Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 18,162 : : Positions : : 14,933 14,746 113 969 1,602 0 0 0 416 0 180 : : : : Changes from: December 7, 2021 : : 1,818 3,218 0 -118 72 0 0 0 60 -1,180 -1,910 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 81.2 0.6 5.3 8.8 0.0 0.0 0.0 2.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 34,835 : : Positions : : 26,625 30,132 2,996 442 2,647 451 164 634 1,156 508 308 : : : : Changes from: December 7, 2021 : : 284 296 -50 20 -37 -25 -25 0 7 -57 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 86.5 8.6 1.3 7.6 1.3 0.5 1.8 3.3 1.5 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 27,134 : : Positions : : 23,672 20,871 90 3,175 1,470 36 525 426 875 165 440 : : : : Changes from: December 7, 2021 : : 1,295 -20 10 400 -265 0 175 0 -700 50 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 76.9 0.3 11.7 5.4 0.1 1.9 1.6 3.2 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 193,273 : : Positions : : 117,812 146,494 3,242 17,497 24,936 22,187 0 475 19,738 496 3,144 : : : : Changes from: December 7, 2021 : : -1,574 2,974 -296 -3,305 1,594 1,134 0 0 31 -180 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 75.8 1.7 9.1 12.9 11.5 0.0 0.2 10.2 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 30 29 . 5 8 7 0 . 9 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,142 : : Positions : : 57,637 41,847 1,705 9,254 2,246 150 6,474 56 0 2,174 1,045 : : : : Changes from: December 7, 2021 : : 865 351 75 35 43 0 662 -25 0 -76 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 66.3 2.7 14.7 3.6 0.2 10.3 0.1 0.0 3.4 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 19 . . . . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 40,906 : : Positions : : 37,147 30,701 1,157 4,212 1,762 175 725 0 0 2,855 447 : : : : Changes from: December 7, 2021 : : 1,937 1,684 -60 -745 0 100 0 0 0 740 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 75.1 2.8 10.3 4.3 0.4 1.8 0.0 0.0 7.0 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 44,945 : : Positions : : 25,455 16,796 3,612 16,372 5,137 10,190 0 0 25 6,186 157 : : : : Changes from: December 7, 2021 : : -2,154 154 891 -1,444 18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 37.4 8.0 36.4 11.4 22.7 0.0 0.0 0.1 13.8 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 21 5 4 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 53,133 : : Positions : : 39,753 19,728 1,533 22,249 4,871 5,308 100 600 242 4,993 429 : : : : Changes from: December 7, 2021 : : -2,076 423 230 -2,411 351 -49 100 0 4 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 37.1 2.9 41.9 9.2 10.0 0.2 1.1 0.5 9.4 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 67,798 : : Positions : : 38,507 28,574 26,488 31,463 985 0 0 0 413 5,525 1,126 : : : : Changes from: December 7, 2021 : : 1,558 -960 -1,030 1,465 36 0 0 0 -23 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 42.1 39.1 46.4 1.5 0.0 0.0 0.0 0.6 8.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 85,988 : : Positions : : 51,072 28,886 31,282 48,124 1,498 0 0 0 757 6,423 1,007 : : : : Changes from: December 7, 2021 : : 2,332 -153 -785 1,665 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 33.6 36.4 56.0 1.7 0.0 0.0 0.0 0.9 7.5 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 5 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 28,946 : : Positions : : 19,619 27,246 7,993 0 1,271 0 0 0 33 75 0 : : : : Changes from: December 7, 2021 : : -1,067 -1,310 -180 0 10 0 0 0 -33 75 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 94.1 27.6 0.0 4.4 0.0 0.0 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 5 0 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 36,712 : : Positions : : 29,428 24,633 2,800 7,869 4,210 100 0 0 50 0 0 : : : : Changes from: December 7, 2021 : : -399 -50 105 -305 -105 0 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 67.1 7.6 21.4 11.5 0.3 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 32,207 : : Positions : : 23,042 23,917 5,275 2,850 3,130 0 100 0 500 2,195 15 : : : : Changes from: December 7, 2021 : : -1,075 -1,585 -720 -240 140 0 0 0 0 -25 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 74.3 16.4 8.8 9.7 0.0 0.3 0.0 1.6 6.8 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 14, 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 132,459 : : Positions : : 73,799 79,593 19,731 11,647 24,244 5,751 2,015 3,272 2,141 8,767 2,730 : : : : Changes from: December 7, 2021 : : -3,904 -492 -1,180 -2,798 242 -506 -385 390 739 -748 -761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 60.1 14.9 8.8 18.3 4.3 1.5 2.5 1.6 6.6 2.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 31 . . 5 8 . 4 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 42,360 : : Positions : : 18,614 23,171 17,342 6,209 5,693 0 5,522 515 0 1,250 0 : : : : Changes from: December 7, 2021 : : -427 -657 -1,007 106 -465 0 -311 -148 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 54.7 40.9 14.7 13.4 0.0 13.0 1.2 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 37,471 : : Positions : : 17,145 22,722 12,494 3,271 6,204 165 2,907 1,267 0 1,100 0 : : : : Changes from: December 7, 2021 : : -409 -574 -1,132 316 -615 111 0 -268 0 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 60.6 33.3 8.7 16.6 0.4 7.8 3.4 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 76,770 : : Positions : : 41,692 50,432 13,066 7,038 15,549 75 165 1,303 3,870 650 790 : : : : Changes from: December 7, 2021 : : -3,292 -1,399 375 -2,711 558 -426 165 -82 -735 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 65.7 17.0 9.2 20.3 0.1 0.2 1.7 5.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 35,750 : : Positions : : 24,357 33,853 9,727 50 1,294 50 199 0 0 0 0 : : : : Changes from: December 7, 2021 : : -2,523 -2,533 -75 50 -125 50 -179 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 94.7 27.2 0.1 3.6 0.1 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 5 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,442 : : Positions : : 37,145 34,880 4,628 7,516 3,935 537 110 0 0 0 0 : : : : Changes from: December 7, 2021 : : -481 -221 -207 -140 -48 85 -13 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 75.1 10.0 16.2 8.5 1.2 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 45,858 : : Positions : : 28,889 40,473 12,438 4,032 1,158 0 0 0 2,788 0 10 : : : : Changes from: December 7, 2021 : : 426 2,324 1,734 95 106 0 0 0 717 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 88.3 27.1 8.8 2.5 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . 5 4 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 51,156 : : Positions : : 33,958 40,787 11,763 7,737 1,921 0 364 0 2,932 0 167 : : : : Changes from: December 7, 2021 : : 498 2,160 1,720 208 26 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 79.7 23.0 15.1 3.8 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 14, 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 79,567 : : Positions : : 63,695 70,636 13,197 7,221 794 0 87 29 736 10 765 : : : : Changes from: December 7, 2021 : : 1,361 1,612 95 65 -87 0 0 29 -10 -190 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 88.8 16.6 9.1 1.0 0.0 0.1 0.0 0.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 24 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 106,580 : : Positions : : 87,183 92,198 14,386 10,713 1,125 850 373 0 1,269 842 1,082 : : : : Changes from: December 7, 2021 : : 1,787 2,415 201 72 -81 0 -284 0 283 68 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.5 13.5 10.1 1.1 0.8 0.3 0.0 1.2 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 27 6 . . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 55,111 : : Positions : : 41,524 52,503 10,805 350 852 398 25 387 407 650 330 : : : : Changes from: December 7, 2021 : : 1,006 1,402 270 0 75 25 25 -75 -102 -225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 95.3 19.6 0.6 1.5 0.7 0.0 0.7 0.7 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 45,833 : : Positions : : 33,096 43,893 11,506 410 550 0 50 0 205 595 335 : : : : Changes from: December 7, 2021 : : 925 1,370 125 0 0 0 0 0 20 -300 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 95.8 25.1 0.9 1.2 0.0 0.1 0.0 0.4 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 38,920 : : Positions : : 26,547 29,003 3,639 1,041 8,184 0 100 0 0 516 0 : : : : Changes from: December 7, 2021 : : 32 -2,088 -1,950 140 -13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 74.5 9.3 2.7 21.0 0.0 0.3 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 14, 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 43,080 : : Positions : : 30,208 33,676 9,711 4,321 1,943 274 2,411 0 685 475 40 : : : : Changes from: December 7, 2021 : : 304 -2,168 -1,770 640 -479 0 40 0 -30 -8 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.2 22.5 10.0 4.5 0.6 5.6 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,985 : : Positions : : 7,748 11,799 5,032 634 288 0 935 0 0 40 0 : : : : Changes from: December 7, 2021 : : -782 -39 120 15 -5 0 0 0 0 -590 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 84.4 36.0 4.5 2.1 0.0 6.7 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 13,285 : : Positions : : 8,053 8,723 3,720 978 615 0 2,870 0 0 35 0 : : : : Changes from: December 7, 2021 : : -428 -63 0 50 -4 0 0 0 0 -470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.7 28.0 7.4 4.6 0.0 21.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 24,790 : : Positions : : 21,065 17,318 2,625 5,967 102 0 882 0 64 56 126 : : : : Changes from: December 7, 2021 : : 334 334 75 10 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 69.9 10.6 24.1 0.4 0.0 3.6 0.0 0.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 15,030 : : Positions : : 12,665 12,598 1,518 1,767 152 0 0 0 150 0 10 : : : : Changes from: December 7, 2021 : : 500 320 0 0 0 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 83.8 10.1 11.8 1.0 0.0 0.0 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 31,297 : : Positions : : 19,942 21,141 7,044 5,495 1,603 954 2,442 0 1,231 53 153 : : : : Changes from: December 7, 2021 : : 1,685 1,229 82 -205 163 68 225 0 -590 53 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 67.5 22.5 17.6 5.1 3.0 7.8 0.0 3.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 18 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 22,745 : : Positions : : 14,047 16,724 2,436 1,039 2,373 2,820 1,791 10 572 267 176 : : : : Changes from: December 7, 2021 : : 1,996 1,916 150 -260 20 0 20 0 -470 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 73.5 10.7 4.6 10.4 12.4 7.9 0.0 2.5 1.2 0.8 : : : : 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 14, 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 14,807 : : Positions : : 5,485 14,452 7,777 0 162 175 0 102 950 0 57 : : : : Changes from: December 7, 2021 : : 177 195 15 0 0 0 0 0 3 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 97.6 52.5 0.0 1.1 1.2 0.0 0.7 6.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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: December 7, 2021 : : 0 0 0 0 0 0 0 0 0 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 14, 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 15,481 : : Positions : : 3,978 10,596 10,059 3,735 1,030 65 0 0 75 0 100 : : : : Changes from: December 7, 2021 : : 0 70 70 0 -12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 68.4 65.0 24.1 6.7 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 14, 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 8,492 : : Positions : : 2,975 6,161 3,890 780 1,326 65 0 0 25 160 45 : : : : Changes from: December 7, 2021 : : 0 40 40 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 72.6 45.8 9.2 15.6 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 14, 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 : : 18,952 16,840 22,820 28,620 2,120 600 105 0 3,035 25 125 : : : : Changes from: December 7, 2021 : : 20 0 -80 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 35.2 47.7 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 14, 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 : : 20,112 16,525 25,780 32,420 1,880 0 0 0 2,920 25 120 : : : : Changes from: December 7, 2021 : : 20 0 -80 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 32.4 50.6 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 14, 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 92,889 : : Positions : : 69,748 68,129 15,596 17,538 4,379 280 105 450 1,050 1,138 1,009 : : : : Changes from: December 7, 2021 : : 846 -713 -758 480 497 -55 -50 15 -202 123 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 73.3 16.8 18.9 4.7 0.3 0.1 0.5 1.1 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 23 4 5 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 106,476 : : Positions : : 83,517 74,021 7,774 18,809 10,944 511 605 200 2,240 572 1,112 : : : : Changes from: December 7, 2021 : : 1,893 540 -500 774 573 0 -150 65 -136 35 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 69.5 7.3 17.7 10.3 0.5 0.6 0.2 2.1 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 24 . 7 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 972,085 : : Positions : : 633,877 676,028 16,140 16,931 139,662 29,919 4,083 68,656 18,469 1,498 64,830 : : : : Changes from: December 7, 2021 : : -624 8,960 2,445 -5,277 3,482 1,641 109 -895 -69 102 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 69.5 1.7 1.7 14.4 3.1 0.4 7.1 1.9 0.2 6.7 : : : : Number of Traders in Each Category Total Traders: 93 : : 42 41 . 5 8 13 7 12 14 5 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 12,230 : : Positions : : 6,780 8,960 1,910 2,205 975 810 0 0 675 0 0 : : : : Changes from: December 7, 2021 : : 0 0 0 60 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 73.3 15.6 18.0 8.0 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 14, 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 2,055 1,490 1,180 160 600 0 675 0 0 : : : : Changes from: December 7, 2021 : : 0 0 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 65.0 21.4 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 14, 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 38,250 : : Positions : : 26,027 20,810 932 2,142 7,343 700 2,815 400 2,110 4,120 600 : : : : Changes from: December 7, 2021 : : 550 960 55 -175 -30 0 -200 200 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 54.4 2.4 5.6 19.2 1.8 7.4 1.0 5.5 10.8 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 38,903 : : Positions : : 20,018 24,566 9,540 2,505 6,262 1,670 4,715 0 1,175 440 235 : : : : Changes from: December 7, 2021 : : -1,457 -905 80 -550 -130 -330 0 0 225 -50 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 63.1 24.5 6.4 16.1 4.3 12.1 0.0 3.0 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 88,883 : : Positions : : 60,506 65,415 21,363 16,197 1,138 0 1,026 281 865 0 0 : : : : Changes from: December 7, 2021 : : 330 600 680 410 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 73.6 24.0 18.2 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 14, 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 72,617 : : Positions : : 48,656 50,154 16,890 15,451 1,048 0 533 50 620 0 0 : : : : Changes from: December 7, 2021 : : -120 -40 680 600 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 69.1 23.3 21.3 1.4 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 14, 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 21,632 : : Positions : : 6,277 14,103 9,750 1,455 1,407 400 230 120 0 0 0 : : : : Changes from: December 7, 2021 : : -746 -730 201 35 -470 -250 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 65.2 45.1 6.7 6.5 1.8 1.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 28,829 : : Positions : : 15,214 14,040 8,598 8,306 1,181 995 1,734 751 0 607 252 : : : : Changes from: December 7, 2021 : : 148 -102 210 0 -160 -125 125 97 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 48.7 29.8 28.8 4.1 3.5 6.0 2.6 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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: December 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 17,548 : : Positions : : 12,427 7,211 1,675 1,928 819 0 5,301 0 0 0 0 : : : : Changes from: December 7, 2021 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 41.1 9.5 11.0 4.7 0.0 30.2 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 14, 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 19,731 : : Positions : : 11,795 7,361 5,415 4,880 373 150 5,295 0 0 60 50 : : : : Changes from: December 7, 2021 : : -100 50 0 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 37.3 27.4 24.7 1.9 0.8 26.8 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 101,493 : : Positions : : 33,335 45,316 33,750 32,993 3,355 13,285 950 0 0 906 184 : : : : Changes from: December 7, 2021 : : -371 -6 410 45 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 44.6 33.3 32.5 3.3 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 103,328 : : Positions : : 33,216 46,547 25,611 30,053 3,845 13,210 950 0 6,000 459 355 : : : : Changes from: December 7, 2021 : : -65 270 300 -35 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 45.0 24.8 29.1 3.7 12.8 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 14, 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: December 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: December 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: December 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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: December 7, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 53,549 : : Positions : : 14,110 36,675 29,435 14,035 50 3,880 95 30 3,440 0 0 : : : : Changes from: December 7, 2021 : : 415 1,360 1,320 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 68.5 55.0 26.2 0.1 7.2 0.2 0.1 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 56,034 : : Positions : : 12,714 35,804 33,620 11,670 0 3,930 95 30 3,365 6,000 0 : : : : Changes from: December 7, 2021 : : 395 1,355 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 63.9 60.0 20.8 0.0 7.0 0.2 0.1 6.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 12 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 60,323 : : Positions : : 20,693 52,348 22,920 660 2,715 4,360 525 300 6,295 1,320 335 : : : : Changes from: December 7, 2021 : : 0 1,170 870 -300 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 86.8 38.0 1.1 4.5 7.2 0.9 0.5 10.4 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 58,047 : : Positions : : 18,452 49,142 23,280 190 3,135 4,060 525 380 5,635 2,520 210 : : : : Changes from: December 7, 2021 : : 0 900 600 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 84.7 40.1 0.3 5.4 7.0 0.9 0.7 9.7 4.3 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 14, 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 65,480 : : Positions : : 28,025 40,735 3,315 8,365 7,940 18,390 0 30 1,065 1,825 1,225 : : : : Changes from: December 7, 2021 : : 150 0 -150 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 62.2 5.1 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 14, 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 64,210 : : Positions : : 27,425 39,495 4,135 8,740 7,220 18,190 0 30 355 1,825 1,225 : : : : Changes from: December 7, 2021 : : 150 0 -150 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 61.5 6.4 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 14, 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 13,257 197 9,655 1,970 685 1,090 730 975 : : : : Changes from: December 7, 2021 : : 0 0 0 70 0 0 -50 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 54.4 7.8 26.8 0.4 19.5 4.0 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 14, 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 8,740 760 7,105 1,970 685 785 250 1,100 : : : : Changes from: December 7, 2021 : : 0 0 0 70 0 0 -50 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 60.1 8.7 19.7 1.7 16.0 4.4 1.5 1.8 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 14, 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 212,962 : : Positions : : 114,409 98,002 33,847 8,042 6,676 0 35,348 0 3,395 10,309 665 : : : : Changes from: December 7, 2021 : : 1,080 -50 365 1,395 -555 0 50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 46.0 15.9 3.8 3.1 0.0 16.6 0.0 1.6 4.8 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . 4 6 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 200,673 : : Positions : : 110,124 93,885 24,882 3,580 11,654 55 32,905 140 4,645 9,386 601 : : : : Changes from: December 7, 2021 : : 785 -295 -905 55 -147 0 50 0 -50 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 46.8 12.4 1.8 5.8 0.0 16.4 0.1 2.3 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 14, 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 49,347 : : Positions : : 16,143 27,766 12,257 3,505 11,277 2,985 0 140 0 425 10 : : : : Changes from: December 7, 2021 : : -520 341 720 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 56.3 24.8 7.1 22.9 6.0 0.0 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 46,688 : : Positions : : 10,645 27,275 15,685 2,470 9,358 3,005 0 695 0 390 10 : : : : Changes from: December 7, 2021 : : -800 -60 635 -105 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 58.4 33.6 5.3 20.0 6.4 0.0 1.5 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 5 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 42,243 : : Positions : : 20,770 23,465 6,355 3,605 5,825 3,425 4,255 0 415 0 0 : : : : Changes from: December 7, 2021 : : 814 -736 0 1,200 -1,200 0 350 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 55.5 15.0 8.5 13.8 8.1 10.1 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 47,464 : : Positions : : 16,550 25,089 1,855 3,830 7,365 15,920 5,715 0 415 0 0 : : : : Changes from: December 7, 2021 : : 275 -1,275 0 1,200 -1,200 0 350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 52.9 3.9 8.1 15.5 33.5 12.0 0.0 0.9 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 December 14, 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 263,229 : : Positions : : 151,843 153,992 23,140 30,890 24,623 9,189 260 6,957 1,352 382 2,361 : : : : Changes from: December 7, 2021 : : 3,501 2,612 -2,873 -2,234 1,184 -300 0 200 20 -30 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 58.5 8.8 11.7 9.4 3.5 0.1 2.6 0.5 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 4 . 7 4 . 4 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 195,904 : : Positions : : 110,719 113,184 11,106 18,599 16,501 3,380 3,460 9,290 10,490 667 225 : : : : Changes from: December 7, 2021 : : 657 -1,203 -2,685 -950 1,003 -100 0 0 0 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 57.8 5.7 9.5 8.4 1.7 1.8 4.7 5.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 4 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 14, 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 27,420 : : Positions : : 19,035 615 3,220 21,195 2,645 50 965 0 470 0 105 : : : : Changes from: December 7, 2021 : : 260 50 -5 205 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 2.2 11.7 77.3 9.6 0.2 3.5 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 14, 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 27,165 : : Positions : : 18,590 615 3,740 20,445 2,810 50 1,085 0 0 235 325 : : : : Changes from: December 7, 2021 : : 250 50 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 2.3 13.8 75.3 10.3 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 17, 2021