Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 33,986 : : Positions : : 25,705 29,170 2,673 0 2,605 1,350 708 570 730 631 302 : : : : Changes from: January 4, 2022 : : 320 210 -295 -418 -35 410 450 -105 -195 -2 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 85.8 7.9 0.0 7.7 4.0 2.1 1.7 2.1 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 26,195 : : Positions : : 23,008 20,141 0 3,179 1,035 0 603 537 775 120 460 : : : : Changes from: January 4, 2022 : : -225 -100 0 -125 0 -117 8 142 75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 76.9 0.0 12.1 4.0 0.0 2.3 2.1 3.0 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 199,816 : : Positions : : 114,471 150,408 6,408 16,589 28,035 22,403 0 333 23,583 1,581 2,696 : : : : Changes from: January 4, 2022 : : -2,823 -5,465 2,093 1,893 -3,686 -3,752 0 -53 1,304 597 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 75.3 3.2 8.3 14.0 11.2 0.0 0.2 11.8 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 31 . 5 8 7 0 . 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 63,443 : : Positions : : 57,938 38,707 1,891 8,889 1,974 0 10,403 309 0 2,078 1,037 : : : : Changes from: January 4, 2022 : : -2,401 -2,451 92 60 -719 0 58 203 0 29 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 61.0 3.0 14.0 3.1 0.0 16.4 0.5 0.0 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 20 . . . 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 40,048 : : Positions : : 35,972 29,561 1,158 2,937 1,910 0 721 355 0 3,937 423 : : : : Changes from: January 4, 2022 : : -2,398 -2,427 6 -50 -10 0 95 80 0 -10 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 73.8 2.9 7.3 4.8 0.0 1.8 0.9 0.0 9.8 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 42,562 : : Positions : : 23,234 16,563 3,142 14,367 5,376 10,140 228 0 0 5,348 227 : : : : Changes from: January 4, 2022 : : -2,408 -638 -169 -1,357 -129 -50 2 0 -25 -895 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 38.9 7.4 33.8 12.6 23.8 0.5 0.0 0.0 12.6 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 5 . 7 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 50,058 : : Positions : : 36,421 18,610 1,484 19,837 5,645 4,963 76 600 103 4,673 345 : : : : Changes from: January 4, 2022 : : -2,405 -786 12 -1,645 -63 -350 0 0 -97 -587 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 37.2 3.0 39.6 11.3 9.9 0.2 1.2 0.2 9.3 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 66,825 : : Positions : : 37,451 26,507 27,142 31,982 789 0 0 0 419 6,433 674 : : : : Changes from: January 4, 2022 : : -1,419 -1,076 651 -746 -68 0 0 0 -4 965 -505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 39.7 40.6 47.9 1.2 0.0 0.0 0.0 0.6 9.6 1.0 : : : : 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 January 11, 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 84,897 : : Positions : : 49,600 27,165 31,705 48,523 1,242 0 30 0 1,142 7,382 548 : : : : Changes from: January 4, 2022 : : -2,171 -971 290 -1,308 -85 0 0 0 105 1,027 -527 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 32.0 37.3 57.2 1.5 0.0 0.0 0.0 1.3 8.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 4 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 27,378 : : Positions : : 17,980 26,034 8,422 0 926 0 0 0 0 75 0 : : : : Changes from: January 4, 2022 : : -2,031 -1,789 244 0 -357 0 0 0 -13 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 95.1 30.8 0.0 3.4 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 37,817 : : Positions : : 30,118 23,988 3,357 8,193 4,136 100 1,500 0 0 0 0 : : : : Changes from: January 4, 2022 : : -1,240 -800 810 304 -227 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 63.4 8.9 21.7 10.9 0.3 4.0 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 January 11, 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 30,803 : : Positions : : 22,448 21,348 3,750 2,760 3,855 0 600 0 500 2,230 10 : : : : Changes from: January 4, 2022 : : -1,819 -2,959 -1,590 -390 790 0 -100 0 0 35 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 69.3 12.2 9.0 12.5 0.0 1.9 0.0 1.6 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 123,215 : : Positions : : 71,205 77,567 17,740 7,677 21,460 4,246 2,038 3,637 1,941 8,336 2,350 : : : : Changes from: January 4, 2022 : : -4,949 -2,421 -2,305 -4,066 87 -511 -665 249 226 -393 -558 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 63.0 14.4 6.2 17.4 3.4 1.7 3.0 1.6 6.8 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 31 . . 5 7 . 4 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 34,857 : : Positions : : 31,023 20,538 1,199 11,101 1,862 0 0 0 0 1,200 0 : : : : Changes from: January 4, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 58.9 3.4 31.8 5.3 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 32,553 : : Positions : : 27,159 19,954 2,724 9,346 1,897 0 0 0 0 1,200 0 : : : : Changes from: January 4, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 61.3 8.4 28.7 5.8 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 40,839 : : Positions : : 16,849 23,799 18,145 6,290 5,210 0 4,351 439 0 750 0 : : : : Changes from: January 4, 2022 : : -2,112 -869 863 331 -483 0 -211 -100 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 58.3 44.4 15.4 12.8 0.0 10.7 1.1 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 35,444 : : Positions : : 15,238 22,973 13,232 3,562 5,571 1,136 2,907 71 0 0 0 : : : : Changes from: January 4, 2022 : : -2,185 -1,237 738 541 -633 11 0 -236 0 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 64.8 37.3 10.0 15.7 3.2 8.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 70,912 : : Positions : : 39,102 46,951 10,681 4,654 16,176 575 1,136 107 3,875 1,175 30 : : : : Changes from: January 4, 2022 : : -3,670 -3,418 -1,967 -2,701 858 0 11 -236 -95 525 -760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 66.2 15.1 6.6 22.8 0.8 1.6 0.2 5.5 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 33,746 : : Positions : : 22,587 32,236 9,631 50 1,086 50 0 0 0 0 0 : : : : Changes from: January 4, 2022 : : -2,377 -2,253 -135 0 -227 0 -199 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 95.5 28.5 0.1 3.2 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 5 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 46,322 : : Positions : : 37,636 33,727 3,949 7,950 4,151 425 465 0 0 0 0 : : : : Changes from: January 4, 2022 : : -507 -929 189 424 37 -37 -5 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 72.8 8.5 17.2 9.0 0.9 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 43,861 : : Positions : : 27,282 37,627 12,410 5,272 697 180 0 0 2,618 0 25 : : : : Changes from: January 4, 2022 : : -2,672 -3,917 -749 365 -375 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 85.8 28.3 12.0 1.6 0.4 0.0 0.0 6.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 12 . 5 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 49,008 : : Positions : : 33,008 37,779 11,006 8,954 1,588 0 340 0 2,883 0 167 : : : : Changes from: January 4, 2022 : : -2,386 -3,888 -986 345 -345 0 -64 0 -181 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 77.1 22.5 18.3 3.2 0.0 0.7 0.0 5.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 75,072 : : Positions : : 60,867 65,713 12,228 7,533 585 0 32 24 377 430 605 : : : : Changes from: January 4, 2022 : : -3,443 -4,904 -812 299 -373 0 -25 0 -356 -103 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 87.5 16.3 10.0 0.8 0.0 0.0 0.0 0.5 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 97,206 : : Positions : : 78,996 83,481 13,953 10,853 654 1,000 579 0 1,044 429 915 : : : : Changes from: January 4, 2022 : : -4,984 -5,353 -692 401 -264 100 -51 0 123 -346 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 85.9 14.4 11.2 0.7 1.0 0.6 0.0 1.1 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 25 5 . . . . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 51,918 : : Positions : : 39,294 49,123 10,009 600 595 804 550 126 177 400 505 : : : : Changes from: January 4, 2022 : : -2,590 -3,425 -881 250 -257 226 100 -131 -155 -325 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 94.6 19.3 1.2 1.1 1.5 1.1 0.2 0.3 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 43,768 : : Positions : : 32,166 42,183 10,321 600 360 0 150 0 585 270 195 : : : : Changes from: January 4, 2022 : : -920 -1,360 -960 190 -190 0 -50 0 270 -400 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 96.4 23.6 1.4 0.8 0.0 0.3 0.0 1.3 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 39,311 : : Positions : : 27,174 28,844 4,204 2,025 7,241 0 280 0 0 846 0 : : : : Changes from: January 4, 2022 : : -643 -486 365 289 -683 0 0 0 0 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 73.4 10.7 5.2 18.4 0.0 0.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 4 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 40,310 : : Positions : : 28,223 30,778 9,170 4,157 1,962 140 2,416 0 572 503 50 : : : : Changes from: January 4, 2022 : : -2,366 -2,590 -319 -342 -131 -149 -70 0 -7 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 76.4 22.7 10.3 4.9 0.3 6.0 0.0 1.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 6 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 12,944 : : Positions : : 7,219 11,021 4,427 591 280 0 780 0 0 0 0 : : : : Changes from: January 4, 2022 : : -615 -905 -605 -65 0 0 -155 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 85.1 34.2 4.6 2.2 0.0 6.0 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 January 11, 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 23,379 : : Positions : : 19,623 15,781 2,520 6,123 90 295 952 0 0 42 55 : : : : Changes from: January 4, 2022 : : -1,131 -1,359 -40 -270 -5 25 0 0 -59 0 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 67.5 10.8 26.2 0.4 1.3 4.1 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . 4 . . 4 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 29,113 : : Positions : : 19,578 20,586 6,303 4,243 1,649 102 2,222 0 983 55 0 : : : : Changes from: January 4, 2022 : : -1,300 -869 -686 -1,384 -35 -141 -323 -5 -268 -23 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 70.7 21.7 14.6 5.7 0.4 7.6 0.0 3.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 16 4 . 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 22,555 : : Positions : : 14,539 17,399 3,242 621 1,563 2,545 1,692 0 480 762 10 : : : : Changes from: January 4, 2022 : : -465 -56 794 -278 -816 0 -104 -15 -92 514 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 77.1 14.4 2.8 6.9 11.3 7.5 0.0 2.1 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 14,264 : : Positions : : 5,310 14,006 7,770 0 42 23 0 102 846 0 79 : : : : Changes from: January 4, 2022 : : 180 58 -22 0 0 -75 0 0 -22 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 98.2 54.5 0.0 0.3 0.2 0.0 0.7 5.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 16,690 : : Positions : : 6,031 16,640 9,957 0 0 0 0 0 630 2 48 : : : : Changes from: January 4, 2022 : : 0 -3 0 0 0 0 0 0 -1 2 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 99.7 59.7 0.0 0.0 0.0 0.0 0.0 3.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 14,560 : : Positions : : 3,681 9,950 9,621 3,575 935 60 0 0 0 0 0 : : : : Changes from: January 4, 2022 : : -260 -741 -718 40 -115 -5 0 0 -75 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 68.3 66.1 24.6 6.4 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 7,651 : : Positions : : 2,696 5,600 3,412 570 1,276 60 0 0 0 0 0 : : : : Changes from: January 4, 2022 : : -245 -656 -758 -10 -70 -5 0 0 -25 -160 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 73.2 44.6 7.5 16.7 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,367 : : Positions : : 18,460 15,897 22,340 28,175 2,195 0 100 0 3,160 0 0 : : : : Changes from: January 4, 2022 : : -792 -338 -330 -445 -45 0 -5 0 125 -25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 34.3 48.2 60.8 4.7 0.0 0.2 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 49,582 : : Positions : : 19,270 15,757 25,210 31,975 1,850 0 0 0 3,040 0 0 : : : : Changes from: January 4, 2022 : : -792 -363 -350 -445 -30 0 0 0 120 -25 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 31.8 50.8 64.5 3.7 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 91,209 : : Positions : : 69,503 65,115 13,440 18,916 4,577 564 0 100 1,406 1,374 1,002 : : : : Changes from: January 4, 2022 : : -3,161 -2,341 -366 -50 -156 -11 0 -120 13 53 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 71.4 14.7 20.7 5.0 0.6 0.0 0.1 1.5 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 22 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 108,372 : : Positions : : 88,076 73,215 6,561 23,337 8,919 289 182 523 2,641 1,080 1,015 : : : : Changes from: January 4, 2022 : : -1,020 -1,651 -474 1,415 -680 -317 -60 -95 -50 130 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 67.6 6.1 21.5 8.2 0.3 0.2 0.5 2.4 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 29 24 . 7 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 314,548 : : Positions : : 208,406 216,330 6,769 26,815 29,965 19,539 5,976 12,882 15,170 1,116 21,113 : : : : Changes from: January 4, 2022 : : -8,237 -2,544 635 570 -2,727 -868 149 462 4,858 -32 -3,187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 68.8 2.2 8.5 9.5 6.2 1.9 4.1 4.8 0.4 6.7 : : : : Number of Traders in Each Category Total Traders: 89 : : 40 41 . 5 7 12 5 12 14 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 11,410 : : Positions : : 6,300 8,470 1,890 1,900 950 710 0 0 515 0 0 : : : : Changes from: January 4, 2022 : : -295 -350 -20 -355 25 -100 0 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 74.2 16.6 16.7 8.3 6.2 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 9,832 : : Positions : : 5,192 6,822 2,060 1,760 1,160 110 0 0 515 0 0 : : : : Changes from: January 4, 2022 : : -345 -325 55 -330 -20 -50 0 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 69.4 21.0 17.9 11.8 1.1 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 35,180 : : Positions : : 30,520 28,330 575 5,810 190 2,985 0 175 155 175 25 : : : : Changes from: January 4, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 80.5 1.6 16.5 0.5 8.5 0.0 0.5 0.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 36,743 : : Positions : : 24,225 18,608 1,250 1,830 7,000 700 3,415 700 1,800 4,260 910 : : : : Changes from: January 4, 2022 : : -1,925 -525 83 -1,247 -33 0 0 100 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 50.6 3.4 5.0 19.1 1.9 9.3 1.9 4.9 11.6 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 35,595 : : Positions : : 18,439 21,535 7,620 2,535 6,405 1,720 4,715 0 1,400 225 0 : : : : Changes from: January 4, 2022 : : -1,889 -2,341 -920 55 123 50 0 0 225 -240 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 60.5 21.4 7.1 18.0 4.8 13.2 0.0 3.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 85,023 : : Positions : : 57,525 62,979 20,989 15,492 1,179 0 700 0 745 0 0 : : : : Changes from: January 4, 2022 : : -2,651 -2,461 -699 -675 -100 0 -326 -281 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 74.1 24.7 18.2 1.4 0.0 0.8 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,873 : : Positions : : 45,506 48,147 16,327 14,316 1,109 0 0 0 515 0 0 : : : : Changes from: January 4, 2022 : : -2,740 -2,057 -553 -665 -100 0 -533 -50 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 69.9 23.7 20.8 1.6 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,268 : : Positions : : 5,532 13,458 9,885 1,490 912 325 180 120 0 0 0 : : : : Changes from: January 4, 2022 : : -845 -695 185 35 -445 -75 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 66.4 48.8 7.4 4.5 1.6 0.9 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 27,814 : : Positions : : 12,840 13,852 10,974 8,361 178 460 1,434 1,156 0 348 192 : : : : Changes from: January 4, 2022 : : -1,904 -958 951 -65 -483 -185 -10 -25 0 -259 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 49.8 39.5 30.1 0.6 1.7 5.2 4.2 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 20,864 : : Positions : : 9,371 10,786 8,630 2,700 840 0 4,303 60 336 468 0 : : : : Changes from: January 4, 2022 : : -1,261 -444 324 90 -106 -25 -359 -176 55 -45 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 51.7 41.4 12.9 4.0 0.0 20.6 0.3 1.6 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 98,912 : : Positions : : 34,106 45,152 32,631 31,409 3,382 12,010 900 0 0 1,083 0 : : : : Changes from: January 4, 2022 : : -691 -590 -927 -2,360 -68 -1,200 -50 0 0 184 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 45.6 33.0 31.8 3.4 12.1 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 100,475 : : Positions : : 33,820 46,027 24,017 28,668 3,760 11,840 900 0 6,010 424 335 : : : : Changes from: January 4, 2022 : : -666 -810 -1,309 -2,055 -385 -1,345 -50 0 10 -35 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 45.8 23.9 28.5 3.7 11.8 0.9 0.0 6.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 22,160 : : Positions : : 13,410 8,030 2,580 0 1,795 0 7,320 200 370 1,455 0 : : : : Changes from: January 4, 2022 : : -1,591 -85 351 0 -306 0 -455 0 -50 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 36.2 11.6 0.0 8.1 0.0 33.0 0.9 1.7 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 22,160 : : Positions : : 13,410 8,070 2,620 0 1,730 0 7,320 200 370 1,455 0 : : : : Changes from: January 4, 2022 : : -1,591 -85 376 0 -331 0 -455 0 -50 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 36.4 11.8 0.0 7.8 0.0 33.0 0.9 1.7 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 26,761 : : Positions : : 19,440 10,880 80 12,728 1,140 3,050 50 0 1,088 0 750 : : : : Changes from: January 4, 2022 : : 4,054 1,650 0 1,696 130 -770 0 0 62 0 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 40.7 0.3 47.6 4.3 11.4 0.2 0.0 4.1 0.0 2.8 : : : : 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 January 11, 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 21,216 : : Positions : : 14,016 9,460 193 8,646 1,618 3,075 0 50 822 0 750 : : : : Changes from: January 4, 2022 : : 2,061 1,335 13 62 135 -770 0 0 93 0 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 44.6 0.9 40.8 7.6 14.5 0.0 0.2 3.9 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 50,839 : : Positions : : 13,640 34,890 28,110 13,215 50 3,460 125 0 3,080 0 0 : : : : Changes from: January 4, 2022 : : -835 -4,095 -2,005 -360 0 -1,175 30 -30 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 68.6 55.3 26.0 0.1 6.8 0.2 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 54,064 : : Positions : : 12,519 34,359 31,830 11,015 0 4,330 125 0 3,080 6,000 0 : : : : Changes from: January 4, 2022 : : -555 -4,270 -2,310 -315 0 -1,175 30 -30 -285 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 63.6 58.9 20.4 0.0 8.0 0.2 0.0 5.7 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 4 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 56,315 : : Positions : : 19,550 49,330 21,530 725 2,490 3,970 500 300 5,700 780 335 : : : : Changes from: January 4, 2022 : : -1,333 -3,068 -1,390 -55 -225 -320 -25 0 -625 -540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 87.6 38.2 1.3 4.4 7.0 0.9 0.5 10.1 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 54,065 : : Positions : : 17,585 46,735 21,380 225 2,880 3,840 500 350 5,140 1,440 210 : : : : Changes from: January 4, 2022 : : -1,242 -2,457 -1,695 -85 -255 -220 -25 -30 -475 -1,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 86.4 39.5 0.4 5.3 7.1 0.9 0.6 9.5 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 61,360 : : Positions : : 25,575 36,690 2,765 8,665 7,730 17,970 0 0 685 1,750 1,225 : : : : Changes from: January 4, 2022 : : -2,200 -3,990 -975 20 -20 -420 0 -30 -380 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 59.8 4.5 14.1 12.6 29.3 0.0 0.0 1.1 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 4 . 5 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 60,560 : : Positions : : 25,415 35,815 3,295 9,040 7,240 17,845 0 0 110 1,750 1,225 : : : : Changes from: January 4, 2022 : : -2,220 -3,660 -840 20 -20 -345 0 -30 -245 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 59.1 5.4 14.9 12.0 29.5 0.0 0.0 0.2 2.9 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 4 . 4 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 46,432 : : Positions : : 26,548 25,975 3,662 11,508 241 8,800 2,115 446 1,090 650 925 : : : : Changes from: January 4, 2022 : : -1,722 -1,140 -106 -1,899 -106 -705 645 -635 0 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 55.9 7.9 24.8 0.5 19.0 4.6 1.0 2.3 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 41,204 : : Positions : : 23,812 25,008 3,628 7,564 890 6,525 2,115 446 1,015 475 825 : : : : Changes from: January 4, 2022 : : -1,439 -1,255 -102 -1,326 -20 -430 645 -635 230 175 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 60.7 8.8 18.4 2.2 15.8 5.1 1.1 2.5 1.2 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 9 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 206,063 : : Positions : : 113,122 95,545 31,147 9,715 6,236 0 32,032 45 2,937 9,954 733 : : : : Changes from: January 4, 2022 : : -6,526 -2,285 629 -27 -409 0 -3,398 0 -390 -587 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 46.4 15.1 4.7 3.0 0.0 15.5 0.0 1.4 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . 4 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 194,105 : : Positions : : 107,195 91,294 23,137 3,595 12,593 0 29,820 240 3,597 9,260 573 : : : : Changes from: January 4, 2022 : : -5,734 -2,221 893 18 133 -30 -3,200 -45 -930 -408 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 47.0 11.9 1.9 6.5 0.0 15.4 0.1 1.9 4.8 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 . 4 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 39,650 : : Positions : : 17,630 17,645 16,610 550 710 2,325 18,440 600 0 0 0 : : : : Changes from: January 4, 2022 : : -100 -545 -180 15 -15 -100 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 44.5 41.9 1.4 1.8 5.9 46.5 1.5 0.0 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 January 11, 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_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 48,711 : : Positions : : 16,013 27,547 12,823 3,948 10,328 2,825 0 50 0 300 0 : : : : Changes from: January 4, 2022 : : -595 -950 -295 -70 -131 -85 0 -90 0 -132 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 56.6 26.3 8.1 21.2 5.8 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 5 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 46,670 : : Positions : : 10,465 27,590 16,950 3,160 8,345 2,895 0 655 0 300 0 : : : : Changes from: January 4, 2022 : : -790 -995 160 250 -570 -35 0 -40 0 -90 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 59.1 36.3 6.8 17.9 6.2 0.0 1.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 13 5 . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 40,238 : : Positions : : 20,515 21,275 5,955 4,205 5,575 2,275 3,975 24 300 0 0 : : : : Changes from: January 4, 2022 : : -910 -1,920 -150 210 -355 -550 -5 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 52.9 14.8 10.5 13.9 5.7 9.9 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 44,524 : : Positions : : 16,335 22,779 1,415 4,000 7,440 14,050 5,325 0 300 0 0 : : : : Changes from: January 4, 2022 : : -620 -945 -160 -280 -55 -450 -115 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 51.2 3.2 9.0 16.7 31.6 12.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 252,583 : : Positions : : 145,027 147,698 15,949 28,688 19,759 16,587 860 6,155 1,450 1,887 2,048 : : : : Changes from: January 4, 2022 : : -4,707 -4,491 -1,000 -912 -178 -189 -50 -252 -22 -325 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 58.5 6.3 11.4 7.8 6.6 0.3 2.4 0.6 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 5 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 198,172 : : Positions : : 108,684 118,728 11,451 18,305 15,641 6,600 175 11,241 10,895 632 25 : : : : Changes from: January 4, 2022 : : -5,026 -4,677 165 366 -1,460 535 50 -1,160 95 25 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 59.9 5.8 9.2 7.9 3.3 0.1 5.7 5.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 4 . 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 11, 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 25,975 : : Positions : : 18,030 510 2,785 20,065 2,655 50 675 0 445 0 105 : : : : Changes from: January 4, 2022 : : -1,005 -105 -435 -1,130 10 0 -290 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 2.0 10.7 77.2 10.2 0.2 2.6 0.0 1.7 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 January 11, 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 25,560 : : Positions : : 17,530 515 3,390 19,460 2,655 50 675 0 0 260 300 : : : : Changes from: January 4, 2022 : : -1,060 -100 -350 -985 -155 0 -410 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 2.0 13.3 76.1 10.4 0.2 2.6 0.0 0.0 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 14, 2022