Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : 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 15,528 : : Positions : : 13,409 12,664 124 889 1,384 0 0 0 198 0 83 : : : : Changes from: February 15, 2022 : : 289 659 -6 -217 192 0 0 0 -36 0 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.6 0.8 5.7 8.9 0.0 0.0 0.0 1.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 35,947 : : Positions : : 26,723 30,784 2,408 0 2,886 1,747 333 1,346 660 421 177 : : : : Changes from: February 15, 2022 : : 365 401 70 0 -50 -344 -125 451 25 -163 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 85.6 6.7 0.0 8.0 4.9 0.9 3.7 1.8 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 26,202 : : Positions : : 23,119 18,959 0 4,502 1,511 472 300 600 85 0 290 : : : : Changes from: February 15, 2022 : : 148 -17 0 200 110 275 0 -75 -225 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 72.4 0.0 17.2 5.8 1.8 1.1 2.3 0.3 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 197,643 : : Positions : : 103,048 151,935 5,345 12,869 25,447 14,083 659 1,808 44,960 2,439 2,299 : : : : Changes from: February 15, 2022 : : -17 3,334 -258 -663 1,231 693 -271 442 1,313 -299 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 76.9 2.7 6.5 12.9 7.1 0.3 0.9 22.7 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 26 32 . 6 8 5 . 4 7 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 74,947 : : Positions : : 64,949 44,228 1,870 6,343 3,868 1,732 17,044 265 509 1,676 1,396 : : : : Changes from: February 15, 2022 : : 541 417 10 -596 654 45 405 13 37 417 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 59.0 2.5 8.5 5.2 2.3 22.7 0.4 0.7 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 18 . . . . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 49,243 : : Positions : : 44,803 37,360 812 3,197 1,602 0 2,216 358 0 2,914 1,476 : : : : Changes from: February 15, 2022 : : 250 700 0 -47 50 0 197 3 0 -600 586 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 75.9 1.6 6.5 3.3 0.0 4.5 0.7 0.0 5.9 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 42,392 : : Positions : : 21,723 16,777 2,921 11,438 6,820 10,015 451 0 195 6,396 171 : : : : Changes from: February 15, 2022 : : -441 864 40 -1,190 1,347 0 0 0 10 -65 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 39.6 6.9 27.0 16.1 23.6 1.1 0.0 0.5 15.1 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 4 4 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 51,855 : : Positions : : 34,900 17,875 1,530 19,698 7,598 4,908 334 600 1,081 4,718 810 : : : : Changes from: February 15, 2022 : : -452 154 40 -481 1,632 -13 0 0 134 55 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 34.5 3.0 38.0 14.7 9.5 0.6 1.2 2.1 9.1 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 17 . 6 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 68,503 : : Positions : : 39,476 25,301 26,598 31,961 1,087 0 0 0 487 9,197 373 : : : : Changes from: February 15, 2022 : : 568 -656 -84 1,270 216 0 0 0 10 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 36.9 38.8 46.7 1.6 0.0 0.0 0.0 0.7 13.4 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 86,161 : : Positions : : 51,860 26,341 31,077 47,590 1,145 50 300 0 1,220 10,503 282 : : : : Changes from: February 15, 2022 : : 991 -564 310 1,495 0 50 300 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 30.6 36.1 55.2 1.3 0.1 0.3 0.0 1.4 12.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 4 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 25,687 : : Positions : : 16,703 24,124 7,909 0 1,034 0 0 0 0 225 0 : : : : Changes from: February 15, 2022 : : 50 65 15 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 93.9 30.8 0.0 4.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 37,869 : : Positions : : 28,940 26,329 3,420 6,935 4,605 812 0 0 0 0 0 : : : : Changes from: February 15, 2022 : : -80 1,220 -350 -360 175 762 -528 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 69.5 9.0 18.3 12.2 2.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 33,014 : : Positions : : 23,439 20,777 4,605 2,617 3,940 250 3,300 0 500 2,320 60 : : : : Changes from: February 15, 2022 : : 1,125 900 325 0 0 0 600 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 62.9 13.9 7.9 11.9 0.8 10.0 0.0 1.5 7.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 32,876 : : Positions : : 24,616 21,931 2,680 2,845 4,600 200 3,300 0 550 0 0 : : : : Changes from: February 15, 2022 : : 1,075 850 0 -325 300 0 600 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 66.7 8.2 8.7 14.0 0.6 10.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 130,786 : : Positions : : 76,357 82,758 12,352 8,052 23,998 5,979 0 5,894 2,674 7,068 2,856 : : : : Changes from: February 15, 2022 : : 1,656 3,677 1,842 806 -921 951 0 -39 80 117 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 63.3 9.4 6.2 18.3 4.6 0.0 4.5 2.0 5.4 2.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 34 . . 5 9 0 5 9 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 36,345 : : Positions : : 28,631 23,083 5,543 10,480 1,416 0 0 0 0 1,100 0 : : : : Changes from: February 15, 2022 : : -242 213 575 120 -286 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 63.5 15.3 28.8 3.9 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 33,744 : : Positions : : 24,887 22,549 6,993 8,720 1,109 0 0 0 0 1,100 0 : : : : Changes from: February 15, 2022 : : -217 163 500 120 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 66.8 20.7 25.8 3.3 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 38,546 : : Positions : : 15,144 23,183 17,326 4,353 5,551 0 4,516 293 0 650 0 : : : : Changes from: February 15, 2022 : : 120 150 -1,023 -756 306 0 -327 261 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 60.1 44.9 11.3 14.4 0.0 11.7 0.8 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 33,810 : : Positions : : 13,215 22,289 12,738 1,830 6,529 916 2,932 30 150 200 0 : : : : Changes from: February 15, 2022 : : 120 150 -1,032 -765 525 327 0 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 65.9 37.7 5.4 19.3 2.7 8.7 0.1 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 74,992 : : Positions : : 43,497 46,633 7,713 7,752 16,862 3,275 1,091 91 2,588 1,375 536 : : : : Changes from: February 15, 2022 : : 951 793 1,743 1,320 -884 600 327 -15 -800 50 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 62.2 10.3 10.3 22.5 4.4 1.5 0.1 3.5 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 33,572 : : Positions : : 22,356 31,435 9,125 0 1,564 25 75 0 100 145 5 : : : : Changes from: February 15, 2022 : : 180 175 -5 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 93.6 27.2 0.0 4.7 0.1 0.2 0.0 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 46,464 : : Positions : : 35,737 34,127 4,267 7,721 4,497 1,690 0 0 0 100 0 : : : : Changes from: February 15, 2022 : : -700 -715 75 680 48 620 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 73.4 9.2 16.6 9.7 3.6 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . 5 4 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 43,032 : : Positions : : 27,727 36,868 11,042 5,012 947 105 0 0 2,695 0 25 : : : : Changes from: February 15, 2022 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 85.7 25.7 11.6 2.2 0.2 0.0 0.0 6.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 4 4 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 46,509 : : Positions : : 31,405 36,231 10,226 8,310 1,433 0 188 0 2,936 0 167 : : : : Changes from: February 15, 2022 : : 310 300 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 77.9 22.0 17.9 3.1 0.0 0.4 0.0 6.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 4 . 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 72,886 : : Positions : : 58,909 55,733 11,563 14,737 980 0 0 0 433 772 585 : : : : Changes from: February 15, 2022 : : 990 -42 -1,180 90 781 0 0 0 -9 -242 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.5 15.9 20.2 1.3 0.0 0.0 0.0 0.6 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 5 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 96,739 : : Positions : : 78,545 74,776 13,269 17,628 1,531 1,050 784 43 695 718 1,038 : : : : Changes from: February 15, 2022 : : 1,555 -272 -1,027 400 1,010 0 455 3 -14 -33 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 77.3 13.7 18.2 1.6 1.1 0.8 0.0 0.7 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 25 5 4 . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 53,889 : : Positions : : 38,741 50,881 12,254 550 465 435 820 613 487 75 485 : : : : Changes from: February 15, 2022 : : 234 975 650 0 -15 5 15 45 137 47 -227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 94.4 22.7 1.0 0.9 0.8 1.5 1.1 0.9 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 44,586 : : Positions : : 32,896 42,016 11,154 550 360 0 150 0 0 1,470 40 : : : : Changes from: February 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 94.2 25.0 1.2 0.8 0.0 0.3 0.0 0.0 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 38,157 : : Positions : : 27,210 27,240 4,240 3,619 6,410 0 155 0 0 660 0 : : : : Changes from: February 15, 2022 : : -10 0 10 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 71.4 11.1 9.5 16.8 0.0 0.4 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 4 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 41,542 : : Positions : : 28,933 31,643 9,698 5,451 1,661 158 2,091 0 0 440 0 : : : : Changes from: February 15, 2022 : : -209 998 1,134 -90 85 5 0 0 0 164 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 76.2 23.3 13.1 4.0 0.4 5.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 21,770 : : Positions : : 18,174 14,797 2,777 5,785 46 76 775 0 108 0 45 : : : : Changes from: February 15, 2022 : : -273 -133 120 5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 68.0 12.8 26.6 0.2 0.3 3.6 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 13,671 : : Positions : : 11,119 11,804 2,104 1,605 117 0 0 0 6 0 39 : : : : Changes from: February 15, 2022 : : 0 -1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 86.3 15.4 11.7 0.9 0.0 0.0 0.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 28,448 : : Positions : : 19,594 21,961 5,445 3,056 1,693 335 1,254 7 917 82 75 : : : : Changes from: February 15, 2022 : : 663 904 93 -205 25 0 0 0 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 77.2 19.1 10.7 6.0 1.2 4.4 0.0 3.2 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 22,851 : : Positions : : 14,248 17,746 3,317 829 1,883 2,740 1,106 0 450 835 10 : : : : Changes from: February 15, 2022 : : 697 1,137 228 -2 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 77.7 14.5 3.6 8.2 12.0 4.8 0.0 2.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 14 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,183 : : Positions : : 5,367 14,381 7,663 0 743 493 0 2 868 0 25 : : : : Changes from: February 15, 2022 : : 40 130 75 0 0 0 0 0 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 94.7 50.5 0.0 4.9 3.2 0.0 0.0 5.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 16,639 : : Positions : : 6,398 16,604 9,479 0 0 0 0 0 705 0 35 : : : : Changes from: February 15, 2022 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 99.8 57.0 0.0 0.0 0.0 0.0 0.0 4.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,671 : : Positions : : 5,008 12,285 10,357 3,355 956 30 0 0 0 50 0 : : : : Changes from: February 15, 2022 : : 180 -50 -230 0 6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 73.7 62.1 20.1 5.7 0.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 5 . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 11,210 : : Positions : : 3,913 9,490 5,790 398 1,197 30 0 0 0 0 0 : : : : Changes from: February 15, 2022 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 84.7 51.7 3.6 10.7 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,866 : : Positions : : 18,060 16,466 23,725 28,420 1,930 0 50 0 2,970 0 0 : : : : Changes from: February 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 35.1 50.6 60.6 4.1 0.0 0.1 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 49,991 : : Positions : : 18,760 16,156 26,430 32,120 1,715 0 0 0 2,905 0 0 : : : : Changes from: February 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 32.3 52.9 64.3 3.4 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 96,117 : : Positions : : 68,379 73,667 13,707 16,006 4,950 723 250 130 7,120 410 603 : : : : Changes from: February 15, 2022 : : 1,340 1,042 125 43 -28 0 0 0 -198 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 76.6 14.3 16.7 5.1 0.8 0.3 0.1 7.4 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 25 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 113,900 : : Positions : : 85,288 82,384 13,140 25,433 3,697 448 280 580 9,816 945 493 : : : : Changes from: February 15, 2022 : : 1,207 1,440 -35 75 227 130 0 0 211 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 72.3 11.5 22.3 3.2 0.4 0.2 0.5 8.6 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 25 . 6 6 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 311,149 : : Positions : : 184,870 211,104 5,573 24,976 36,288 20,650 8,655 12,906 39,645 6,581 10,427 : : : : Changes from: February 15, 2022 : : -607 1,066 -152 -1,436 823 -542 -791 723 323 -127 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 67.8 1.8 8.0 11.7 6.6 2.8 4.1 12.7 2.1 3.4 : : : : Number of Traders in Each Category Total Traders: 94 : : 35 43 . 6 7 14 7 10 10 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 20,238 : : Positions : : 13,571 10,428 1,845 9,545 235 670 0 0 3,012 0 0 : : : : Changes from: February 15, 2022 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 51.5 9.1 47.2 1.2 3.3 0.0 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 17,328 : : Positions : : 12,007 8,792 2,060 8,341 165 120 0 0 2,316 0 0 : : : : Changes from: February 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 50.7 11.9 48.1 1.0 0.7 0.0 0.0 13.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 38,390 : : Positions : : 33,285 29,420 0 7,110 215 3,715 30 215 345 500 335 : : : : Changes from: February 15, 2022 : : 355 225 0 -825 90 -135 30 165 -210 -15 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 76.6 0.0 18.5 0.6 9.7 0.1 0.6 0.9 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 23 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 40,432 : : Positions : : 26,640 23,066 2,673 1,800 5,486 580 1,620 2,425 1,680 5,155 860 : : : : Changes from: February 15, 2022 : : 400 1,735 709 -76 -659 0 -550 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 57.0 6.6 4.5 13.6 1.4 4.0 6.0 4.2 12.7 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 33,512 : : Positions : : 16,597 21,579 7,681 1,082 6,435 1,630 4,115 0 1,150 100 0 : : : : Changes from: February 15, 2022 : : 190 685 350 -160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 64.4 22.9 3.2 19.2 4.9 12.3 0.0 3.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 87,878 : : Positions : : 59,358 63,808 22,002 17,845 1,464 0 700 0 720 0 0 : : : : Changes from: February 15, 2022 : : 105 920 395 -300 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 72.6 25.0 20.3 1.7 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 71,998 : : Positions : : 47,262 49,445 17,556 15,939 1,644 0 0 0 495 0 0 : : : : Changes from: February 15, 2022 : : -120 790 420 -370 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 68.7 24.4 22.1 2.3 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 26,147 : : Positions : : 13,279 12,060 8,188 7,798 450 890 1,599 820 0 303 192 : : : : Changes from: February 15, 2022 : : 20 -275 -705 0 0 360 -50 -135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 46.1 31.3 29.8 1.7 3.4 6.1 3.1 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 19,962 : : Positions : : 9,509 9,296 6,251 2,520 1,290 0 3,914 240 308 438 0 : : : : Changes from: February 15, 2022 : : -180 -300 -530 0 0 0 -410 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 46.6 31.3 12.6 6.5 0.0 19.6 1.2 1.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 94,753 : : Positions : : 30,202 41,411 35,139 31,497 4,282 9,640 825 0 0 1,013 0 : : : : Changes from: February 15, 2022 : : -2,993 468 3,111 -350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 43.7 37.1 33.2 4.5 10.2 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 94,857 : : Positions : : 30,685 42,632 25,996 28,724 4,195 9,570 825 0 6,070 413 275 : : : : Changes from: February 15, 2022 : : -2,229 832 2,711 -350 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 44.9 27.4 30.3 4.4 10.1 0.9 0.0 6.4 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 25,294 : : Positions : : 13,909 9,580 5,516 360 1,164 0 9,005 200 275 1,270 0 : : : : Changes from: February 15, 2022 : : 0 -525 -600 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 37.9 21.8 1.4 4.6 0.0 35.6 0.8 1.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 25,299 : : Positions : : 13,914 9,600 5,531 360 1,124 0 9,005 200 275 1,270 0 : : : : Changes from: February 15, 2022 : : 0 -525 -600 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 37.9 21.9 1.4 4.4 0.0 35.6 0.8 1.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 32,555 : : Positions : : 18,520 17,715 1,135 8,675 2,098 2,335 25 0 4,425 0 520 : : : : Changes from: February 15, 2022 : : -150 6,115 870 -5,310 1,282 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 54.4 3.5 26.6 6.4 7.2 0.1 0.0 13.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 5 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 27,280 : : Positions : : 13,648 16,795 1,603 4,290 3,189 2,385 0 25 3,449 0 520 : : : : Changes from: February 15, 2022 : : -75 6,190 1,152 -5,028 1,744 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 61.6 5.9 15.7 11.7 8.7 0.0 0.1 12.6 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 4 . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 47,893 : : Positions : : 13,641 32,495 26,164 12,735 170 2,495 100 0 2,780 0 0 : : : : Changes from: February 15, 2022 : : 4 -71 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 67.8 54.6 26.6 0.4 5.2 0.2 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 51,336 : : Positions : : 12,516 31,725 29,804 10,755 345 3,430 100 0 2,780 6,000 0 : : : : Changes from: February 15, 2022 : : 4 -71 0 75 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 61.8 58.1 21.0 0.7 6.7 0.2 0.0 5.4 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 61,100 : : Positions : : 18,960 54,140 27,270 1,255 2,625 3,880 475 300 5,240 30 305 : : : : Changes from: February 15, 2022 : : 1,310 3,415 2,105 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 88.6 44.6 2.1 4.3 6.4 0.8 0.5 8.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 58,505 : : Positions : : 17,250 51,975 27,155 455 2,665 3,815 475 325 4,730 540 280 : : : : Changes from: February 15, 2022 : : 1,300 2,850 1,550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 88.8 46.4 0.8 4.6 6.5 0.8 0.6 8.1 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 55,320 : : Positions : : 21,185 34,780 4,555 7,005 7,100 16,735 0 0 305 1,100 1,175 : : : : Changes from: February 15, 2022 : : -420 -1,420 -800 200 320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 62.9 8.2 12.7 12.8 30.3 0.0 0.0 0.6 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 . 4 6 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 54,265 : : Positions : : 20,480 33,745 5,255 7,235 7,160 16,635 0 0 0 1,335 990 : : : : Changes from: February 15, 2022 : : -420 -1,420 -850 150 370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 62.2 9.7 13.3 13.2 30.7 0.0 0.0 0.0 2.5 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 . 4 5 4 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 54,264 : : Positions : : 30,262 32,730 1,780 10,447 1,919 7,450 1,890 505 6,455 1,075 400 : : : : Changes from: February 15, 2022 : : -130 135 -80 5 345 50 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 60.3 3.3 19.3 3.5 13.7 3.5 0.9 11.9 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 48,494 : : Positions : : 28,642 31,623 1,780 6,160 3,025 4,750 1,940 455 5,380 1,075 95 : : : : Changes from: February 15, 2022 : : -850 -225 -49 -324 374 50 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 65.2 3.7 12.7 6.2 9.8 4.0 0.9 11.1 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 237,519 : : Positions : : 128,550 110,093 30,475 14,514 12,616 0 19,285 3,247 3,041 18,194 349 : : : : Changes from: February 15, 2022 : : 12,030 5,797 -1,914 3,784 -782 0 -25 100 0 560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 46.4 12.8 6.1 5.3 0.0 8.1 1.4 1.3 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 218,515 : : Positions : : 117,808 100,599 24,363 12,117 15,624 0 17,570 3,119 3,551 15,456 199 : : : : Changes from: February 15, 2022 : : 8,580 2,357 -2,128 3,660 -1,126 0 -25 100 0 460 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 46.0 11.1 5.5 7.2 0.0 8.0 1.4 1.6 7.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 37,155 : : Positions : : 18,125 24,040 12,520 425 2,285 2,525 8,710 550 0 0 0 : : : : Changes from: February 15, 2022 : : -140 1,010 250 0 -175 300 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 64.7 33.7 1.1 6.1 6.8 23.4 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 51,554 : : Positions : : 19,276 21,376 8,965 4,010 13,568 0 2,760 2,035 0 275 0 : : : : Changes from: February 15, 2022 : : 1,075 -1,225 300 0 -300 0 2,600 -143 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 41.5 17.4 7.8 26.3 0.0 5.4 3.9 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 5 . 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 48,730 : : Positions : : 14,335 23,325 12,285 3,625 11,525 500 90 2,635 0 275 0 : : : : Changes from: February 15, 2022 : : -5 170 300 0 -125 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 47.9 25.2 7.4 23.7 1.0 0.2 5.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 17 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,611 : : Positions : : 17,845 27,615 5,550 2,150 6,850 8,800 3,075 87 275 0 0 : : : : Changes from: February 15, 2022 : : -160 2,975 -180 -1,015 1,080 2,225 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 61.9 12.4 4.8 15.4 19.7 6.9 0.2 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 46,344 : : Positions : : 15,730 27,329 960 1,950 8,080 16,055 3,725 0 275 0 0 : : : : Changes from: February 15, 2022 : : 565 1,100 75 -805 325 -445 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 59.0 2.1 4.2 17.4 34.6 8.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 252,973 : : Positions : : 141,504 146,246 12,698 20,575 26,531 5,985 3,740 5,676 10,730 491 1,914 : : : : Changes from: February 15, 2022 : : -427 -337 -5,130 -1,500 3,082 -50 -235 -235 3,520 -15 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 57.8 5.0 8.1 10.5 2.4 1.5 2.2 4.2 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 . 4 7 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 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 200,894 : : Positions : : 98,567 121,805 12,596 5,817 23,390 2,440 6,785 5,739 21,320 621 400 : : : : Changes from: February 15, 2022 : : -2,645 645 -890 -1,495 505 -50 1,420 -645 4,155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 60.6 6.3 2.9 11.6 1.2 3.4 2.9 10.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 4 . 7 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 25,740 : : Positions : : 16,900 425 3,780 19,855 2,115 25 510 0 385 0 105 : : : : Changes from: February 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 1.7 14.7 77.1 8.2 0.1 2.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 25,535 : : Positions : : 16,395 420 4,380 19,250 2,115 25 510 0 0 320 240 : : : : Changes from: February 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 1.6 17.2 75.4 8.3 0.1 2.0 0.0 0.0 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 25, 2022