Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 18,106 : : Positions : : 13,115 11,528 113 1,086 1,530 0 0 0 356 1,180 2,090 : : : : Changes from: November 30, 2021 : : -2,839 -2,450 -225 156 -1,006 -379 0 0 111 -916 -1,453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 63.7 0.6 6.0 8.4 0.0 0.0 0.0 2.0 6.5 11.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 34,740 : : Positions : : 26,341 29,836 3,046 422 2,684 476 189 634 1,149 565 410 : : : : Changes from: November 30, 2021 : : 2,638 1,016 -1,039 367 1,120 -330 189 286 115 -180 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 85.9 8.8 1.2 7.7 1.4 0.5 1.8 3.3 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 26,854 : : Positions : : 22,377 20,891 80 2,775 1,735 36 350 426 1,575 115 500 : : : : Changes from: November 30, 2021 : : -714 -856 80 -70 -105 36 10 189 -340 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 77.8 0.3 10.3 6.5 0.1 1.3 1.6 5.9 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 192,018 : : Positions : : 119,386 143,520 3,538 20,802 23,342 21,053 0 475 19,707 676 3,060 : : : : Changes from: November 30, 2021 : : -5,243 -1,260 112 -1,457 -922 -592 0 -190 3,564 280 287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 74.7 1.8 10.8 12.2 11.0 0.0 0.2 10.3 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 30 . 5 8 8 0 . 9 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 62,292 : : Positions : : 56,772 41,496 1,630 9,219 2,203 150 5,812 81 0 2,250 1,183 : : : : Changes from: November 30, 2021 : : -2,760 -1,519 94 37 -46 0 -566 25 -45 -683 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 66.6 2.6 14.8 3.5 0.2 9.3 0.1 0.0 3.6 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 . . . . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 39,472 : : Positions : : 35,210 29,017 1,217 4,957 1,762 75 725 0 0 2,115 692 : : : : Changes from: November 30, 2021 : : 2,515 741 -54 1,243 -795 25 125 0 0 455 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 73.5 3.1 12.6 4.5 0.2 1.8 0.0 0.0 5.4 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 46,202 : : Positions : : 27,609 16,642 2,721 17,816 5,119 10,190 0 0 25 6,186 157 : : : : Changes from: November 30, 2021 : : -490 -1,162 -120 453 -331 -50 0 0 -25 5 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 36.0 5.9 38.6 11.1 22.1 0.0 0.0 0.1 13.4 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 21 4 5 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 54,629 : : Positions : : 41,829 19,305 1,303 24,660 4,520 5,357 0 600 238 4,993 453 : : : : Changes from: November 30, 2021 : : -743 -765 260 -131 -456 -385 0 0 -29 -46 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 35.3 2.4 45.1 8.3 9.8 0.0 1.1 0.4 9.1 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 67,230 : : Positions : : 36,949 29,534 27,518 29,998 949 0 0 0 436 5,525 1,109 : : : : Changes from: November 30, 2021 : : -2,093 -920 -67 -1,676 -11 0 0 0 -278 91 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 43.9 40.9 44.6 1.4 0.0 0.0 0.0 0.6 8.2 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 84,476 : : Positions : : 48,740 29,039 32,067 46,459 1,498 0 0 0 802 6,423 1,007 : : : : Changes from: November 30, 2021 : : -2,869 -1,234 457 -1,412 -143 0 -50 0 -153 101 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 34.4 38.0 55.0 1.8 0.0 0.0 0.0 0.9 7.6 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 5 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 30,228 : : Positions : : 20,686 28,556 8,173 0 1,261 0 0 0 66 0 17 : : : : Changes from: November 30, 2021 : : 495 480 -20 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 94.5 27.0 0.0 4.2 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 5 0 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 37,231 : : Positions : : 29,827 24,683 2,695 8,174 4,315 100 0 0 150 50 0 : : : : Changes from: November 30, 2021 : : -59 -170 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 66.3 7.2 22.0 11.6 0.3 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 33,912 : : Positions : : 24,117 25,502 5,995 3,090 2,990 0 100 0 500 2,220 10 : : : : Changes from: November 30, 2021 : : 2,100 2,450 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 75.2 17.7 9.1 8.8 0.0 0.3 0.0 1.5 6.5 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 December 7, 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 137,521 : : Positions : : 77,703 80,085 20,911 14,445 24,002 6,257 2,400 2,882 1,402 9,515 3,491 : : : : Changes from: November 30, 2021 : : -619 78 100 -408 -53 539 52 -1 57 56 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 58.2 15.2 10.5 17.5 4.6 1.7 2.1 1.0 6.9 2.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 32 . . 5 7 . 5 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 44,397 : : Positions : : 19,041 23,828 18,349 6,103 6,158 0 5,833 663 0 1,750 0 : : : : Changes from: November 30, 2021 : : 160 -172 0 -2 -4 0 262 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 53.7 41.3 13.7 13.9 0.0 13.1 1.5 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 39,774 : : Positions : : 17,554 23,296 13,626 2,955 6,819 54 2,907 1,535 0 2,200 0 : : : : Changes from: November 30, 2021 : : 160 -172 0 -2 0 -212 50 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 58.6 34.3 7.4 17.1 0.1 7.3 3.9 0.0 5.5 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 December 7, 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 80,524 : : Positions : : 44,984 51,831 12,691 9,749 14,991 501 0 1,385 4,605 650 905 : : : : Changes from: November 30, 2021 : : 505 467 -252 50 190 262 0 -192 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 64.4 15.8 12.1 18.6 0.6 0.0 1.7 5.7 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 38,638 : : Positions : : 26,880 36,386 9,802 0 1,419 0 378 0 200 0 0 : : : : Changes from: November 30, 2021 : : 125 24 -50 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 94.2 25.4 0.0 3.7 0.0 1.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 47,139 : : Positions : : 37,626 35,101 4,835 7,656 3,983 452 123 0 0 200 0 : : : : Changes from: November 30, 2021 : : 519 -211 -755 0 0 170 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 74.5 10.3 16.2 8.4 1.0 0.3 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 43,333 : : Positions : : 28,463 38,149 10,704 3,937 1,052 0 0 0 2,071 0 10 : : : : Changes from: November 30, 2021 : : -3,602 -3,638 -104 179 -200 0 0 0 177 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 88.0 24.7 9.1 2.4 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,762 : : Positions : : 33,460 38,627 10,043 7,529 1,895 0 364 0 2,782 0 167 : : : : Changes from: November 30, 2021 : : -2,058 -2,130 -521 -385 -265 0 110 0 183 -20 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 79.2 20.6 15.4 3.9 0.0 0.7 0.0 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 4 . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 78,093 : : Positions : : 62,334 69,024 13,102 7,156 881 0 87 0 746 200 720 : : : : Changes from: November 30, 2021 : : -3,647 -3,397 -542 -292 51 0 87 0 -5 -561 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 88.4 16.8 9.2 1.1 0.0 0.1 0.0 1.0 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 104,485 : : Positions : : 85,397 89,782 14,185 10,642 1,205 850 657 0 986 774 1,177 : : : : Changes from: November 30, 2021 : : -2,188 -3,892 -514 -140 -90 50 164 -45 -696 489 474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 85.9 13.6 10.2 1.2 0.8 0.6 0.0 0.9 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 26 6 . . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 53,885 : : Positions : : 40,518 51,101 10,535 350 777 373 0 462 509 875 305 : : : : Changes from: November 30, 2021 : : -2,539 -3,345 -868 250 -250 -224 0 74 102 -442 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 94.8 19.6 0.6 1.4 0.7 0.0 0.9 0.9 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 44,888 : : Positions : : 32,171 42,523 11,381 410 550 0 50 0 185 895 460 : : : : Changes from: November 30, 2021 : : -1,495 -2,560 -1,185 190 -190 0 0 0 60 -250 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 94.7 25.4 0.9 1.2 0.0 0.1 0.0 0.4 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 40,865 : : Positions : : 26,515 31,091 5,589 901 8,197 0 100 0 0 516 0 : : : : Changes from: November 30, 2021 : : -570 -1,927 -962 167 -403 0 0 0 -338 -14 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 76.1 13.7 2.2 20.1 0.0 0.2 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 45,049 : : Positions : : 29,904 35,844 11,481 3,681 2,422 274 2,371 0 715 483 34 : : : : Changes from: November 30, 2021 : : -1,571 -3,607 -1,235 493 -689 -90 -215 0 -443 -46 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 79.6 25.5 8.2 5.4 0.6 5.3 0.0 1.6 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 14,604 : : Positions : : 8,530 11,838 4,912 619 293 0 935 0 0 630 0 : : : : Changes from: November 30, 2021 : : -663 -583 -524 -50 -10 0 -155 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 81.1 33.6 4.2 2.0 0.0 6.4 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 13,847 : : Positions : : 8,481 8,786 3,720 928 619 0 2,870 0 0 505 0 : : : : Changes from: November 30, 2021 : : 366 -2,099 -351 0 -65 0 2,470 0 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 63.5 26.9 6.7 4.5 0.0 20.7 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 24,456 : : Positions : : 20,731 16,984 2,550 5,957 92 0 882 0 64 56 126 : : : : Changes from: November 30, 2021 : : -1,012 -984 -40 -559 6 -95 15 0 -105 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 69.4 10.4 24.4 0.4 0.0 3.6 0.0 0.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 14,680 : : Positions : : 12,165 12,278 1,518 1,767 152 0 0 0 160 0 0 : : : : Changes from: November 30, 2021 : : -737 -1,103 4 -171 -4 0 0 0 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 83.6 10.3 12.0 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 29,865 : : Positions : : 18,257 19,912 6,962 5,700 1,440 886 2,217 0 1,821 0 153 : : : : Changes from: November 30, 2021 : : -1,595 -1,001 -876 -1,087 -129 293 -168 -117 -81 -170 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 66.7 23.3 19.1 4.8 3.0 7.4 0.0 6.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 20,979 : : Positions : : 12,051 14,808 2,286 1,299 2,353 2,820 1,771 10 1,042 267 106 : : : : Changes from: November 30, 2021 : : -1,620 1,216 -195 -755 -102 2,520 -60 0 -135 57 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 70.6 10.9 6.2 11.2 13.4 8.4 0.0 5.0 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 14,615 : : Positions : : 5,308 14,257 7,762 0 162 175 0 102 947 0 60 : : : : Changes from: November 30, 2021 : : 170 -32 30 0 -70 -77 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 97.6 53.1 0.0 1.1 1.2 0.0 0.7 6.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 17,305 : : Positions : : 6,151 17,258 10,310 0 0 50 0 0 711 0 47 : : : : Changes from: November 30, 2021 : : 230 -240 -203 0 0 0 0 0 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 99.7 59.6 0.0 0.0 0.3 0.0 0.0 4.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 15,423 : : Positions : : 3,978 10,526 9,989 3,735 1,042 65 0 0 75 0 100 : : : : Changes from: November 30, 2021 : : -108 -651 -511 -60 -120 -5 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 68.2 64.8 24.2 6.8 0.4 0.0 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 8,472 : : Positions : : 2,975 6,121 3,850 780 1,346 65 0 0 25 160 45 : : : : Changes from: November 30, 2021 : : -43 -476 -747 -410 186 -5 0 0 -25 45 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 72.2 45.4 9.2 15.9 0.8 0.0 0.0 0.3 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 12 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 47,835 : : Positions : : 18,932 16,840 22,900 28,620 2,120 600 105 0 3,035 25 125 : : : : Changes from: November 30, 2021 : : -722 -678 -305 -195 -50 0 -5 0 125 -25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 35.2 47.9 59.8 4.4 1.3 0.2 0.0 6.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 50,995 : : Positions : : 20,092 16,525 25,860 32,420 1,880 0 0 0 2,920 25 120 : : : : Changes from: November 30, 2021 : : -772 -728 -300 -195 -50 0 0 0 120 -25 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 32.4 50.7 63.6 3.7 0.0 0.0 0.0 5.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 92,466 : : Positions : : 68,902 68,842 16,354 17,058 3,882 335 155 435 1,252 1,015 978 : : : : Changes from: November 30, 2021 : : -1,305 -3,354 -1,875 208 529 125 155 -275 32 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 74.5 17.7 18.4 4.2 0.4 0.2 0.5 1.4 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 23 4 5 5 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 104,442 : : Positions : : 81,624 73,481 8,274 18,035 10,371 511 755 135 2,376 537 973 : : : : Changes from: November 30, 2021 : : -2,060 -5,965 -3,409 66 -237 -58 177 -503 -342 -118 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 70.4 7.9 17.3 9.9 0.5 0.7 0.1 2.3 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 25 . 6 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 966,129 : : Positions : : 634,501 667,068 13,695 22,209 136,179 28,278 3,974 69,551 18,538 1,397 64,616 : : : : Changes from: November 30, 2021 : : -12,827 -22,114 -1,075 -167 -2,064 -3,229 -363 -1,847 -5,164 -197 2,707 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 69.0 1.4 2.3 14.1 2.9 0.4 7.2 1.9 0.1 6.7 : : : : Number of Traders in Each Category Total Traders: 91 : : 41 42 . 5 8 13 6 12 12 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 12,195 : : Positions : : 6,780 8,960 1,910 2,145 1,000 810 0 0 675 0 0 : : : : Changes from: November 30, 2021 : : -440 -300 -45 -380 55 -50 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 73.5 15.7 17.6 8.2 6.6 0.0 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 9,595 : : Positions : : 4,710 6,235 2,115 1,490 1,180 160 600 0 675 0 0 : : : : Changes from: November 30, 2021 : : -545 -325 35 -340 -20 -25 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 65.0 22.0 15.5 12.3 1.7 6.3 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 37,545 : : Positions : : 25,477 19,850 877 2,317 7,373 700 3,015 200 2,160 4,170 600 : : : : Changes from: November 30, 2021 : : 1,023 1,579 0 -675 0 0 -200 200 0 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 52.9 2.3 6.2 19.6 1.9 8.0 0.5 5.8 11.1 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 40,768 : : Positions : : 21,475 25,471 9,460 3,055 6,392 2,000 4,715 0 950 490 460 : : : : Changes from: November 30, 2021 : : 435 -130 -600 0 600 0 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 62.5 23.2 7.5 15.7 4.9 11.6 0.0 2.3 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 14 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 87,873 : : Positions : : 60,176 64,815 20,683 15,787 1,138 0 1,026 281 865 0 0 : : : : Changes from: November 30, 2021 : : -2,233 -1,430 -579 -772 -100 0 -860 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 73.8 23.5 18.0 1.3 0.0 1.2 0.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 72,122 : : Positions : : 48,776 50,194 16,210 14,851 1,128 0 533 50 620 0 0 : : : : Changes from: November 30, 2021 : : -749 252 -568 -820 -100 0 -806 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 69.6 22.5 20.6 1.6 0.0 0.7 0.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 23,143 : : Positions : : 7,023 14,833 9,549 1,420 1,877 650 280 120 0 0 0 : : : : Changes from: November 30, 2021 : : 350 -105 -75 0 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 64.1 41.3 6.1 8.1 2.8 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 21,243 : : Positions : : 5,969 14,497 9,738 1,430 985 675 280 120 30 0 10 : : : : Changes from: November 30, 2021 : : 550 390 -175 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 68.2 45.8 6.7 4.6 3.2 1.3 0.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 28,939 : : Positions : : 15,066 14,142 8,388 8,306 1,341 1,120 1,609 654 0 607 252 : : : : Changes from: November 30, 2021 : : -1,571 -765 453 -365 -458 -190 -190 0 0 5 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 48.9 29.0 28.7 4.6 3.9 5.6 2.3 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 20,228 : : Positions : : 10,662 10,070 6,951 2,490 646 25 4,617 236 281 513 55 : : : : Changes from: November 30, 2021 : : -1,134 -980 -74 -30 -36 -25 -115 -80 55 -45 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 49.8 34.4 12.3 3.2 0.1 22.8 1.2 1.4 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 17,298 : : Positions : : 12,177 6,961 1,675 1,928 819 0 5,301 0 0 0 0 : : : : Changes from: November 30, 2021 : : -1,090 -922 -305 -288 12 0 -165 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 40.2 9.7 11.1 4.7 0.0 30.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 19,681 : : Positions : : 11,895 7,311 5,415 4,880 373 0 5,295 0 0 60 50 : : : : Changes from: November 30, 2021 : : -325 -390 -135 20 -70 0 -85 -50 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 37.1 27.5 24.8 1.9 0.0 26.9 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 101,329 : : Positions : : 33,706 45,322 33,340 32,948 3,475 13,285 950 0 0 906 184 : : : : Changes from: November 30, 2021 : : -266 -1,670 -698 -210 -405 -775 -50 0 0 186 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 44.7 32.9 32.5 3.4 13.1 0.9 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 102,673 : : Positions : : 33,281 46,277 25,311 30,088 3,765 13,210 950 0 6,000 459 355 : : : : Changes from: November 30, 2021 : : -401 -1,850 -836 -115 -405 -800 -50 0 0 -34 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 45.1 24.7 29.3 3.7 12.9 0.9 0.0 5.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 22,626 : : Positions : : 15,231 7,335 1,689 0 2,131 0 8,095 200 420 1,690 0 : : : : Changes from: November 30, 2021 : : -1,084 -398 131 0 -156 0 -380 0 -50 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 32.4 7.5 0.0 9.4 0.0 35.8 0.9 1.9 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 6 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 22,601 : : Positions : : 15,231 7,375 1,704 0 2,091 0 8,095 200 420 1,665 0 : : : : Changes from: November 30, 2021 : : -1,094 -408 156 0 -181 0 -380 0 -50 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 32.6 7.5 0.0 9.3 0.0 35.8 0.9 1.9 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 6 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 23,460 : : Positions : : 15,386 9,110 130 11,152 960 3,770 50 0 1,026 0 841 : : : : Changes from: November 30, 2021 : : 4,305 3,190 -310 221 752 -770 0 0 66 0 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 38.8 0.6 47.5 4.1 16.1 0.2 0.0 4.4 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 19,914 : : Positions : : 11,955 8,005 230 8,704 1,433 3,795 0 50 729 0 866 : : : : Changes from: November 30, 2021 : : 3,778 3,175 -160 -111 662 -770 0 0 96 0 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 40.2 1.2 43.7 7.2 19.1 0.0 0.3 3.7 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 52,074 : : Positions : : 13,695 35,315 28,115 13,915 50 3,880 95 30 3,440 0 0 : : : : Changes from: November 30, 2021 : : -1,275 -4,174 -1,814 -480 0 -1,125 30 -30 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 67.8 54.0 26.7 0.1 7.5 0.2 0.1 6.6 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 December 7, 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 54,679 : : Positions : : 12,319 34,449 32,420 11,670 0 3,930 95 30 3,365 6,000 0 : : : : Changes from: November 30, 2021 : : -1,230 -4,220 -1,935 -435 0 -1,125 30 -30 -285 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 63.0 59.3 21.3 0.0 7.2 0.2 0.1 6.2 11.0 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 December 7, 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 59,373 : : Positions : : 20,693 51,178 22,050 960 2,635 4,360 525 300 6,295 1,320 335 : : : : Changes from: November 30, 2021 : : -770 -1,680 -35 -510 260 -320 -50 0 -495 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 86.2 37.1 1.6 4.4 7.3 0.9 0.5 10.6 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 57,147 : : Positions : : 18,452 48,242 22,680 490 2,835 4,060 525 380 5,635 2,520 210 : : : : Changes from: November 30, 2021 : : -685 -1,285 65 -515 235 -270 -50 0 -345 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 84.4 39.7 0.9 5.0 7.1 0.9 0.7 9.9 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 65,440 : : Positions : : 27,875 40,735 3,465 8,365 7,900 18,390 0 30 1,065 1,825 1,225 : : : : Changes from: November 30, 2021 : : -1,465 -4,420 -2,050 10 325 -520 0 -5 -380 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 62.2 5.3 12.8 12.1 28.1 0.0 0.0 1.6 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 64,165 : : Positions : : 27,275 39,495 4,285 8,740 7,175 18,190 0 30 355 1,825 1,225 : : : : Changes from: November 30, 2021 : : -1,470 -3,820 -1,660 10 325 -445 0 -5 -245 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 61.6 6.7 13.6 11.2 28.3 0.0 0.0 0.6 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 4 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 49,540 : : Positions : : 28,150 26,945 3,868 13,187 197 9,655 2,020 685 1,090 750 975 : : : : Changes from: November 30, 2021 : : -1,569 -445 -237 -2,401 45 -705 235 -235 -100 20 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 54.4 7.8 26.6 0.4 19.5 4.1 1.4 2.2 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 44,273 : : Positions : : 25,668 26,630 3,830 8,670 760 7,105 2,020 685 765 250 1,120 : : : : Changes from: November 30, 2021 : : -1,043 -930 -72 -930 -75 -305 235 -235 -90 105 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 60.1 8.7 19.6 1.7 16.0 4.6 1.5 1.7 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 210,195 : : Positions : : 113,329 98,052 33,482 6,647 7,231 0 35,298 0 3,445 10,309 665 : : : : Changes from: November 30, 2021 : : -4,658 -187 -140 -12 777 0 -3,470 0 825 -324 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 46.6 15.9 3.2 3.4 0.0 16.8 0.0 1.6 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 28 . 4 6 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 198,523 : : Positions : : 109,339 94,180 25,787 3,525 11,801 55 32,855 140 4,695 9,366 601 : : : : Changes from: November 30, 2021 : : -3,522 -886 -821 545 951 -10 -2,980 0 875 -162 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 47.4 13.0 1.8 5.9 0.0 16.5 0.1 2.4 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 27 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 48,767 : : Positions : : 16,663 27,425 11,537 3,505 11,457 2,985 0 140 0 425 10 : : : : Changes from: November 30, 2021 : : -359 -1,584 -475 890 -355 15 0 -65 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 56.2 23.7 7.2 23.5 6.1 0.0 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 46,723 : : Positions : : 11,445 27,335 15,050 2,575 9,708 3,005 0 695 0 390 10 : : : : Changes from: November 30, 2021 : : -829 -1,109 325 820 -680 115 0 -115 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 58.5 32.2 5.5 20.8 6.4 0.0 1.5 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 4 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 42,696 : : Positions : : 19,956 24,201 6,355 2,405 7,025 3,425 3,905 175 415 0 0 : : : : Changes from: November 30, 2021 : : -1,255 -490 775 26 -725 -250 -455 175 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 56.7 14.9 5.6 16.5 8.0 9.1 0.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 48,209 : : Positions : : 16,275 26,364 1,855 2,630 8,565 15,920 5,365 0 415 0 0 : : : : Changes from: November 30, 2021 : : -970 -105 590 -130 -1,005 -200 -465 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 54.7 3.8 5.5 17.8 33.0 11.1 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 261,149 : : Positions : : 148,342 151,380 26,013 33,124 23,439 9,489 260 6,757 1,332 412 2,421 : : : : Changes from: November 30, 2021 : : 4,474 4,817 4,611 2,434 -2,677 -1,064 -75 305 -645 220 555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 58.0 10.0 12.7 9.0 3.6 0.1 2.6 0.5 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 4 . 6 4 . 4 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 196,029 : : Positions : : 110,062 114,387 13,791 19,549 15,498 3,480 3,460 9,290 10,490 642 200 : : : : Changes from: November 30, 2021 : : 343 -1,130 1,846 1,994 -2,693 -235 890 -790 -315 -30 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 58.4 7.0 10.0 7.9 1.8 1.8 4.7 5.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,160 : : Positions : : 18,775 565 3,225 20,990 2,645 50 965 0 470 0 105 : : : : Changes from: November 30, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 2.1 11.9 77.3 9.7 0.2 3.6 0.0 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 26,915 : : Positions : : 18,340 565 3,740 20,245 2,810 50 1,085 0 0 235 325 : : : : Changes from: November 30, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 2.1 13.9 75.2 10.4 0.2 4.0 0.0 0.0 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 10, 2021