Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 24,130 : : Positions : : 16,034 14,373 406 1,570 1,853 415 0 0 103 1,339 3,946 : : : : Changes from: November 9, 2021 : : -195 -227 113 526 -124 12 0 0 0 -449 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 59.6 1.7 6.5 7.7 1.7 0.0 0.0 0.4 5.6 16.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 31,041 : : Positions : : 22,791 27,471 3,991 55 1,605 571 0 379 1,194 1,021 510 : : : : Changes from: November 9, 2021 : : 39 354 169 0 -52 -49 -50 225 75 -94 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 88.5 12.9 0.2 5.2 1.8 0.0 1.2 3.8 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 26,988 : : Positions : : 22,705 20,918 0 3,251 1,865 0 152 0 1,665 140 620 : : : : Changes from: November 9, 2021 : : 795 300 0 345 -50 0 -50 0 -200 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 77.5 0.0 12.0 6.9 0.0 0.6 0.0 6.2 0.5 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 0 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 191,017 : : Positions : : 127,702 139,303 2,444 23,723 24,005 21,897 0 645 10,161 780 2,303 : : : : Changes from: November 9, 2021 : : 1,401 4,741 -10 1,120 -463 -1,574 0 110 5,038 -945 1,019 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 72.9 1.3 12.4 12.6 11.5 0.0 0.3 5.3 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 30 . 7 7 8 0 4 9 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 62,845 : : Positions : : 57,530 42,022 1,536 9,070 2,243 150 4,949 0 13 3,301 1,191 : : : : Changes from: November 9, 2021 : : 346 1,193 0 -1,163 331 0 673 0 0 -389 -299 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 66.9 2.4 14.4 3.6 0.2 7.9 0.0 0.0 5.3 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 . . . . 4 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 37,586 : : Positions : : 32,524 28,359 1,356 3,964 2,497 0 350 0 0 1,242 970 : : : : Changes from: November 9, 2021 : : -232 -25 -25 0 0 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.5 3.6 10.5 6.6 0.0 0.9 0.0 0.0 3.3 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 47,016 : : Positions : : 27,811 17,707 3,041 17,421 5,265 10,240 0 0 50 6,077 267 : : : : Changes from: November 9, 2021 : : 417 -172 -230 285 200 0 0 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 37.7 6.5 37.1 11.2 21.8 0.0 0.0 0.1 12.9 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 20 5 4 7 . 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 56,204 : : Positions : : 42,928 19,194 708 25,392 5,100 5,698 0 600 263 5,222 596 : : : : Changes from: November 9, 2021 : : 448 -233 -2 416 117 -27 0 0 -23 175 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 34.2 1.3 45.2 9.1 10.1 0.0 1.1 0.5 9.3 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 20 . 7 7 4 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 68,714 : : Positions : : 38,282 28,916 27,560 32,384 732 0 0 0 714 5,464 1,118 : : : : Changes from: November 9, 2021 : : 513 -57 150 735 87 0 0 0 15 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 42.1 40.1 47.1 1.1 0.0 0.0 0.0 1.0 8.0 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 85,472 : : Positions : : 50,049 28,811 31,535 47,683 1,469 0 50 0 970 6,354 1,046 : : : : Changes from: November 9, 2021 : : 408 114 475 706 112 0 0 0 -65 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 33.7 36.9 55.8 1.7 0.0 0.1 0.0 1.1 7.4 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 5 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 29,400 : : Positions : : 19,796 28,012 8,528 0 981 0 0 0 66 0 17 : : : : Changes from: November 9, 2021 : : 488 158 -330 0 230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 95.3 29.0 0.0 3.3 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 37,195 : : Positions : : 29,781 24,663 2,735 8,199 4,275 100 0 0 150 50 0 : : : : Changes from: November 9, 2021 : : 700 1,583 -150 -1,025 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 66.3 7.4 22.0 11.5 0.3 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 31,462 : : Positions : : 22,017 23,052 5,695 3,090 2,990 0 100 0 500 2,220 10 : : : : Changes from: November 9, 2021 : : 300 0 -800 0 450 0 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 73.3 18.1 9.8 9.5 0.0 0.3 0.0 1.6 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 136,316 : : Positions : : 78,840 81,328 20,691 13,267 24,022 5,717 3,313 1,593 1,962 9,848 2,704 : : : : Changes from: November 9, 2021 : : 1,044 909 264 -293 226 -122 0 50 -25 534 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 59.7 15.2 9.7 17.6 4.2 2.4 1.2 1.4 7.2 2.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 33 . . 5 6 . 4 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 43,640 : : Positions : : 18,674 23,973 18,229 5,805 6,371 0 5,571 170 0 1,750 0 : : : : Changes from: November 9, 2021 : : 84 0 0 84 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 54.9 41.8 13.3 14.6 0.0 12.8 0.4 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 39,156 : : Positions : : 16,974 23,228 13,506 2,657 7,539 266 2,857 675 0 2,200 0 : : : : Changes from: November 9, 2021 : : 84 0 0 84 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 59.3 34.5 6.8 19.3 0.7 7.3 1.7 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 77,655 : : Positions : : 44,136 50,408 13,251 9,909 13,904 179 0 941 3,795 600 1,015 : : : : Changes from: November 9, 2021 : : -120 -196 384 -40 -369 0 0 0 -500 0 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 64.9 17.1 12.8 17.9 0.2 0.0 1.2 4.9 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 38,178 : : Positions : : 26,412 36,455 10,216 0 1,023 0 295 0 200 0 0 : : : : Changes from: November 9, 2021 : : 282 52 -130 0 100 0 116 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 95.5 26.8 0.0 2.7 0.0 0.8 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 47,096 : : Positions : : 37,239 35,067 5,615 7,916 3,788 212 0 50 0 200 0 : : : : Changes from: November 9, 2021 : : 289 1,489 -55 -1,245 600 -73 -114 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.5 11.9 16.8 8.0 0.5 0.0 0.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 46,533 : : Positions : : 31,755 41,149 10,733 4,008 1,002 0 0 0 1,894 0 10 : : : : Changes from: November 9, 2021 : : 1,216 2,022 780 0 -250 0 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 88.4 23.1 8.6 2.2 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 50,678 : : Positions : : 35,222 40,016 10,324 8,164 1,910 0 196 0 2,596 25 187 : : : : Changes from: November 9, 2021 : : 301 516 480 185 -95 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 79.0 20.4 16.1 3.8 0.0 0.4 0.0 5.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 14 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 79,355 : : Positions : : 62,735 70,005 13,639 7,536 736 0 0 0 1,042 116 882 : : : : Changes from: November 9, 2021 : : 1,508 1,771 531 -78 -363 0 0 0 -190 116 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 88.2 17.2 9.5 0.9 0.0 0.0 0.0 1.3 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 6 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 103,790 : : Positions : : 82,839 89,060 14,741 11,710 1,347 800 472 45 2,341 0 877 : : : : Changes from: November 9, 2021 : : 1,984 2,871 671 -269 -315 -25 -60 0 -121 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 85.8 14.2 11.3 1.3 0.8 0.5 0.0 2.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 25 6 . . . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 57,866 : : Positions : : 42,967 54,356 11,563 100 1,015 677 0 383 162 1,312 700 : : : : Changes from: November 9, 2021 : : 772 605 153 0 -25 5 0 20 -195 130 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 93.9 20.0 0.2 1.8 1.2 0.0 0.7 0.3 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 47,183 : : Positions : : 33,331 44,518 12,461 220 740 0 0 0 0 1,195 510 : : : : Changes from: November 9, 2021 : : 1,196 2,121 919 0 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 94.4 26.4 0.5 1.6 0.0 0.0 0.0 0.0 2.5 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 44,275 : : Positions : : 28,103 34,537 6,561 244 8,802 0 100 0 339 529 31 : : : : Changes from: November 9, 2021 : : 1,580 -32 -1,453 194 1,606 0 0 0 33 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 78.0 14.8 0.6 19.9 0.0 0.2 0.0 0.8 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 48,913 : : Positions : : 31,054 39,509 12,981 2,928 3,111 316 2,586 0 1,155 529 36 : : : : Changes from: November 9, 2021 : : 1,772 -152 45 2,035 -138 5 -100 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 80.8 26.5 6.0 6.4 0.6 5.3 0.0 2.4 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 14,553 : : Positions : : 8,205 11,511 5,372 614 353 0 1,090 0 0 670 0 : : : : Changes from: November 9, 2021 : : 618 618 180 24 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 79.1 36.9 4.2 2.4 0.0 7.5 0.0 0.0 4.6 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 November 16, 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 12,800 : : Positions : : 7,435 10,190 4,001 869 737 0 400 0 0 540 0 : : : : Changes from: November 9, 2021 : : 648 648 171 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 79.6 31.3 6.8 5.8 0.0 3.1 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 25,031 : : Positions : : 20,825 17,294 2,590 6,501 86 95 847 0 189 16 146 : : : : Changes from: November 9, 2021 : : 437 371 0 -10 10 0 75 0 -56 0 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 69.1 10.3 26.0 0.3 0.4 3.4 0.0 0.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 15,024 : : Positions : : 12,286 13,152 1,690 1,608 154 0 0 0 330 0 0 : : : : Changes from: November 9, 2021 : : 50 60 10 0 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 87.5 11.2 10.7 1.0 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 32,739 : : Positions : : 20,074 21,009 7,631 7,045 1,712 533 2,285 117 1,963 150 309 : : : : Changes from: November 9, 2021 : : 1,633 1,918 -131 -5 107 183 -67 117 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 64.2 23.3 21.5 5.2 1.6 7.0 0.4 6.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 20 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 20,209 : : Positions : : 13,457 13,007 2,413 2,262 2,358 300 1,786 0 1,177 215 201 : : : : Changes from: November 9, 2021 : : 1,198 1,471 -35 -177 15 300 60 0 -9 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 64.4 11.9 11.2 11.7 1.5 8.8 0.0 5.8 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 14,701 : : Positions : : 5,138 14,289 7,757 0 232 252 0 102 1,060 0 60 : : : : Changes from: November 9, 2021 : : 75 100 25 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 97.2 52.8 0.0 1.6 1.7 0.0 0.7 7.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 17,523 : : Positions : : 5,946 17,498 10,513 0 0 50 0 0 965 0 25 : : : : Changes from: November 9, 2021 : : -150 -75 50 0 0 50 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 99.9 60.0 0.0 0.0 0.3 0.0 0.0 5.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,854 : : Positions : : 4,086 10,777 10,100 3,795 1,162 70 0 0 140 0 100 : : : : Changes from: November 9, 2021 : : 225 225 25 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 68.0 63.7 23.9 7.3 0.4 0.0 0.0 0.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 8,747 : : Positions : : 3,018 6,172 4,197 1,215 1,135 70 0 0 50 115 90 : : : : Changes from: November 9, 2021 : : 225 225 25 25 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 70.6 48.0 13.9 13.0 0.8 0.0 0.0 0.6 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 48,923 : : Positions : : 19,624 17,578 23,295 28,815 2,120 600 110 0 2,910 50 250 : : : : Changes from: November 9, 2021 : : 900 0 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 35.9 47.6 58.9 4.3 1.2 0.2 0.0 5.9 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 52,178 : : Positions : : 20,834 17,313 26,250 32,615 1,930 0 0 0 2,800 50 240 : : : : Changes from: November 9, 2021 : : 900 0 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 33.2 50.3 62.5 3.7 0.0 0.0 0.0 5.4 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 93,475 : : Positions : : 68,442 71,860 16,497 13,423 5,267 200 30 705 1,108 1,010 976 : : : : Changes from: November 9, 2021 : : 1,152 707 495 930 -991 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 76.9 17.6 14.4 5.6 0.2 0.0 0.8 1.2 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 24 4 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 108,821 : : Positions : : 80,657 78,475 10,242 13,865 13,205 444 668 573 2,641 974 929 : : : : Changes from: November 9, 2021 : : 2,617 687 -215 1,875 -518 91 -30 -20 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 72.1 9.4 12.7 12.1 0.4 0.6 0.5 2.4 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 27 . 6 6 . . 4 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 1,008,321 : : Positions : : 670,257 706,737 12,074 21,537 141,665 30,963 3,869 72,461 21,964 3,314 58,546 : : : : Changes from: November 9, 2021 : : -2,392 -448 -44 -3,174 2,019 527 -2,504 3,429 -2,241 2,041 3,714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 70.1 1.2 2.1 14.0 3.1 0.4 7.2 2.2 0.3 5.8 : : : : Number of Traders in Each Category Total Traders: 99 : : 43 43 . 7 8 18 . 12 19 4 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 12,820 : : Positions : : 7,195 9,260 1,955 2,500 970 860 0 0 785 0 0 : : : : Changes from: November 9, 2021 : : 175 50 25 150 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 72.2 15.2 19.5 7.6 6.7 0.0 0.0 6.1 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 November 16, 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 10,270 : : Positions : : 5,230 6,560 2,105 1,830 1,190 185 600 0 785 0 0 : : : : Changes from: November 9, 2021 : : 175 50 50 175 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 63.9 20.5 17.8 11.6 1.8 5.8 0.0 7.6 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 November 16, 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 35,146 : : Positions : : 23,284 18,371 1,692 2,537 6,558 700 3,215 0 2,160 3,845 600 : : : : Changes from: November 9, 2021 : : 2,072 740 -715 467 1,375 0 100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 52.3 4.8 7.2 18.7 2.0 9.1 0.0 6.1 10.9 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 39,880 : : Positions : : 20,628 25,383 10,060 3,060 5,787 2,000 4,715 0 950 300 450 : : : : Changes from: November 9, 2021 : : 508 258 0 0 0 -50 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 63.6 25.2 7.7 14.5 5.0 11.8 0.0 2.4 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 84,355 : : Positions : : 57,649 58,845 19,342 17,279 1,158 0 1,886 281 985 0 0 : : : : Changes from: November 9, 2021 : : -1,096 2,319 3,660 245 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 69.8 22.9 20.5 1.4 0.0 2.2 0.3 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 67,411 : : Positions : : 45,195 42,972 14,858 16,391 1,148 0 1,339 50 725 0 0 : : : : Changes from: November 9, 2021 : : -755 1,450 1,980 5 260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 63.7 22.0 24.3 1.7 0.0 2.0 0.1 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 22,823 : : Positions : : 6,558 15,028 9,894 1,360 1,842 450 280 120 0 0 0 : : : : Changes from: November 9, 2021 : : 0 -190 -140 50 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 65.8 43.4 6.0 8.1 2.0 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 20,813 : : Positions : : 5,379 14,187 10,173 1,370 985 425 280 120 30 0 10 : : : : Changes from: November 9, 2021 : : 100 35 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 68.2 48.9 6.6 4.7 2.0 1.3 0.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 30,227 : : Positions : : 16,777 14,317 7,205 8,671 1,789 1,310 1,799 654 0 602 312 : : : : Changes from: November 9, 2021 : : 1,195 1,225 1,440 80 -72 -1,330 0 174 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 47.4 23.8 28.7 5.9 4.3 6.0 2.2 0.0 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 21,473 : : Positions : : 11,446 10,810 7,135 2,520 682 50 4,732 316 226 558 110 : : : : Changes from: November 9, 2021 : : -475 460 1,015 80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 50.3 33.2 11.7 3.2 0.2 22.0 1.5 1.1 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 18,823 : : Positions : : 13,267 7,883 1,980 2,216 807 0 5,466 0 0 0 0 : : : : Changes from: November 9, 2021 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 41.9 10.5 11.8 4.3 0.0 29.0 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 November 16, 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 20,271 : : Positions : : 12,165 7,646 5,550 4,860 443 0 5,380 50 0 35 75 : : : : Changes from: November 9, 2021 : : -110 620 0 300 0 0 -1,030 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 37.7 27.4 24.0 2.2 0.0 26.5 0.2 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 103,232 : : Positions : : 33,872 46,892 33,858 32,773 4,000 13,855 1,000 0 0 720 370 : : : : Changes from: November 9, 2021 : : -530 1,810 2,460 -55 50 0 0 0 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 45.4 32.8 31.7 3.9 13.4 1.0 0.0 0.0 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 104,219 : : Positions : : 33,592 48,062 25,917 29,623 4,320 13,685 1,000 0 6,000 493 376 : : : : Changes from: November 9, 2021 : : -125 2,285 2,480 -105 -175 0 0 0 -75 100 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 46.1 24.9 28.4 4.1 13.1 1.0 0.0 5.8 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 24,107 : : Positions : : 16,315 8,333 1,258 0 2,287 0 7,875 400 770 1,915 0 : : : : Changes from: November 9, 2021 : : -25 0 -25 0 25 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 34.6 5.2 0.0 9.5 0.0 32.7 1.7 3.2 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 24,067 : : Positions : : 16,325 8,383 1,248 0 2,272 0 7,875 400 770 1,865 0 : : : : Changes from: November 9, 2021 : : -25 0 -25 0 25 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 34.8 5.2 0.0 9.4 0.0 32.7 1.7 3.2 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 56,813 : : Positions : : 14,970 39,609 30,049 14,395 50 5,005 65 60 3,800 0 0 : : : : Changes from: November 9, 2021 : : 1,320 1,035 735 1,040 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 69.7 52.9 25.3 0.1 8.8 0.1 0.1 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 59,109 : : Positions : : 13,534 38,404 34,105 12,105 0 5,055 65 60 3,650 6,000 0 : : : : Changes from: November 9, 2021 : : 50 865 515 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 65.0 57.7 20.5 0.0 8.6 0.1 0.1 6.2 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 55,530 : : Positions : : 21,875 48,370 19,765 1,605 2,190 2,155 275 0 7,090 1,200 35 : : : : Changes from: November 9, 2021 : : 1,030 2,530 1,775 230 -50 0 -75 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 87.1 35.6 2.9 3.9 3.9 0.5 0.0 12.8 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 10 . . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 51,905 : : Positions : : 19,365 44,735 19,600 1,165 2,390 1,805 275 55 5,680 1,200 385 : : : : Changes from: November 9, 2021 : : 1,120 2,680 1,775 230 -50 0 -75 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 86.2 37.8 2.2 4.6 3.5 0.5 0.1 10.9 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 10 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 67,765 : : Positions : : 27,675 46,460 6,470 8,240 6,635 19,010 0 35 1,445 50 1,225 : : : : Changes from: November 9, 2021 : : 385 385 -220 680 -550 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 68.6 9.5 12.2 9.8 28.1 0.0 0.1 2.1 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 65,795 : : Positions : : 26,920 44,460 6,900 8,615 6,095 18,735 0 35 600 50 1,225 : : : : Changes from: November 9, 2021 : : 400 400 -220 680 -120 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 67.6 10.5 13.1 9.3 28.5 0.0 0.1 0.9 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 15 4 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 52,088 : : Positions : : 29,119 27,305 4,465 15,433 102 10,360 1,785 920 1,190 730 925 : : : : Changes from: November 9, 2021 : : 240 -50 80 370 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 52.4 8.6 29.6 0.2 19.9 3.4 1.8 2.3 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 45,926 : : Positions : : 26,071 27,415 4,262 9,465 890 7,410 1,785 920 855 145 1,075 : : : : Changes from: November 9, 2021 : : 240 -50 80 370 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 59.7 9.3 20.6 1.9 16.1 3.9 2.0 1.9 0.3 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 212,243 : : Positions : : 120,552 95,434 35,142 9,539 5,062 0 39,818 125 100 10,943 260 : : : : Changes from: November 9, 2021 : : 3,850 800 -502 1,590 -415 0 1,028 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 45.0 16.6 4.5 2.4 0.0 18.8 0.1 0.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . 4 6 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 198,353 : : Positions : : 115,581 92,726 26,312 3,199 9,777 40 36,860 265 100 9,288 767 : : : : Changes from: November 9, 2021 : : 3,695 1,023 -1,488 -21 1,366 0 1,325 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 46.7 13.3 1.6 4.9 0.0 18.6 0.1 0.1 4.7 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 . 4 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 49,539 : : Positions : : 16,502 28,299 12,167 3,280 11,085 3,470 0 155 0 550 10 : : : : Changes from: November 9, 2021 : : 0 -40 20 60 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 57.1 24.6 6.6 22.4 7.0 0.0 0.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 47,487 : : Positions : : 12,134 28,014 14,980 2,420 9,658 3,190 0 810 0 490 10 : : : : Changes from: November 9, 2021 : : 250 150 60 160 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 59.0 31.5 5.1 20.3 6.7 0.0 1.7 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,265 : : Positions : : 21,261 24,341 5,655 2,304 7,750 3,475 4,710 0 530 0 0 : : : : Changes from: November 9, 2021 : : -145 75 20 100 -120 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 55.0 12.8 5.2 17.5 7.9 10.6 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 49,664 : : Positions : : 17,020 26,244 1,315 2,510 9,535 16,120 6,130 0 530 0 0 : : : : Changes from: November 9, 2021 : : -25 625 175 -175 -225 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 52.8 2.6 5.1 19.2 32.5 12.3 0.0 1.1 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 November 16, 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 251,857 : : Positions : : 138,054 134,555 17,732 32,114 27,379 9,203 175 7,852 2,177 302 1,446 : : : : Changes from: November 9, 2021 : : 1,265 10,124 7,065 -11 -2,126 -397 -350 322 1,250 -900 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 53.4 7.0 12.8 10.9 3.7 0.1 3.1 0.9 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 4 . 6 4 . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 16, 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 195,610 : : Positions : : 108,172 112,560 8,705 18,310 18,926 3,870 0 10,196 10,695 582 440 : : : : Changes from: November 9, 2021 : : -1,476 7,674 410 -140 0 -525 0 400 8,550 -15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 57.5 4.5 9.4 9.7 2.0 0.0 5.2 5.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . 4 6 4 0 . 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 19, 2021