Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 17,417 : : Positions : : 14,317 14,189 333 890 1,547 0 0 0 524 0 60 : : : : Changes from: December 21, 2021 : : 41 29 0 0 -5 0 0 0 4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 81.5 1.9 5.1 8.9 0.0 0.0 0.0 3.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 35,029 : : Positions : : 26,782 30,223 2,911 371 2,763 631 114 694 900 558 300 : : : : Changes from: December 21, 2021 : : 64 24 -12 0 0 -30 -50 75 -25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 86.3 8.3 1.1 7.9 1.8 0.3 2.0 2.6 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 27,299 : : Positions : : 23,987 21,116 90 3,350 1,365 241 470 331 700 145 460 : : : : Changes from: December 21, 2021 : : 105 210 -25 100 -80 205 -25 -170 -75 -75 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 77.4 0.3 12.3 5.0 0.9 1.7 1.2 2.6 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 200,588 : : Positions : : 115,649 150,195 3,694 16,667 29,558 25,694 0 382 21,619 692 2,889 : : : : Changes from: December 21, 2021 : : -2,684 2,316 512 -852 3,820 2,678 0 -93 1,498 253 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 74.9 1.8 8.3 14.7 12.8 0.0 0.2 10.8 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 31 31 . 5 8 8 0 . 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 64,683 : : Positions : : 58,578 41,921 1,801 8,369 2,692 75 8,456 106 0 1,961 1,070 : : : : Changes from: December 21, 2021 : : 440 27 -2 -110 146 0 646 -25 0 -110 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 64.8 2.8 12.9 4.2 0.1 13.1 0.2 0.0 3.0 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 28, 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 41,638 : : Positions : : 37,786 31,464 1,242 3,447 1,725 200 676 50 0 3,667 405 : : : : Changes from: December 21, 2021 : : -63 211 0 -300 125 -100 -24 50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 75.6 3.0 8.3 4.1 0.5 1.6 0.1 0.0 8.8 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 45,402 : : Positions : : 25,696 17,355 3,425 15,724 5,442 10,190 226 0 25 6,186 157 : : : : Changes from: December 21, 2021 : : -263 5 -195 -478 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 38.2 7.5 34.6 12.0 22.4 0.5 0.0 0.1 13.6 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 22 5 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 53,366 : : Positions : : 39,008 19,867 1,573 21,568 5,637 5,308 66 600 256 5,073 482 : : : : Changes from: December 21, 2021 : : -783 -223 -50 -470 169 0 -100 0 65 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 37.2 2.9 40.4 10.6 9.9 0.1 1.1 0.5 9.5 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 20 . 6 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,082 : : Positions : : 38,860 27,852 26,538 32,626 857 0 0 0 423 5,525 1,122 : : : : Changes from: December 21, 2021 : : 256 28 -80 163 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 40.9 39.0 47.9 1.3 0.0 0.0 0.0 0.6 8.1 1.6 : : : : 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 28, 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 86,687 : : Positions : : 51,640 28,306 31,480 49,599 1,327 0 0 0 857 6,423 1,007 : : : : Changes from: December 21, 2021 : : 449 20 0 445 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 32.7 36.3 57.2 1.5 0.0 0.0 0.0 1.0 7.4 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 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,471 : : Positions : : 19,997 27,769 8,158 0 1,253 0 0 0 13 75 20 : : : : Changes from: December 21, 2021 : : 195 353 158 0 -16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 94.2 27.7 0.0 4.3 0.0 0.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 5 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 38,560 : : Positions : : 31,358 24,843 2,622 7,909 4,308 100 1,500 0 50 0 0 : : : : Changes from: December 21, 2021 : : 1,930 230 -198 0 98 0 1,500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 64.4 6.8 20.5 11.2 0.3 3.9 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 33,432 : : Positions : : 24,267 24,307 5,340 3,150 3,065 0 700 0 500 2,195 15 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 72.7 16.0 9.4 9.2 0.0 2.1 0.0 1.5 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 30,578 : : Positions : : 23,007 22,842 3,399 3,465 3,401 0 600 0 500 50 0 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 74.7 11.1 11.3 11.1 0.0 2.0 0.0 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 132,628 : : Positions : : 75,999 79,810 19,115 11,737 23,377 5,039 2,538 3,559 2,120 8,699 2,758 : : : : Changes from: December 21, 2021 : : 1,092 -1,290 -729 323 -343 -1,195 128 49 0 -1 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 60.2 14.4 8.8 17.6 3.8 1.9 2.7 1.6 6.6 2.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 31 . . 5 8 . 4 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 42,686 : : Positions : : 18,916 24,683 17,342 5,959 5,693 0 4,562 539 0 1,250 0 : : : : Changes from: December 21, 2021 : : -1,048 462 0 -250 0 0 -1,260 24 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 57.8 40.6 14.0 13.3 0.0 10.7 1.3 0.0 2.9 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 28, 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 37,749 : : Positions : : 17,423 24,210 12,494 3,021 6,204 1,125 2,907 307 0 1,100 0 : : : : Changes from: December 21, 2021 : : -922 588 0 -250 0 1,125 -135 -1,125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 64.1 33.1 8.0 16.4 3.0 7.7 0.8 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 28, 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 75,948 : : Positions : : 42,057 49,524 12,648 7,665 15,008 575 1,125 343 3,970 650 790 : : : : Changes from: December 21, 2021 : : 1,028 -1,670 -838 612 -86 -135 1,125 -1,125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 65.2 16.7 10.1 19.8 0.8 1.5 0.5 5.2 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 36,420 : : Positions : : 24,834 34,594 10,011 50 1,203 50 199 0 0 0 0 : : : : Changes from: December 21, 2021 : : 163 383 220 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 95.0 27.5 0.1 3.3 0.1 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 5 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 46,691 : : Positions : : 37,974 34,455 3,699 7,506 4,259 462 470 0 0 0 0 : : : : Changes from: December 21, 2021 : : 624 0 -209 -50 304 -85 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 73.8 7.9 16.1 9.1 1.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 47,129 : : Positions : : 29,897 40,940 12,804 4,907 1,072 0 0 0 2,756 0 25 : : : : Changes from: December 21, 2021 : : 470 -6 240 720 0 0 0 0 4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 86.9 27.2 10.4 2.3 0.0 0.0 0.0 5.8 0.0 0.1 : : : : 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 28, 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 52,480 : : Positions : : 34,994 41,207 11,937 8,627 1,915 0 384 0 3,052 0 167 : : : : Changes from: December 21, 2021 : : 800 220 290 990 -30 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 78.5 22.7 16.4 3.6 0.0 0.7 0.0 5.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 79,481 : : Positions : : 63,634 70,279 13,151 7,359 886 0 72 29 734 154 670 : : : : Changes from: December 21, 2021 : : -56 -52 -30 -10 64 0 -15 0 8 -3 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 88.4 16.5 9.3 1.1 0.0 0.1 0.0 0.9 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 24 6 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 106,872 : : Positions : : 87,413 92,254 14,574 10,677 1,129 875 585 0 1,017 796 1,153 : : : : Changes from: December 21, 2021 : : -763 -708 160 61 -274 -74 -177 -6 -127 -40 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.3 13.6 10.0 1.1 0.8 0.5 0.0 1.0 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 28 6 . . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 55,651 : : Positions : : 42,134 52,723 10,640 350 852 478 275 307 432 725 400 : : : : Changes from: December 21, 2021 : : -75 -150 0 0 0 75 75 -75 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 94.7 19.1 0.6 1.5 0.9 0.5 0.6 0.8 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 45,763 : : Positions : : 32,951 43,648 11,506 410 550 0 200 0 330 670 285 : : : : Changes from: December 21, 2021 : : -75 -150 0 0 0 0 150 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 95.4 25.1 0.9 1.2 0.0 0.4 0.0 0.7 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 39,372 : : Positions : : 26,172 29,167 4,224 981 8,344 0 100 0 0 710 0 : : : : Changes from: December 21, 2021 : : -765 61 730 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 74.1 10.7 2.5 21.2 0.0 0.3 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 6 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 43,572 : : Positions : : 29,832 33,866 10,479 4,327 2,119 294 2,481 0 589 535 40 : : : : Changes from: December 21, 2021 : : -616 204 890 -110 110 0 0 0 -120 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 77.7 24.0 9.9 4.9 0.7 5.7 0.0 1.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 6 . 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 14,143 : : Positions : : 7,898 11,949 5,032 642 288 0 935 0 0 40 0 : : : : Changes from: December 21, 2021 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 84.5 35.6 4.5 2.0 0.0 6.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 13,441 : : Positions : : 8,201 8,873 3,720 986 615 0 2,870 0 0 35 0 : : : : Changes from: December 21, 2021 : : 148 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 66.0 27.7 7.3 4.6 0.0 21.4 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 24,708 : : Positions : : 20,820 17,082 2,560 6,299 95 210 952 0 64 42 126 : : : : Changes from: December 21, 2021 : : -390 -410 0 0 0 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.1 10.4 25.5 0.4 0.8 3.9 0.0 0.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 15 . 4 . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 15,080 : : Positions : : 12,727 13,027 1,520 1,767 152 0 0 0 140 0 20 : : : : Changes from: December 21, 2021 : : 4 214 0 0 0 0 0 0 -4 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 86.4 10.1 11.7 1.0 0.0 0.0 0.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 31,948 : : Positions : : 20,257 21,363 7,071 5,700 1,682 1,128 2,587 5 1,250 53 153 : : : : Changes from: December 21, 2021 : : -302 -267 74 -5 -30 62 130 0 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 66.9 22.1 17.8 5.3 3.5 8.1 0.0 3.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 18 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 23,206 : : Positions : : 14,494 17,302 2,515 1,014 2,353 2,870 1,741 10 572 248 176 : : : : Changes from: December 21, 2021 : : -18 -10 72 -25 -16 0 0 0 0 -7 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 74.6 10.8 4.4 10.1 12.4 7.5 0.0 2.5 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 14,927 : : Positions : : 5,580 14,572 7,827 0 162 175 0 102 925 0 57 : : : : Changes from: December 21, 2021 : : 120 95 0 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 97.6 52.4 0.0 1.1 1.2 0.0 0.7 6.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 17,535 : : Positions : : 6,356 17,488 10,335 0 0 50 0 0 711 0 47 : : : : Changes from: December 21, 2021 : : 205 230 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 99.7 58.9 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 28, 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 15,781 : : Positions : : 3,978 10,896 10,339 3,735 1,050 65 0 0 75 0 100 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 69.0 65.5 23.7 6.7 0.4 0.0 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 5 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 8,792 : : Positions : : 2,975 6,461 4,170 780 1,346 65 0 0 25 160 45 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 73.5 47.4 8.9 15.3 0.7 0.0 0.0 0.3 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 12 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 47,805 : : Positions : : 18,952 16,690 22,670 28,620 2,240 600 105 0 3,035 25 125 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 34.9 47.4 59.9 4.7 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 28, 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 50,775 : : Positions : : 20,112 16,325 25,560 32,420 1,880 0 0 0 2,920 25 120 : : : : Changes from: December 21, 2021 : : 0 0 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 32.2 50.3 63.9 3.7 0.0 0.0 0.0 5.8 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 28, 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 95,711 : : Positions : : 72,713 68,939 15,055 19,377 4,428 325 0 555 1,188 1,262 1,070 : : : : Changes from: December 21, 2021 : : 622 193 -135 700 -60 45 -105 105 195 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 72.0 15.7 20.2 4.6 0.3 0.0 0.6 1.2 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 24 4 5 6 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 111,238 : : Positions : : 88,838 76,566 7,774 21,866 9,770 671 452 413 2,495 934 1,124 : : : : Changes from: December 21, 2021 : : 590 -471 0 1,491 -1,106 90 -152 212 115 25 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 68.8 7.0 19.7 8.8 0.6 0.4 0.4 2.2 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 25 . 7 6 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 589,971 : : Positions : : 366,420 411,189 16,107 18,756 84,635 31,037 4,497 33,757 21,657 868 33,520 : : : : Changes from: December 21, 2021 : : -270,063 -275,178 -2,537 4,103 -54,926 -1,002 -344 -36,874 2,306 5 -33,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 69.7 2.7 3.2 14.3 5.3 0.8 5.7 3.7 0.1 5.7 : : : : Number of Traders in Each Category Total Traders: 92 : : 41 42 . 5 8 14 4 11 15 5 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 12,180 : : Positions : : 6,780 8,910 1,910 2,255 925 810 0 0 675 0 0 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 73.2 15.7 18.5 7.6 6.7 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 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 10,597 : : Positions : : 5,762 7,237 2,005 1,490 1,180 160 600 0 675 0 0 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 68.3 18.9 14.1 11.1 1.5 5.7 0.0 6.4 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 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 37,743 : : Positions : : 25,595 18,403 1,167 3,052 7,033 700 3,615 400 1,800 4,310 910 : : : : Changes from: December 21, 2021 : : -100 125 235 -90 -110 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 48.8 3.1 8.1 18.6 1.9 9.6 1.1 4.8 11.4 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 38,233 : : Positions : : 20,328 23,876 8,540 2,480 6,282 1,670 4,715 0 1,175 465 235 : : : : Changes from: December 21, 2021 : : -610 -610 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 62.4 22.3 6.5 16.4 4.4 12.3 0.0 3.1 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 89,418 : : Positions : : 60,611 65,995 21,658 16,017 1,279 0 1,026 281 865 0 0 : : : : Changes from: December 21, 2021 : : -30 170 80 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 73.8 24.2 17.9 1.4 0.0 1.1 0.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 72,782 : : Positions : : 48,726 50,534 16,850 15,101 1,189 0 533 50 620 0 0 : : : : Changes from: December 21, 2021 : : -50 80 -40 -170 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 69.4 23.2 20.7 1.6 0.0 0.7 0.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 21,657 : : Positions : : 6,377 14,153 9,700 1,455 1,357 400 230 120 0 0 0 : : : : Changes from: December 21, 2021 : : 100 50 -50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 65.4 44.8 6.7 6.3 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 28, 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 28,983 : : Positions : : 15,014 14,070 9,433 9,026 661 820 1,444 1,006 0 607 252 : : : : Changes from: December 21, 2021 : : -740 40 565 0 -200 -75 -290 155 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 48.5 32.5 31.1 2.3 2.8 5.0 3.5 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 20,637 : : Positions : : 10,632 10,040 7,716 3,210 346 25 4,662 236 281 513 55 : : : : Changes from: December 21, 2021 : : -300 120 445 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 48.7 37.4 15.6 1.7 0.1 22.6 1.1 1.4 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 17,816 : : Positions : : 12,995 7,479 1,375 1,928 845 0 5,301 0 0 0 0 : : : : Changes from: December 21, 2021 : : 245 -55 -300 0 26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 42.0 7.7 10.8 4.7 0.0 29.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,101 : : Positions : : 11,865 7,731 5,715 4,880 373 150 5,295 0 0 60 50 : : : : Changes from: December 21, 2021 : : -100 0 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 38.5 28.4 24.3 1.9 0.7 26.3 0.0 0.0 0.3 0.2 : : : : 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 28, 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 101,768 : : Positions : : 33,692 46,237 33,608 32,169 3,450 13,160 950 0 0 899 184 : : : : Changes from: December 21, 2021 : : 120 155 0 -160 0 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 45.4 33.0 31.6 3.4 12.9 0.9 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 103,573 : : Positions : : 33,401 47,352 25,376 29,123 4,145 13,135 950 0 6,000 459 355 : : : : Changes from: December 21, 2021 : : 20 -45 -100 -160 120 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 45.7 24.5 28.1 4.0 12.7 0.9 0.0 5.8 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 22,726 : : Positions : : 15,331 7,595 1,719 0 2,101 0 7,975 200 420 1,680 0 : : : : Changes from: December 21, 2021 : : 100 100 30 0 -30 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 33.4 7.6 0.0 9.2 0.0 35.1 0.9 1.8 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 22,701 : : Positions : : 15,331 7,635 1,734 0 2,061 0 7,975 200 420 1,655 0 : : : : Changes from: December 21, 2021 : : 100 100 30 0 -30 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 33.6 7.6 0.0 9.1 0.0 35.1 0.9 1.9 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 7 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 23,510 : : Positions : : 15,386 9,230 80 11,032 1,010 3,820 50 0 1,026 0 841 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 39.3 0.3 46.9 4.3 16.2 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 28, 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 19,964 : : Positions : : 11,955 8,125 180 8,584 1,483 3,845 0 50 729 0 866 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 40.7 0.9 43.0 7.4 19.3 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 28, 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 54,469 : : Positions : : 14,130 38,140 29,615 13,575 50 4,635 95 30 3,440 0 0 : : : : Changes from: December 21, 2021 : : 20 1,435 130 -480 0 755 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 70.0 54.4 24.9 0.1 8.5 0.2 0.1 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 56,909 : : Positions : : 12,749 37,104 33,740 11,330 0 4,685 95 30 3,365 6,000 0 : : : : Changes from: December 21, 2021 : : 35 1,270 70 -360 0 755 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 65.2 59.3 19.9 0.0 8.2 0.2 0.1 5.9 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 13 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 60,493 : : Positions : : 20,863 52,398 22,920 780 2,715 4,360 525 300 6,275 1,320 335 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 86.6 37.9 1.3 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 28, 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 58,217 : : Positions : : 18,622 49,192 23,280 310 3,135 4,060 525 380 5,615 2,520 210 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 84.5 40.0 0.5 5.4 7.0 0.9 0.7 9.6 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 28, 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 65,660 : : Positions : : 28,085 40,715 3,415 8,595 7,950 18,390 0 30 1,065 1,775 1,225 : : : : Changes from: December 21, 2021 : : 50 0 0 50 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 62.0 5.2 13.1 12.1 28.0 0.0 0.0 1.6 2.7 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 28, 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 64,390 : : Positions : : 27,485 39,475 4,235 8,970 7,210 18,190 0 30 355 1,775 1,225 : : : : Changes from: December 21, 2021 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 61.3 6.6 13.9 11.2 28.2 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 28, 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 49,856 : : Positions : : 28,170 27,115 3,768 13,357 347 9,505 1,470 1,081 1,090 730 975 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 54.4 7.6 26.8 0.7 19.1 2.9 2.2 2.2 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 44,252 : : Positions : : 25,351 26,463 3,730 8,840 910 6,955 1,470 1,081 785 250 1,100 : : : : Changes from: December 21, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.8 8.4 20.0 2.1 15.7 3.3 2.4 1.8 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 214,633 : : Positions : : 118,283 98,272 31,213 8,072 7,244 0 35,988 0 3,277 10,491 783 : : : : Changes from: December 21, 2021 : : 310 -255 -245 -10 -365 0 190 0 -18 122 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 45.8 14.5 3.8 3.4 0.0 16.8 0.0 1.5 4.9 0.4 : : : : 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 28, 2021 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 202,198 : : Positions : : 112,089 93,865 23,892 3,560 11,871 30 33,495 210 4,527 9,668 719 : : : : Changes from: December 21, 2021 : : 165 -425 -295 -60 -20 -25 140 70 -18 172 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 46.4 11.8 1.8 5.9 0.0 16.6 0.1 2.2 4.8 0.4 : : : : 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 28, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 39,690 : : Positions : : 17,730 18,190 16,190 535 725 2,425 17,790 650 0 0 0 : : : : Changes from: December 21, 2021 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 45.8 40.8 1.3 1.8 6.1 44.8 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 49,058 : : Positions : : 16,943 27,887 12,243 4,038 10,300 2,910 0 140 0 432 10 : : : : Changes from: December 21, 2021 : : 0 -75 -25 0 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 56.8 25.0 8.2 21.0 5.9 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 28, 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 46,568 : : Positions : : 11,245 27,315 15,640 2,910 8,618 2,930 0 695 0 390 10 : : : : Changes from: December 21, 2021 : : -150 0 50 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 58.7 33.6 6.2 18.5 6.3 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 28, 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 42,462 : : Positions : : 21,480 23,375 6,215 3,705 5,820 2,825 4,255 24 415 0 0 : : : : Changes from: December 21, 2021 : : 750 -90 -140 100 -5 -600 0 24 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 55.0 14.6 8.7 13.7 6.7 10.0 0.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 47,034 : : Positions : : 16,935 24,649 1,675 3,980 7,395 15,320 5,715 0 415 0 0 : : : : Changes from: December 21, 2021 : : 335 -480 -180 100 80 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 52.4 3.6 8.5 15.7 32.6 12.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 257,412 : : Positions : : 149,052 152,925 20,305 31,926 16,426 16,464 260 6,457 1,472 2,182 2,281 : : : : Changes from: December 21, 2021 : : -5,672 -957 -1,230 1,330 -8,558 7,275 50 -500 110 60 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 59.4 7.9 12.4 6.4 6.4 0.1 2.5 0.6 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 26 4 . 7 4 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 200,610 : : Positions : : 109,214 116,264 10,056 19,054 16,282 5,740 50 12,401 10,750 607 225 : : : : Changes from: December 21, 2021 : : -1,730 2,440 -1,000 870 -166 2,360 -3,410 3,111 160 -110 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 58.0 5.0 9.5 8.1 2.9 0.0 6.2 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 28, 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 21, 2021 : : 0 0 0 0 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 28, 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 21, 2021 : : 0 0 0 0 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 January 03, 2022