Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 32,515 : : Positions : : 25,925 28,819 3,904 0 1,863 351 1,020 150 140 507 145 : : : : Changes from: June 21, 2022 : : 452 697 235 0 0 -50 -55 86 -1 -18 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 88.6 12.0 0.0 5.7 1.1 3.1 0.5 0.4 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 24,492 : : Positions : : 21,061 18,535 262 2,866 2,104 249 95 266 0 166 460 : : : : Changes from: June 21, 2022 : : 175 370 220 -10 -45 70 10 5 0 95 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 75.7 1.1 11.7 8.6 1.0 0.4 1.1 0.0 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 207,826 : : Positions : : 85,156 165,980 4,100 12,056 19,681 25,722 2,061 4,204 66,113 1,590 1,903 : : : : Changes from: June 21, 2022 : : 2,280 483 -1,146 46 -27 -45 -47 -414 -496 -25 621 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 79.9 2.0 5.8 9.5 12.4 1.0 2.0 31.8 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 68 : : 29 32 . 6 8 9 . 5 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 86,933 : : Positions : : 73,276 59,277 1,166 5,953 7,504 2,100 11,351 1,016 144 397 1,309 : : : : Changes from: June 21, 2022 : : 192 -1,307 -808 -54 478 0 870 -35 -109 -278 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 68.2 1.3 6.8 8.6 2.4 13.1 1.2 0.2 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 15 . . . . 5 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 57,531 : : Positions : : 53,438 47,228 1,044 2,481 1,541 227 2,606 370 420 3,117 188 : : : : Changes from: June 21, 2022 : : 343 10 0 -150 -66 152 695 -70 -180 -240 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 82.1 1.8 4.3 2.7 0.4 4.5 0.6 0.7 5.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 53,095 : : Positions : : 30,810 25,460 7,046 17,474 4,622 10,077 0 0 0 5,073 35 : : : : Changes from: June 21, 2022 : : 67 197 56 -119 -13 -50 0 0 0 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 48.0 13.3 32.9 8.7 19.0 0.0 0.0 0.0 9.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 4 5 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 64,632 : : Positions : : 44,378 26,093 3,989 22,664 8,382 4,501 51 1,999 186 4,057 935 : : : : Changes from: June 21, 2022 : : 64 328 209 -376 138 -95 0 -20 -2 237 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 40.4 6.2 35.1 13.0 7.0 0.1 3.1 0.3 6.3 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 16 5 4 8 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 76,986 : : Positions : : 47,973 30,479 24,453 29,768 3,209 0 300 0 850 12,715 0 : : : : Changes from: June 21, 2022 : : 55 3 -168 6 240 0 -50 0 77 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 39.6 31.8 38.7 4.2 0.0 0.4 0.0 1.1 16.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 4 5 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 92,180 : : Positions : : 59,064 31,803 27,645 43,027 3,384 0 100 0 1,456 13,701 0 : : : : Changes from: June 21, 2022 : : 90 47 -83 444 293 0 -350 0 77 -57 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 34.5 30.0 46.7 3.7 0.0 0.1 0.0 1.6 14.9 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 19 4 6 6 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 26,873 : : Positions : : 16,442 25,917 9,918 100 351 150 0 0 0 280 0 : : : : Changes from: June 21, 2022 : : 480 465 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 96.4 36.9 0.4 1.3 0.6 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . . 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 40,617 : : Positions : : 30,996 30,093 1,743 3,239 7,280 420 0 0 50 0 0 : : : : Changes from: June 21, 2022 : : -92 508 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 74.1 4.3 8.0 17.9 1.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 44,046 : : Positions : : 32,557 22,162 5,213 3,585 5,755 488 10,175 9 0 2,360 0 : : : : Changes from: June 21, 2022 : : 2,264 1,164 450 -300 135 0 1,850 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 50.3 11.8 8.1 13.1 1.1 23.1 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 40,058 : : Positions : : 30,941 19,921 1,908 3,100 6,820 350 10,025 0 0 0 0 : : : : Changes from: June 21, 2022 : : 2,250 1,200 600 -150 -300 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 49.7 4.8 7.7 17.0 0.9 25.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 140,035 : : Positions : : 85,738 76,154 16,663 33,947 15,877 7,748 1,408 4,884 4,695 4,102 3,540 : : : : Changes from: June 21, 2022 : : -1,024 -2,987 2,146 1,521 -306 -2,069 -111 25 -513 220 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 54.4 11.9 24.2 11.3 5.5 1.0 3.5 3.4 2.9 2.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 32 . 4 5 6 . 5 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 34,668 : : Positions : : 22,180 17,890 8,239 11,406 3,582 0 0 0 0 1,600 0 : : : : Changes from: June 21, 2022 : : -287 -287 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 51.6 23.8 32.9 10.3 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 31,770 : : Positions : : 18,517 17,332 9,564 9,626 3,022 0 0 0 0 1,600 0 : : : : Changes from: June 21, 2022 : : -86 -86 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 54.6 30.1 30.3 9.5 0.0 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 40,885 : : Positions : : 15,529 25,951 17,515 4,368 7,609 0 2,857 0 0 100 0 : : : : Changes from: June 21, 2022 : : 24 0 0 2,968 0 0 -2,944 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 63.5 42.8 10.7 18.6 0.0 7.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 36,664 : : Positions : : 14,400 25,227 14,077 625 7,955 0 2,857 0 0 0 0 : : : : Changes from: June 21, 2022 : : 24 0 52 0 145 -76 0 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 68.8 38.4 1.7 21.7 0.0 7.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 5 . 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 88,779 : : Positions : : 48,666 49,858 15,479 25,842 10,056 8,605 770 0 3,884 650 679 : : : : Changes from: June 21, 2022 : : 351 791 -420 922 -205 1,800 -76 -176 -103 0 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 56.2 17.4 29.1 11.3 9.7 0.9 0.0 4.4 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 . 4 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 36,448 : : Positions : : 23,372 33,964 10,798 115 1,411 424 0 250 115 385 0 : : : : Changes from: June 21, 2022 : : 741 786 -485 40 545 424 -150 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 93.2 29.6 0.3 3.9 1.2 0.0 0.7 0.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 57,213 : : Positions : : 44,356 46,660 2,510 2,231 8,202 1,797 0 0 0 115 0 : : : : Changes from: June 21, 2022 : : 157 111 -140 -1,026 248 -980 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 81.6 4.4 3.9 14.3 3.1 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 36,983 : : Positions : : 22,494 32,329 10,642 3,013 1,136 300 300 0 1,871 0 25 : : : : Changes from: June 21, 2022 : : 244 454 257 21 130 -107 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 87.4 28.8 8.1 3.1 0.8 0.8 0.0 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 14 5 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 39,272 : : Positions : : 24,698 30,671 10,332 5,674 1,662 0 1,050 0 2,232 0 22 : : : : Changes from: June 21, 2022 : : 914 888 320 -187 50 -70 490 0 4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 78.1 26.3 14.4 4.2 0.0 2.7 0.0 5.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 16 5 4 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 74,066 : : Positions : : 60,103 58,076 10,441 14,199 991 460 20 16 1,057 0 387 : : : : Changes from: June 21, 2022 : : 1,158 1,514 151 -165 0 0 0 0 -70 0 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 78.4 14.1 19.2 1.3 0.6 0.0 0.0 1.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 18 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 96,388 : : Positions : : 77,855 76,447 10,656 17,205 1,092 3,112 185 1,063 1,915 0 71 : : : : Changes from: June 21, 2022 : : -194 722 -80 152 23 287 -689 -430 171 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 79.3 11.1 17.8 1.1 3.2 0.2 1.1 2.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 21 4 4 4 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 59,412 : : Positions : : 40,565 48,325 15,633 8,598 587 1,614 425 589 0 787 98 : : : : Changes from: June 21, 2022 : : -123 -25 237 18 -18 42 0 18 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 81.3 26.3 14.5 1.0 2.7 0.7 1.0 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 56,339 : : Positions : : 40,818 45,378 14,230 8,035 415 0 371 0 105 1,545 595 : : : : Changes from: June 21, 2022 : : 71 -150 375 300 0 0 21 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 80.5 25.3 14.3 0.7 0.0 0.7 0.0 0.2 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 45,051 : : Positions : : 30,089 32,977 3,433 5,194 4,157 5,656 270 1,391 0 176 0 : : : : Changes from: June 21, 2022 : : 1,013 1,227 -246 298 106 83 -384 139 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 73.2 7.6 11.5 9.2 12.6 0.6 3.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 42,973 : : Positions : : 28,102 27,434 9,614 9,110 1,692 145 935 2,732 0 180 0 : : : : Changes from: June 21, 2022 : : 428 1,013 240 104 10 -230 -683 -38 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 63.8 22.4 21.2 3.9 0.3 2.2 6.4 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 4 . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 11,462 : : Positions : : 6,379 10,203 3,608 464 269 25 280 0 0 0 0 : : : : Changes from: June 21, 2022 : : -75 0 45 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 89.0 31.5 4.0 2.3 0.2 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 22,037 : : Positions : : 17,092 16,564 1,654 3,654 1,040 1,425 200 5 0 0 0 : : : : Changes from: June 21, 2022 : : 202 125 -50 -90 118 -7 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.2 7.5 16.6 4.7 6.5 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 29,820 : : Positions : : 20,440 21,233 5,465 1,685 2,236 148 3,689 639 449 123 4 : : : : Changes from: June 21, 2022 : : 28 171 -16 -534 65 -10 386 -302 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 71.2 18.3 5.7 7.5 0.5 12.4 2.1 1.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,458 : : Positions : : 12,401 18,333 4,389 681 1,275 2,480 487 176 210 142 36 : : : : Changes from: June 21, 2022 : : 7 83 30 -10 10 104 68 -62 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 85.4 20.5 3.2 5.9 11.6 2.3 0.8 1.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,407 : : Positions : : 5,458 13,678 7,220 0 600 265 0 15 635 0 90 : : : : Changes from: June 21, 2022 : : 50 189 145 0 0 0 0 0 -10 -5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 94.9 50.1 0.0 4.2 1.8 0.0 0.1 4.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,109 : : Positions : : 5,601 13,967 7,789 0 0 0 125 0 688 0 17 : : : : Changes from: June 21, 2022 : : 85 35 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 99.0 55.2 0.0 0.0 0.0 0.9 0.0 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 4 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 46,437 : : Positions : : 18,515 18,452 22,943 25,970 1,775 0 0 0 2,710 0 0 : : : : Changes from: June 21, 2022 : : 0 0 -90 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 39.7 49.4 55.9 3.8 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 49,902 : : Positions : : 18,960 18,592 26,103 29,530 1,540 0 0 0 2,665 0 0 : : : : Changes from: June 21, 2022 : : 0 0 -90 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 37.3 52.3 59.2 3.1 0.0 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 89,900 : : Positions : : 65,022 60,233 14,512 25,948 2,128 400 365 65 7,221 846 20 : : : : Changes from: June 21, 2022 : : 943 836 701 690 -210 -147 0 -6 32 190 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 67.0 16.1 28.9 2.4 0.4 0.4 0.1 8.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 27 4 6 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 106,233 : : Positions : : 79,309 64,473 14,297 35,737 2,050 0 1,514 292 9,806 1,662 22 : : : : Changes from: June 21, 2022 : : 1,362 402 235 797 -65 -72 90 -138 109 410 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 60.7 13.5 33.6 1.9 0.0 1.4 0.3 9.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 29 29 . 8 8 0 5 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 300,708 : : Positions : : 139,055 211,297 15,925 6,158 40,569 18,622 11,847 21,605 56,480 958 7,849 : : : : Changes from: June 21, 2022 : : 2 242 -1,162 962 91 1,163 -122 118 1,214 183 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 70.3 5.3 2.0 13.5 6.2 3.9 7.2 18.8 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 92 : : 40 41 4 5 9 9 8 10 14 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 18,019 : : Positions : : 11,678 9,440 1,806 7,690 438 310 416 15 3,132 0 0 : : : : Changes from: June 21, 2022 : : 28 -47 45 120 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 52.4 10.0 42.7 2.4 1.7 2.3 0.1 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 15,732 : : Positions : : 10,754 8,409 1,780 6,463 425 0 370 55 2,216 0 0 : : : : Changes from: June 21, 2022 : : 102 27 0 75 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 53.5 11.3 41.1 2.7 0.0 2.4 0.3 14.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 15,980 : : Positions : : 12,080 12,315 80 1,990 45 1,285 685 35 1,165 195 335 : : : : Changes from: June 21, 2022 : : -9,655 -8,030 80 -2,225 0 -855 360 -85 310 -175 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 77.1 0.5 12.5 0.3 8.0 4.3 0.2 7.3 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 16 . . . . . . 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 57,295 : : Positions : : 38,266 36,912 6,545 3,112 5,447 785 4,130 2,060 1,371 2,936 2,678 : : : : Changes from: June 21, 2022 : : 689 432 -79 -123 130 -15 265 0 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 64.4 11.4 5.4 9.5 1.4 7.2 3.6 2.4 5.1 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 22 . . 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 41,051 : : Positions : : 25,032 20,090 6,960 3,615 7,369 1,000 8,215 0 310 830 300 : : : : Changes from: June 21, 2022 : : 4,047 245 -185 3,615 -1,015 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 48.9 17.0 8.8 18.0 2.4 20.0 0.0 0.8 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 89,335 : : Positions : : 60,374 61,422 21,984 21,310 1,226 250 165 575 306 0 0 : : : : Changes from: June 21, 2022 : : 260 315 0 -55 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 68.8 24.6 23.9 1.4 0.3 0.2 0.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 4 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 72,893 : : Positions : : 48,568 46,087 17,987 20,712 943 0 200 0 401 0 6 : : : : Changes from: June 21, 2022 : : 68 140 0 -72 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.2 24.7 28.4 1.3 0.0 0.3 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 14,182 : : Positions : : 9,665 9,135 578 2,615 2,092 1,305 0 150 0 0 0 : : : : Changes from: June 21, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 64.4 4.1 18.4 14.8 9.2 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 25,663 : : Positions : : 13,027 14,804 7,489 6,981 740 1,791 205 496 37 0 225 : : : : Changes from: June 21, 2022 : : -240 85 150 150 -150 305 25 -1,474 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 57.7 29.2 27.2 2.9 7.0 0.8 1.9 0.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,913 : : Positions : : 9,199 9,486 5,489 3,120 1,065 0 2,010 420 196 198 12 : : : : Changes from: June 21, 2022 : : -174 -48 126 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 53.0 30.6 17.4 5.9 0.0 11.2 2.3 1.1 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 13,926 : : Positions : : 11,271 4,920 820 3,621 556 0 3,536 0 0 0 0 : : : : Changes from: June 21, 2022 : : 0 50 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 35.3 5.9 26.0 4.0 0.0 25.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 96,016 : : Positions : : 36,290 40,050 38,145 33,430 4,634 0 900 0 1,315 1,575 5 : : : : Changes from: June 21, 2022 : : 447 397 1,250 300 215 -900 0 -1,590 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 41.7 39.7 34.8 4.8 0.0 0.9 0.0 1.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 90,653 : : Positions : : 35,080 38,734 29,484 29,850 4,349 0 255 200 4,570 970 5 : : : : Changes from: June 21, 2022 : : 282 357 1,145 200 215 -870 0 -1,620 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 42.7 32.5 32.9 4.8 0.0 0.3 0.2 5.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . 4 6 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 27,989 : : Positions : : 14,640 12,680 6,060 4,520 719 0 2,560 0 150 1,340 30 : : : : Changes from: June 21, 2022 : : 135 -175 -10 4,160 39 0 -3,860 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 45.3 21.7 16.1 2.6 0.0 9.1 0.0 0.5 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 28,034 : : Positions : : 14,690 12,715 6,045 4,520 714 0 2,560 0 150 1,340 30 : : : : Changes from: June 21, 2022 : : 125 -175 0 4,160 39 0 -3,860 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 45.4 21.6 16.1 2.5 0.0 9.1 0.0 0.5 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 30,855 : : Positions : : 20,135 15,300 1,022 10,825 1,825 0 0 0 4,938 0 0 : : : : Changes from: June 21, 2022 : : 250 325 0 885 0 0 -960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 49.6 3.3 35.1 5.9 0.0 0.0 0.0 16.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 26,251 : : Positions : : 15,475 14,770 1,526 6,150 3,694 0 0 0 3,859 0 0 : : : : Changes from: June 21, 2022 : : 250 550 225 885 68 0 -960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 56.3 5.8 23.4 14.1 0.0 0.0 0.0 14.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 44,825 : : Positions : : 10,265 29,738 30,448 12,760 220 0 0 0 1,580 0 0 : : : : Changes from: June 21, 2022 : : 296 831 4,985 0 0 -4,450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 66.3 67.9 28.5 0.5 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 47,286 : : Positions : : 7,922 29,449 34,357 11,895 320 300 345 55 1,580 2,550 0 : : : : Changes from: June 21, 2022 : : 0 -50 5,449 0 0 -5,499 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 62.3 72.7 25.2 0.7 0.6 0.7 0.1 3.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 15 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 66,680 : : Positions : : 25,475 50,495 32,805 9,790 1,390 125 725 300 3,315 1,465 105 : : : : Changes from: June 21, 2022 : : 180 -120 195 200 0 -285 225 -1,056 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 75.7 49.2 14.7 2.1 0.2 1.1 0.4 5.0 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 63,505 : : Positions : : 22,750 47,730 32,435 9,360 1,420 175 725 300 3,240 1,425 220 : : : : Changes from: June 21, 2022 : : 150 -150 125 200 0 -235 225 -1,056 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 75.2 51.1 14.7 2.2 0.3 1.1 0.5 5.1 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 21,451 : : Positions : : 16,926 4,635 664 13,075 734 0 0 0 0 565 0 : : : : Changes from: June 21, 2022 : : 5 60 310 2,295 -116 0 -2,040 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 21.6 3.1 61.0 3.4 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 19,972 : : Positions : : 16,518 3,345 135 13,768 616 0 0 0 0 230 45 : : : : Changes from: June 21, 2022 : : 5 60 0 1,985 134 0 -2,040 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 16.7 0.7 68.9 3.1 0.0 0.0 0.0 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 47,996 : : Positions : : 22,425 18,205 3,559 14,250 8,421 5,470 0 0 1,911 1,295 405 : : : : Changes from: June 21, 2022 : : 320 -350 2,285 -145 410 -3,247 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 37.9 7.4 29.7 17.5 11.4 0.0 0.0 4.0 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 46,918 : : Positions : : 22,956 15,633 3,820 17,100 7,415 5,320 0 0 1,718 1,345 405 : : : : Changes from: June 21, 2022 : : 595 -75 2,860 430 -25 -3,247 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 33.3 8.1 36.4 15.8 11.3 0.0 0.0 3.7 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 56,347 : : Positions : : 34,764 30,545 1,643 15,233 3,216 2,362 0 248 7,072 585 150 : : : : Changes from: June 21, 2022 : : 960 -870 660 2,723 -210 50 -60 -984 183 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 54.2 2.9 27.0 5.7 4.2 0.0 0.4 12.6 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 49,139 : : Positions : : 31,496 28,713 2,455 12,197 2,365 2,075 0 90 5,523 855 105 : : : : Changes from: June 21, 2022 : : 960 -520 800 2,482 -285 50 -60 -984 152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 58.4 5.0 24.8 4.8 4.2 0.0 0.2 11.2 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 234,777 : : Positions : : 115,682 120,223 46,722 19,737 12,990 0 8,912 35 5,385 18,802 175 : : : : Changes from: June 21, 2022 : : -1,769 1,496 4,488 -2,273 886 -3,378 25 -1,081 100 193 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 51.2 19.9 8.4 5.5 0.0 3.8 0.0 2.3 8.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 5 . 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 219,465 : : Positions : : 111,413 112,292 34,457 12,660 18,274 0 9,229 50 4,365 16,227 175 : : : : Changes from: June 21, 2022 : : -1,172 1,193 2,262 -2,442 1,701 -2,092 125 -2,134 0 152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 51.2 15.7 5.8 8.3 0.0 4.2 0.0 2.0 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 4 . 7 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 29,135 : : Positions : : 14,775 23,935 7,580 225 2,045 1,625 0 150 0 0 0 : : : : Changes from: June 21, 2022 : : 120 0 -120 0 120 -180 0 -7,419 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 82.2 26.0 0.8 7.0 5.6 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 51,300 : : Positions : : 24,327 22,642 9,822 9,935 7,023 0 1,075 0 0 348 152 : : : : Changes from: June 21, 2022 : : -60 140 100 1,215 310 0 -1,215 -784 0 -132 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 44.1 19.1 19.4 13.7 0.0 2.1 0.0 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 5 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 49,588 : : Positions : : 19,612 23,951 8,925 4,576 9,284 950 300 100 45 175 75 : : : : Changes from: June 21, 2022 : : -15 -15 0 1,488 135 0 -1,488 -604 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 48.3 18.0 9.2 18.7 1.9 0.6 0.2 0.1 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 43,781 : : Positions : : 20,781 27,611 11,955 1,575 5,920 0 4,000 100 175 0 0 : : : : Changes from: June 21, 2022 : : 911 361 3,890 315 460 -4,125 0 -275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 63.1 27.3 3.6 13.5 0.0 9.1 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 5 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 42,321 : : Positions : : 19,311 24,846 11,510 550 5,635 0 5,600 0 175 0 0 : : : : Changes from: June 21, 2022 : : 15 65 5,690 0 235 -5,700 0 -3,211 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 58.7 27.2 1.3 13.3 0.0 13.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 6 . 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 223,714 : : Positions : : 115,217 132,870 18,802 22,985 19,338 3,635 0 2,260 18,493 302 545 : : : : Changes from: June 21, 2022 : : -268 -635 -362 3,377 230 -50 -3,464 -5,796 -120 2 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 59.4 8.4 10.3 8.6 1.6 0.0 1.0 8.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 25 5 4 8 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 174,495 : : Positions : : 75,186 120,308 19,121 5,906 15,354 4,019 290 650 28,685 652 10 : : : : Changes from: June 21, 2022 : : 485 455 10 4,435 -30 50 -4,305 -7,595 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 68.9 11.0 3.4 8.8 2.3 0.2 0.4 16.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 5 . 8 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 01, 2022