065 0 -45 20 -25 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 46.2 9.5 1.6 6.1 0.0 18.3 0.2 0.0 4.6 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 25 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 50,339 : : Positions : : 18,152 28,714 10,602 3,215 11,170 3,715 0 270 0 685 10 : : : : Changes from: October 19, 2021 : : 140 2,480 184 -2,156 1,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 57.0 21.1 6.4 22.2 7.4 0.0 0.5 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 4 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 47,898 : : Positions : : 12,984 27,454 15,030 3,865 8,310 3,275 0 1,309 0 590 10 : : : : Changes from: October 19, 2021 : : 195 125 299 369 51 0 0 350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 57.3 31.4 8.1 17.3 6.8 0.0 2.7 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 46,806 : : Positions : : 22,117 26,411 6,110 1,370 8,405 3,950 5,465 0 645 0 0 : : : : Changes from: October 19, 2021 : : 440 1,000 200 -610 -515 50 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 56.4 13.1 2.9 18.0 8.4 11.7 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 51,724 : : Positions : : 17,560 26,919 1,135 2,775 10,105 17,295 6,845 0 645 0 0 : : : : Changes from: October 19, 2021 : : 640 -650 0 920 -595 600 850 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 52.0 2.2 5.4 19.5 33.4 13.2 0.0 1.2 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 26, 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 246,697 : : Positions : : 133,980 124,183 5,495 25,365 33,564 10,248 0 8,290 747 401 957 : : : : Changes from: October 19, 2021 : : 5,282 472 218 2,275 -400 -2,420 0 1,575 100 -67 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 50.3 2.2 10.3 13.6 4.2 0.0 3.4 0.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 . 4 7 5 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 26, 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 194,272 : : Positions : : 115,066 113,309 6,540 13,830 21,701 4,345 0 10,125 1,970 567 695 : : : : Changes from: October 19, 2021 : : 4,685 3,380 95 -50 -25 -1,045 0 0 -415 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 58.3 3.4 7.1 11.2 2.2 0.0 5.2 1.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 4 . 6 4 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 29, 2021