Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 33,932 : : Positions : : 25,658 29,228 2,259 0 2,699 1,540 458 845 710 509 193 : : : : Changes from: February 1, 2022 : : 304 546 35 0 29 355 -125 125 -100 186 -194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 86.1 6.7 0.0 8.0 4.5 1.3 2.5 2.1 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 25,148 : : Positions : : 22,591 18,316 0 4,447 1,075 192 670 380 550 0 235 : : : : Changes from: February 1, 2022 : : 120 270 0 40 105 0 200 -100 375 -15 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 72.8 0.0 17.7 4.3 0.8 2.7 1.5 2.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 192,813 : : Positions : : 101,658 144,829 5,509 17,369 23,237 15,588 1,102 1,316 42,788 2,591 2,104 : : : : Changes from: February 1, 2022 : : -5,215 -9,564 394 535 -4,033 -2,953 1,102 -96 2,028 1,199 -613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 75.1 2.9 9.0 12.1 8.1 0.6 0.7 22.2 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 32 . 6 8 7 . 4 7 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 71,301 : : Positions : : 62,805 43,063 2,010 7,379 2,992 1,217 14,815 249 62 1,029 1,733 : : : : Changes from: February 1, 2022 : : -344 521 -190 -220 -99 1,217 556 -152 62 -164 390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 60.4 2.8 10.3 4.2 1.7 20.8 0.3 0.1 1.4 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 19 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 45,977 : : Positions : : 42,762 35,456 794 2,476 1,452 0 1,620 280 0 4,064 497 : : : : Changes from: February 1, 2022 : : 569 -97 -389 33 -654 0 49 75 0 157 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 77.1 1.7 5.4 3.2 0.0 3.5 0.6 0.0 8.8 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 40,410 : : Positions : : 21,461 16,288 2,886 12,386 5,395 10,015 451 0 0 5,370 151 : : : : Changes from: February 1, 2022 : : -1,836 519 -787 -2,898 28 -125 -114 0 0 -275 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 40.3 7.1 30.7 13.4 24.8 1.1 0.0 0.0 13.3 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . 5 7 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 48,955 : : Positions : : 34,452 18,236 1,490 19,409 5,942 4,946 269 600 325 3,486 791 : : : : Changes from: February 1, 2022 : : -2,040 -207 2 -1,626 646 -92 -38 0 -14 -234 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 37.3 3.0 39.6 12.1 10.1 0.5 1.2 0.7 7.1 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 65,722 : : Positions : : 37,225 26,033 26,382 31,191 871 0 0 0 477 6,688 405 : : : : Changes from: February 1, 2022 : : -684 -1,422 -1,539 -1,237 -68 0 0 0 -2 446 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 39.6 40.1 47.5 1.3 0.0 0.0 0.0 0.7 10.2 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 83,143 : : Positions : : 49,332 26,881 30,517 46,755 1,145 0 0 0 1,210 8,080 282 : : : : Changes from: February 1, 2022 : : -1,987 -1,903 -1,914 -2,500 -93 0 -30 0 -33 468 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 32.3 36.7 56.2 1.4 0.0 0.0 0.0 1.5 9.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 4 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 25,122 : : Positions : : 16,438 23,594 7,544 0 1,099 0 0 0 0 125 0 : : : : Changes from: February 1, 2022 : : -1,672 -2,485 -828 0 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 93.9 30.0 0.0 4.4 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 37,867 : : Positions : : 29,485 25,164 3,895 6,870 4,345 50 1,488 0 0 0 0 : : : : Changes from: February 1, 2022 : : -1,620 -644 193 -833 -63 -50 -12 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 66.5 10.3 18.1 11.5 0.1 3.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 30,112 : : Positions : : 20,962 19,625 4,230 2,667 3,940 250 1,500 0 500 2,370 10 : : : : Changes from: February 1, 2022 : : -1,375 -1,260 180 -95 -415 0 0 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 65.2 14.0 8.9 13.1 0.8 5.0 0.0 1.7 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 29,601 : : Positions : : 21,741 20,381 2,630 3,220 4,300 200 1,500 0 500 0 0 : : : : Changes from: February 1, 2022 : : -1,511 -1,306 -430 -645 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 68.9 8.9 10.9 14.5 0.7 5.1 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 126,840 : : Positions : : 75,933 78,492 10,302 7,856 24,471 4,175 0 6,140 2,349 6,866 2,846 : : : : Changes from: February 1, 2022 : : -3,624 -3,157 -1,721 -1,381 1,059 -255 -312 147 47 -740 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 61.9 8.1 6.2 19.3 3.3 0.0 4.8 1.9 5.4 2.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 33 . . 5 9 0 5 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 35,806 : : Positions : : 28,531 22,818 4,718 9,820 1,802 0 0 0 0 1,100 0 : : : : Changes from: February 1, 2022 : : -117 -380 -436 -81 611 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 63.7 13.2 27.4 5.0 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 33,309 : : Positions : : 24,712 22,284 6,243 8,060 1,599 0 0 0 0 1,100 0 : : : : Changes from: February 1, 2022 : : -72 -330 -436 -86 279 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 66.9 18.7 24.2 4.8 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 39,531 : : Positions : : 14,862 22,608 18,816 5,923 5,403 0 4,675 272 0 650 0 : : : : Changes from: February 1, 2022 : : -1,152 -1,391 -614 -317 166 0 -126 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 57.2 47.6 15.0 13.7 0.0 11.8 0.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 34,052 : : Positions : : 13,035 21,791 13,977 3,174 5,850 757 2,932 105 150 200 0 : : : : Changes from: February 1, 2022 : : -1,052 -1,426 -540 -338 230 21 -25 -1 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 64.0 41.0 9.3 17.2 2.2 8.6 0.3 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 71,575 : : Positions : : 42,139 44,100 5,210 5,978 18,392 1,475 932 166 3,700 1,325 30 : : : : Changes from: February 1, 2022 : : -1,452 -1,600 -775 -780 120 -25 21 -1 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 61.6 7.3 8.4 25.7 2.1 1.3 0.2 5.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 32,639 : : Positions : : 21,790 30,559 8,760 0 1,562 25 120 0 100 45 5 : : : : Changes from: February 1, 2022 : : -1,071 -1,843 -693 -50 368 -25 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 93.6 26.8 0.0 4.8 0.1 0.4 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 46,074 : : Positions : : 36,810 33,970 4,177 7,236 4,454 350 300 0 0 100 0 : : : : Changes from: February 1, 2022 : : -2,208 -1,738 -175 -533 58 -75 -180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 73.7 9.1 15.7 9.7 0.8 0.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 42,534 : : Positions : : 27,274 36,420 11,222 4,962 947 105 0 0 2,470 0 25 : : : : Changes from: February 1, 2022 : : -983 -2,475 -1,344 -180 120 -90 0 0 -198 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 85.6 26.4 11.7 2.2 0.2 0.0 0.0 5.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 4 4 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 46,741 : : Positions : : 31,846 35,913 10,236 8,860 1,433 0 188 0 2,717 0 167 : : : : Changes from: February 1, 2022 : : -1,711 -2,859 -1,167 -69 -150 0 -180 0 -216 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 76.8 21.9 19.0 3.1 0.0 0.4 0.0 5.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 4 . 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 71,976 : : Positions : : 56,849 62,452 12,729 7,252 1,124 0 0 0 448 609 460 : : : : Changes from: February 1, 2022 : : -4,704 -4,925 -621 -296 -106 0 -32 -24 46 -28 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 86.8 17.7 10.1 1.6 0.0 0.0 0.0 0.6 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 5 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 93,994 : : Positions : : 75,885 81,386 14,477 9,771 643 1,050 379 0 744 946 630 : : : : Changes from: February 1, 2022 : : -4,557 -4,824 -604 -393 -85 0 -274 0 -268 43 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.6 15.4 10.4 0.7 1.1 0.4 0.0 0.8 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 25 5 . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 51,404 : : Positions : : 36,932 48,406 11,379 550 435 430 805 568 672 50 590 : : : : Changes from: February 1, 2022 : : -3,097 -1,357 975 -50 -145 -60 -11 -15 622 -153 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 94.2 22.1 1.1 0.8 0.8 1.6 1.1 1.3 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 43,386 : : Positions : : 31,746 41,216 11,129 550 360 0 150 0 0 1,095 15 : : : : Changes from: February 1, 2022 : : -693 -1,275 -7 -50 0 0 0 0 0 620 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 95.0 25.7 1.3 0.8 0.0 0.3 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 38,431 : : Positions : : 27,612 27,412 4,095 3,829 6,337 0 155 0 0 660 0 : : : : Changes from: February 1, 2022 : : -1,516 -2,045 -400 294 -479 0 -140 0 0 -36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 71.3 10.7 10.0 16.5 0.0 0.4 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 4 . 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 40,259 : : Positions : : 28,365 30,425 8,504 5,043 2,033 153 2,091 0 591 276 43 : : : : Changes from: February 1, 2022 : : -1,942 -2,296 -1,151 -226 66 -55 -313 0 3 -26 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 75.6 21.1 12.5 5.0 0.4 5.2 0.0 1.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 12,182 : : Positions : : 6,862 10,327 4,062 559 280 0 740 0 0 0 0 : : : : Changes from: February 1, 2022 : : -357 -712 -370 -32 0 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 84.8 33.3 4.6 2.3 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 21,892 : : Positions : : 18,415 14,995 2,672 5,715 56 76 775 0 108 0 45 : : : : Changes from: February 1, 2022 : : -1,290 -1,365 -259 -361 -25 -135 -186 0 61 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 68.5 12.2 26.1 0.3 0.3 3.5 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 27,951 : : Positions : : 19,444 20,674 5,282 3,449 1,503 335 1,812 0 917 0 152 : : : : Changes from: February 1, 2022 : : -1,547 -784 -1,125 -1,274 190 243 -416 0 -81 -54 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 74.0 18.9 12.3 5.4 1.2 6.5 0.0 3.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 4 . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 21,874 : : Positions : : 13,770 16,188 2,722 761 1,975 2,740 1,491 0 450 835 10 : : : : Changes from: February 1, 2022 : : -1,543 -1,470 -318 -65 644 195 -216 0 -30 -13 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 74.0 12.4 3.5 9.0 12.5 6.8 0.0 2.1 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,090 : : Positions : : 5,374 14,273 7,563 0 743 493 0 2 853 0 40 : : : : Changes from: February 1, 2022 : : 0 0 -125 0 85 125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 94.6 50.1 0.0 4.9 3.3 0.0 0.0 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 16,291 : : Positions : : 6,073 16,279 9,479 0 0 0 0 0 705 0 12 : : : : Changes from: February 1, 2022 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 99.9 58.2 0.0 0.0 0.0 0.0 0.0 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,415 : : Positions : : 4,828 12,035 10,287 3,355 950 30 0 0 0 50 0 : : : : Changes from: February 1, 2022 : : 967 1,235 126 -220 195 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 73.3 62.7 20.4 5.8 0.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 5 . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 10,910 : : Positions : : 3,913 9,240 5,490 348 1,197 30 0 0 0 0 0 : : : : Changes from: February 1, 2022 : : 1,037 1,620 450 -190 200 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 84.7 50.3 3.2 11.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,011 : : Positions : : 17,400 15,386 23,305 28,420 2,155 0 50 0 2,970 0 0 : : : : Changes from: February 1, 2022 : : -1,050 -536 -150 -835 -60 0 -50 0 -190 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 33.4 50.7 61.8 4.7 0.0 0.1 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 49,086 : : Positions : : 18,100 15,076 26,010 32,120 1,890 0 0 0 2,905 0 0 : : : : Changes from: February 1, 2022 : : -1,110 -781 -390 -935 40 0 0 0 -185 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 30.7 53.0 65.4 3.9 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 94,161 : : Positions : : 66,987 71,673 12,272 15,780 5,551 608 0 90 7,400 385 578 : : : : Changes from: February 1, 2022 : : -6,438 30 -887 -610 180 -215 0 -10 6,129 -918 -499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 76.1 13.0 16.8 5.9 0.6 0.0 0.1 7.9 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 24 . 6 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 110,711 : : Positions : : 83,459 79,733 11,865 24,563 4,275 158 53 517 9,464 920 543 : : : : Changes from: February 1, 2022 : : -7,888 -166 5,429 4,534 -5,120 -444 -7 -128 6,896 -218 -622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 72.0 10.7 22.2 3.9 0.1 0.0 0.5 8.5 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 24 . 6 6 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 308,754 : : Positions : : 188,280 206,732 5,184 27,936 34,052 20,596 11,586 11,547 37,771 6,125 10,251 : : : : Changes from: February 1, 2022 : : -17,435 -17,159 3,851 1,774 -2,399 -1,077 2,906 -1,890 6,378 3,884 -4,845 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 67.0 1.7 9.0 11.0 6.7 3.8 3.7 12.2 2.0 3.3 : : : : Number of Traders in Each Category Total Traders: 90 : : 38 44 . 6 7 11 7 9 10 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 19,013 : : Positions : : 12,261 10,483 1,970 8,295 235 630 0 0 3,012 0 0 : : : : Changes from: February 1, 2022 : : 5,761 1,923 -5 5,750 -465 -80 0 0 2,497 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 55.1 10.4 43.6 1.2 3.3 0.0 0.0 15.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,128 : : Positions : : 10,747 8,847 2,185 7,141 140 80 0 0 2,316 0 0 : : : : Changes from: February 1, 2022 : : 5,600 2,180 5 4,701 -765 -30 0 0 1,801 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 54.9 13.5 44.3 0.9 0.5 0.0 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 42,185 : : Positions : : 35,155 32,310 0 7,105 625 3,655 0 325 830 875 605 : : : : Changes from: February 1, 2022 : : -1,685 -1,820 -400 135 -195 635 0 -260 265 525 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 76.6 0.0 16.8 1.5 8.7 0.0 0.8 2.0 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 26 0 4 . 4 0 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 38,357 : : Positions : : 26,115 20,606 2,238 1,850 5,871 580 3,070 925 1,680 5,155 860 : : : : Changes from: February 1, 2022 : : -1,661 -709 776 -40 -906 0 -50 0 -140 -230 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 53.7 5.8 4.8 15.3 1.5 8.0 2.4 4.4 13.4 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 32,987 : : Positions : : 16,407 20,894 7,331 1,242 6,435 1,630 4,115 0 1,150 100 0 : : : : Changes from: February 1, 2022 : : -1,850 -985 -225 -705 5 -85 -600 0 -250 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 63.3 22.2 3.8 19.5 4.9 12.5 0.0 3.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 85,518 : : Positions : : 58,203 62,118 21,127 17,385 1,234 0 700 0 720 0 0 : : : : Changes from: February 1, 2022 : : -1,918 -3,134 -1,252 -45 -70 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 72.6 24.7 20.3 1.4 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 69,838 : : Positions : : 46,532 47,985 16,656 15,649 1,224 0 0 0 495 0 0 : : : : Changes from: February 1, 2022 : : -901 -1,439 -956 -435 65 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.7 23.8 22.4 1.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 27,258 : : Positions : : 13,504 13,350 9,903 8,288 120 530 1,399 955 0 303 192 : : : : Changes from: February 1, 2022 : : 757 -324 -1,456 -543 -22 70 -35 -201 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 49.0 36.3 30.4 0.4 1.9 5.1 3.5 0.0 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 20,530 : : Positions : : 9,895 10,747 7,966 2,850 540 0 4,074 60 308 438 0 : : : : Changes from: February 1, 2022 : : 376 -60 -1,047 -320 120 0 -229 0 -28 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 52.3 38.8 13.9 2.6 0.0 19.8 0.3 1.5 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 95,100 : : Positions : : 33,135 40,919 32,028 31,811 4,282 9,640 825 0 0 1,013 0 : : : : Changes from: February 1, 2022 : : -1,305 -4,186 -1,577 -1,013 0 -2,370 -75 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 43.0 33.7 33.5 4.5 10.1 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 96,331 : : Positions : : 32,854 41,776 23,285 29,038 4,270 9,570 825 0 6,070 413 275 : : : : Changes from: February 1, 2022 : : -1,392 -4,361 -1,456 -730 -150 -2,270 -75 0 60 -11 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 43.4 24.2 30.1 4.4 9.9 0.9 0.0 6.3 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,679 : : Positions : : 13,744 9,355 5,531 360 1,299 0 9,080 200 275 1,270 0 : : : : Changes from: February 1, 2022 : : -521 -1,420 716 0 -491 0 1,760 0 -50 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 37.9 22.4 1.5 5.3 0.0 36.8 0.8 1.1 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,684 : : Positions : : 13,749 9,375 5,546 360 1,259 0 9,080 200 275 1,270 0 : : : : Changes from: February 1, 2022 : : -516 -1,440 691 0 -466 0 1,760 0 -50 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 38.0 22.5 1.5 5.1 0.0 36.8 0.8 1.1 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 27,793 : : Positions : : 18,425 10,910 195 14,360 816 2,335 25 0 4,340 0 520 : : : : Changes from: February 1, 2022 : : -835 -45 115 1,887 -290 -715 -25 0 3,252 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 39.3 0.7 51.7 2.9 8.4 0.1 0.0 15.6 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 22,110 : : Positions : : 13,478 9,915 381 9,693 1,295 2,385 0 25 3,364 0 520 : : : : Changes from: February 1, 2022 : : -478 240 188 1,322 -423 -690 0 -25 2,542 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 44.8 1.7 43.8 5.9 10.8 0.0 0.1 15.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 47,244 : : Positions : : 13,037 31,726 26,239 12,975 50 2,495 100 0 2,780 0 0 : : : : Changes from: February 1, 2022 : : -753 -3,558 -2,055 -240 0 -965 -25 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 67.2 55.5 27.5 0.1 5.3 0.2 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 50,532 : : Positions : : 11,697 30,801 29,864 10,920 300 3,430 100 0 2,780 6,000 0 : : : : Changes from: February 1, 2022 : : -902 -3,782 -2,050 -95 300 -900 -25 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 61.0 59.1 21.6 0.6 6.8 0.2 0.0 5.5 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 55,195 : : Positions : : 17,530 48,385 23,065 1,375 2,520 3,880 475 300 5,240 30 305 : : : : Changes from: February 1, 2022 : : -2,640 -1,920 1,680 250 95 -90 -25 0 -580 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 87.7 41.8 2.5 4.6 7.0 0.9 0.5 9.5 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 53,115 : : Positions : : 15,830 46,785 23,505 575 2,545 3,815 475 325 4,730 540 280 : : : : Changes from: February 1, 2022 : : -2,375 -915 2,280 -50 -10 -25 -25 -25 -410 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 88.1 44.3 1.1 4.8 7.2 0.9 0.6 8.9 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 55,745 : : Positions : : 21,610 33,865 5,180 8,970 6,300 16,735 0 0 305 1,100 1,175 : : : : Changes from: February 1, 2022 : : -2,740 -4,370 -135 -125 -250 -1,235 0 0 -430 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 60.7 9.3 16.1 11.3 30.0 0.0 0.0 0.5 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 4 . 6 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 55,215 : : Positions : : 21,430 33,355 5,910 9,230 6,255 16,635 0 0 0 1,335 990 : : : : Changes from: February 1, 2022 : : -2,785 -4,055 90 -140 -175 -1,210 0 0 -110 185 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 60.4 10.7 16.7 11.3 30.1 0.0 0.0 0.0 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . 5 4 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 52,884 : : Positions : : 29,812 32,555 3,095 10,577 659 8,425 1,890 505 4,630 1,075 400 : : : : Changes from: February 1, 2022 : : 79 6,045 13 -3,376 55 -425 115 -223 3,540 410 -525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 61.6 5.9 20.0 1.2 15.9 3.6 1.0 8.8 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 8 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 47,879 : : Positions : : 27,897 31,853 3,014 6,569 1,466 5,725 1,940 455 4,635 1,075 140 : : : : Changes from: February 1, 2022 : : 640 6,135 16 -3,440 785 -850 115 -223 3,620 600 -685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 66.5 6.3 13.7 3.1 12.0 4.1 1.0 9.7 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 8 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 220,547 : : Positions : : 114,042 103,448 34,224 10,770 12,445 0 20,335 3,147 2,576 16,309 349 : : : : Changes from: February 1, 2022 : : -11,437 -3,075 3,344 1,263 585 0 -12,052 3,102 809 6,560 -719 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 46.9 15.5 4.9 5.6 0.0 9.2 1.4 1.2 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 4 . 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 207,287 : : Positions : : 108,135 97,874 27,741 7,737 16,640 0 18,620 3,019 3,086 14,751 199 : : : : Changes from: February 1, 2022 : : -10,090 -3,203 4,519 4,045 -1,317 0 -11,540 2,779 659 5,766 -759 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 47.2 13.4 3.7 8.0 0.0 9.0 1.5 1.5 7.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 29 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 38,810 : : Positions : : 16,850 22,685 14,990 550 1,200 2,625 11,240 600 0 0 0 : : : : Changes from: February 1, 2022 : : -840 0 -660 0 -80 0 -1,500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 58.5 38.6 1.4 3.1 6.8 29.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,644 : : Positions : : 15,901 23,806 9,635 4,010 13,338 2,375 0 825 0 275 0 : : : : Changes from: February 1, 2022 : : -985 -1,378 737 87 -558 -1,075 0 775 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 48.0 19.4 8.1 26.9 4.8 0.0 1.7 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 5 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 47,745 : : Positions : : 12,935 24,270 13,005 3,625 11,220 2,035 0 1,350 0 275 0 : : : : Changes from: February 1, 2022 : : 220 -1,165 80 -60 -190 -1,535 0 735 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 50.8 27.2 7.6 23.5 4.3 0.0 2.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 17 5 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 39,571 : : Positions : : 18,485 22,360 5,770 3,165 5,670 4,075 3,450 12 275 0 0 : : : : Changes from: February 1, 2022 : : -1,995 -450 -705 -1,390 1,040 300 -625 -12 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 56.5 14.6 8.0 14.3 10.3 8.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 43,714 : : Positions : : 15,225 24,529 1,125 2,955 7,255 15,000 4,125 0 275 0 0 : : : : Changes from: February 1, 2022 : : -1,610 405 -260 -1,690 760 -550 -1,300 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 56.1 2.6 6.8 16.6 34.3 9.4 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 250,044 : : Positions : : 140,721 142,768 13,768 24,440 24,330 6,785 2,230 7,015 8,410 381 1,824 : : : : Changes from: February 1, 2022 : : -4,459 -6,071 -1,580 596 1,914 -1,282 270 -590 2,105 4 -1,129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 57.1 5.5 9.8 9.7 2.7 0.9 2.8 3.4 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . 4 7 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 194,957 : : Positions : : 99,691 116,704 8,811 9,052 22,315 2,665 3,035 7,573 18,420 901 120 : : : : Changes from: February 1, 2022 : : -1,462 -918 -655 -1,683 2,392 -5 1,105 -1,698 600 -11 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 59.9 4.5 4.6 11.4 1.4 1.6 3.9 9.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 4 . 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 25,740 : : Positions : : 16,900 425 3,780 19,855 2,115 25 510 0 385 0 105 : : : : Changes from: February 1, 2022 : : -1,130 -85 -205 -1,170 0 -25 -165 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 1.7 14.7 77.1 8.2 0.1 2.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 8, 2022 : 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 25,535 : : Positions : : 16,395 420 4,380 19,250 2,115 25 510 0 0 320 240 : : : : Changes from: February 1, 2022 : : -1,135 -95 -210 -1,170 0 -25 -165 0 0 60 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 1.6 17.2 75.4 8.3 0.1 2.0 0.0 0.0 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 11, 2022