MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 33,986: 25,705 29,170 2,673 0 2,605 1,350 708 570 730 631 302: 51 0
Old : 33,986: 25,705 29,170 2,673 0 2,605 1,350 708 570 730 631 302: 51 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 142: 320 210 -295 -418 -35 410 450 -105 -195 -2 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 85.8 7.9 0.0 7.7 4.0 2.1 1.7 2.1 1.9 0.9: 0.2 0.0
Old : 100.0: 75.6 85.8 7.9 0.0 7.7 4.0 2.1 1.7 2.1 1.9 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 22 . 0 . . . . . . .:
Old : 37: 19 22 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 52.7 77.2 73.9 53.7 46.2 64.3 63.8
Old : 58.7 52.7 77.2 73.9 53.7 46.2 64.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 26,195: 23,008 20,141 0 3,179 1,035 0 603 537 775 120 460: 380 120
Old : 26,195: 23,008 20,141 0 3,179 1,035 0 603 537 775 120 460: 380 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -125: -225 -100 0 -125 0 -117 8 142 75 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 76.9 0.0 12.1 4.0 0.0 2.3 2.1 3.0 0.5 1.8: 1.5 0.5
Old : 100.0: 87.8 76.9 0.0 12.1 4.0 0.0 2.3 2.1 3.0 0.5 1.8: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 18 0 . . 0 . . . . .:
Old : 32: 17 18 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 59.8 80.5 81.3 59.2 50.8 70.2 69.2
Old : 62.7 59.8 80.5 81.3 59.2 50.8 70.2 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 200,616: 114,471 151,208 6,408 16,589 28,035 22,403 0 333 24,369 1,567 2,710: 1,887 174
Old : 200,616: 114,471 151,208 6,408 16,589 28,035 22,403 0 333 24,369 1,567 2,710: 1,887 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -6,871: -2,823 -5,389 2,093 1,893 -3,686 -3,752 0 -53 1,390 607 -146: 106 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 75.4 3.2 8.3 14.0 11.2 0.0 0.2 12.1 0.8 1.4: 0.9 0.1
Old : 100.0: 57.1 75.4 3.2 8.3 14.0 11.2 0.0 0.2 12.1 0.8 1.4: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 25 31 . 5 8 7 0 . 9 4 9:
Old : 60: 25 31 . 5 8 7 0 . 9 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 55.7 68.7 72.3 30.5 29.3 37.0 40.3
Old : 49.6 55.7 68.7 72.3 30.5 29.3 37.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 63,543: 58,038 38,807 1,891 8,889 1,974 0 10,403 309 0 2,078 1,037: 294 46
Old : 63,543: 58,038 38,807 1,891 8,889 1,974 0 10,403 309 0 2,078 1,037: 294 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,820: -2,401 -2,451 92 60 -719 0 58 203 0 29 5: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 61.1 3.0 14.0 3.1 0.0 16.4 0.5 0.0 3.3 1.6: 0.5 0.1
Old : 100.0: 91.3 61.1 3.0 14.0 3.1 0.0 16.4 0.5 0.0 3.3 1.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 20 . . . 0 7 . 0 . .:
Old : 41: 22 20 . . . 0 7 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 66.0 76.5 80.4 56.2 55.1 67.4 67.5
Old : 59.4 66.0 76.5 80.4 56.2 55.1 67.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 40,048: 35,972 29,561 1,158 2,937 1,910 0 721 355 0 3,937 423: 230 204
Old : 40,048: 35,972 29,561 1,158 2,937 1,910 0 721 355 0 3,937 423: 230 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,337: -2,398 -2,427 6 -50 -10 0 95 80 0 -10 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 73.8 2.9 7.3 4.8 0.0 1.8 0.9 0.0 9.8 1.1: 0.6 0.5
Old : 100.0: 89.8 73.8 2.9 7.3 4.8 0.0 1.8 0.9 0.0 9.8 1.1: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 16 . . . 0 . . 0 . .:
Old : 32: 14 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 62.7 91.7 82.3 72.1 50.4 79.8 70.0
Old : 76.1 62.7 91.7 82.3 72.1 50.4 79.8 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 42,562: 23,234 16,563 3,142 14,367 5,376 10,140 228 0 0 5,348 227: 443 453
Old : 42,562: 23,234 16,563 3,142 14,367 5,376 10,140 228 0 0 5,348 227: 443 453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,749: -2,408 -638 -169 -1,357 -129 -50 2 0 -25 -895 127: -95 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 38.9 7.4 33.8 12.6 23.8 0.5 0.0 0.0 12.6 0.5: 1.0 1.1
Old : 100.0: 54.6 38.9 7.4 33.8 12.6 23.8 0.5 0.0 0.0 12.6 0.5: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 18 5 . 7 . . 0 0 . .:
Old : 32: 15 18 5 . 7 . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 61.8 73.2 84.5 52.4 55.5 65.3 71.6
Old : 53.9 61.8 73.2 84.5 52.4 55.5 65.3 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 50,058: 36,421 18,610 1,484 19,837 5,645 4,963 76 600 103 4,673 345: 497 272
Old : 50,058: 36,421 18,610 1,484 19,837 5,645 4,963 76 600 103 4,673 345: 497 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,854: -2,405 -786 12 -1,645 -63 -350 0 0 -97 -587 53: -4 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 37.2 3.0 39.6 11.3 9.9 0.2 1.2 0.2 9.3 0.7: 1.0 0.5
Old : 100.0: 72.8 37.2 3.0 39.6 11.3 9.9 0.2 1.2 0.2 9.3 0.7: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 16 . 6 7 . . . . . .:
Old : 36: 16 16 . 6 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 56.0 76.0 76.4 48.8 50.7 66.0 66.2
Old : 53.1 56.0 76.0 76.4 48.8 50.7 66.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,825: 37,451 26,507 27,142 31,982 789 0 0 0 419 6,433 674: 350 440
Old : 66,825: 37,451 26,507 27,142 31,982 789 0 0 0 419 6,433 674: 350 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,460: -1,419 -1,076 651 -746 -68 0 0 0 -4 965 -505: -115 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 39.7 40.6 47.9 1.2 0.0 0.0 0.0 0.6 9.6 1.0: 0.5 0.7
Old : 100.0: 56.0 39.7 40.6 47.9 1.2 0.0 0.0 0.0 0.6 9.6 1.0: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 18 4 4 . 0 0 0 . . .:
Old : 35: 17 18 4 4 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 59.7 79.2 79.4 51.3 59.3 76.1 76.4
Old : 52.4 59.7 79.2 79.4 51.3 59.3 76.1 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 84,897: 49,600 27,165 31,705 48,523 1,242 0 30 0 1,142 7,382 548: 660 7
Old : 84,897: 49,600 27,165 31,705 48,523 1,242 0 30 0 1,142 7,382 548: 660 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,399: -2,171 -971 290 -1,308 -85 0 0 0 105 1,027 -527: -11 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 32.0 37.3 57.2 1.5 0.0 0.0 0.0 1.3 8.7 0.6: 0.8 0.0
Old : 100.0: 58.4 32.0 37.3 57.2 1.5 0.0 0.0 0.0 1.3 8.7 0.6: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 20 4 5 4 0 . 0 . . .:
Old : 39: 18 20 4 5 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 64.2 74.0 80.8 51.8 63.9 72.7 78.3
Old : 52.4 64.2 74.0 80.8 51.8 63.9 72.7 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,378: 17,980 26,034 8,422 0 926 0 0 0 0 75 0: 50 343
Old : 27,378: 17,980 26,034 8,422 0 926 0 0 0 0 75 0: 50 343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,177: -2,031 -1,789 244 0 -357 0 0 0 -13 0 -20: 0 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 95.1 30.8 0.0 3.4 0.0 0.0 0.0 0.0 0.3 0.0: 0.2 1.3
Old : 100.0: 65.7 95.1 30.8 0.0 3.4 0.0 0.0 0.0 0.0 0.3 0.0: 0.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 12 5 0 . 0 0 0 0 . 0:
Old : 26: 14 12 5 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 84.3 89.0 95.6 65.6 82.1 81.8 88.1
Old : 68.7 84.3 89.0 95.6 65.6 82.1 81.8 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 37,817: 30,118 23,988 3,357 8,193 4,136 100 1,500 0 0 0 0: 106 0
Old : 37,817: 30,118 23,988 3,357 8,193 4,136 100 1,500 0 0 0 0: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -723: -1,240 -800 810 304 -227 0 0 0 -50 0 0: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 63.4 8.9 21.7 10.9 0.3 4.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 79.6 63.4 8.9 21.7 10.9 0.3 4.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . 5 . . 0 0 0 0:
Old : 21: 12 11 . . 5 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 74.2 83.7 92.0 36.4 40.8 45.3 48.0
Old : 60.1 74.2 83.7 92.0 36.4 40.8 45.3 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 30,803: 22,448 21,348 3,750 2,760 3,855 0 600 0 500 2,230 10: 240 0
Old : 30,803: 22,448 21,348 3,750 2,760 3,855 0 600 0 500 2,230 10: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,629: -1,819 -2,959 -1,590 -390 790 0 -100 0 0 35 -5: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 69.3 12.2 9.0 12.5 0.0 1.9 0.0 1.6 7.2 0.0: 0.8 0.0
Old : 100.0: 72.9 69.3 12.2 9.0 12.5 0.0 1.9 0.0 1.6 7.2 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 . . 5 0 . 0 . . .:
Old : 21: 12 9 . . 5 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 58.5 76.2 82.8 41.9 52.6 61.3 66.7
Old : 42.8 58.5 76.2 82.8 41.9 52.6 61.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mw per Peak Hour :
: : Positions :
All : 124,757: 71,783 78,830 17,737 7,155 22,203 4,441 2,038 3,639 1,886 8,311 2,430: 636 150
Old : 124,757: 71,783 78,830 17,737 7,155 22,203 4,441 2,038 3,639 1,886 8,311 2,430: 636 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -7,765: -4,926 -2,524 -2,391 -4,059 135 -514 -665 250 171 -418 -478: -13 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 63.2 14.2 5.7 17.8 3.6 1.6 2.9 1.5 6.7 1.9: 0.5 0.1
Old : 100.0: 57.5 63.2 14.2 5.7 17.8 3.6 1.6 2.9 1.5 6.7 1.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 38 31 . . 5 7 . 4 6 4 8:
Old : 64: 38 31 . . 5 7 . 4 6 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 37.6 66.0 61.8 30.4 30.9 43.0 40.7
Old : 46.1 37.6 66.0 61.8 30.4 30.9 43.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 34,857: 31,023 20,538 1,199 11,101 1,862 0 0 0 0 1,200 0: 773 156
Old : 34,857: 31,023 20,538 1,199 11,101 1,862 0 0 0 0 1,200 0: 773 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 58.9 3.4 31.8 5.3 0.0 0.0 0.0 0.0 3.4 0.0: 2.2 0.4
Old : 100.0: 89.0 58.9 3.4 31.8 5.3 0.0 0.0 0.0 0.0 3.4 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 5 0 0 0 0 . 0:
Old : 20: 10 9 . . 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 63.7 90.7 85.5 71.7 61.4 83.5 80.6
Old : 74.6 63.7 90.7 85.5 71.7 61.4 83.5 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,553: 27,159 19,954 2,724 9,346 1,897 0 0 0 0 1,200 0: 773 156
Old : 32,553: 27,159 19,954 2,724 9,346 1,897 0 0 0 0 1,200 0: 773 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 61.3 8.4 28.7 5.8 0.0 0.0 0.0 0.0 3.7 0.0: 2.4 0.5
Old : 100.0: 83.4 61.3 8.4 28.7 5.8 0.0 0.0 0.0 0.0 3.7 0.0: 2.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 5 0 0 0 0 . 0:
Old : 20: 10 9 . . 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 60.6 90.1 83.4 71.1 58.1 82.8 78.4
Old : 75.4 60.6 90.1 83.4 71.1 58.1 82.8 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per peak hour :
: : Positions :
All : 40,839: 16,849 23,799 18,145 6,290 5,210 0 4,351 439 0 750 0: 196 0
Old : 40,839: 16,849 23,799 18,145 6,290 5,210 0 4,351 439 0 750 0: 196 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,832: -2,112 -869 863 331 -483 0 -211 -100 0 -500 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 58.3 44.4 15.4 12.8 0.0 10.7 1.1 0.0 1.8 0.0: 0.5 0.0
Old : 100.0: 41.3 58.3 44.4 15.4 12.8 0.0 10.7 1.1 0.0 1.8 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . 0 . . 0 . 0:
Old : 25: 12 11 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 52.1 88.8 76.9 62.9 45.5 71.4 64.0
Old : 73.4 52.1 88.8 76.9 62.9 45.5 71.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MWh per Off-Peak Hour :
: : Positions :
All : 35,444: 15,238 22,973 13,232 3,562 5,571 1,136 2,907 71 0 0 0: 196 360
Old : 35,444: 15,238 22,973 13,232 3,562 5,571 1,136 2,907 71 0 0 0: 196 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,305: -2,185 -1,237 738 541 -633 11 0 -236 0 -1,100 0: 0 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 64.8 37.3 10.0 15.7 3.2 8.2 0.2 0.0 0.0 0.0: 0.6 1.0
Old : 100.0: 43.0 64.8 37.3 10.0 15.7 3.2 8.2 0.2 0.0 0.0 0.0: 0.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . 4 . . . 0 0 0:
Old : 23: 11 10 . . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 47.9 86.1 76.3 51.2 43.4 64.4 63.2
Old : 67.1 47.9 86.1 76.3 51.2 43.4 64.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Off-Peak Hour :
: : Positions :
All : 70,912: 39,102 46,951 10,681 4,654 16,176 575 1,136 107 3,875 1,175 30: 366 683
Old : 70,912: 39,102 46,951 10,681 4,654 16,176 575 1,136 107 3,875 1,175 30: 366 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -5,881: -3,670 -3,418 -1,967 -2,701 858 0 11 -236 -95 525 -760: -11 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 66.2 15.1 6.6 22.8 0.8 1.6 0.2 5.5 1.7 0.0: 0.5 1.0
Old : 100.0: 55.1 66.2 15.1 6.6 22.8 0.8 1.6 0.2 5.5 1.7 0.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 18 . . 5 . . . 4 . .:
Old : 38: 18 18 . . 5 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 49.1 76.9 67.3 41.2 35.8 50.9 49.6
Old : 51.4 49.1 76.9 67.3 41.2 35.8 50.9 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,746: 22,587 32,236 9,631 50 1,086 50 0 0 0 0 0: 392 374
Old : 33,746: 22,587 32,236 9,631 50 1,086 50 0 0 0 0 0: 392 374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,679: -2,377 -2,253 -135 0 -227 0 -199 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 95.5 28.5 0.1 3.2 0.1 0.0 0.0 0.0 0.0 0.0: 1.2 1.1
Old : 100.0: 66.9 95.5 28.5 0.1 3.2 0.1 0.0 0.0 0.0 0.0 0.0: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 13 5 . . . 0 0 0 0 0:
Old : 30: 17 13 5 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 81.5 83.7 97.0 56.9 80.4 75.6 88.7
Old : 62.2 81.5 83.7 97.0 56.9 80.4 75.6 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 46,322: 37,636 33,727 3,949 7,950 4,151 425 465 0 0 0 0: 161 29
Old : 46,322: 37,636 33,727 3,949 7,950 4,151 425 465 0 0 0 0: 161 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -474: -507 -929 189 424 37 -37 -5 -20 0 0 0: -136 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 72.8 8.5 17.2 9.0 0.9 1.0 0.0 0.0 0.0 0.0: 0.3 0.1
Old : 100.0: 81.2 72.8 8.5 17.2 9.0 0.9 1.0 0.0 0.0 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 . . 5 . . 0 0 0 0:
Old : 26: 15 13 . . 5 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 69.0 79.4 91.7 43.0 49.6 53.5 59.7
Old : 56.4 69.0 79.4 91.7 43.0 49.6 53.5 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,861: 27,282 37,627 12,410 5,272 697 180 0 0 2,618 0 25: 649 240
Old : 43,861: 27,282 37,627 12,410 5,272 697 180 0 0 2,618 0 25: 649 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,872: -2,672 -3,917 -749 365 -375 0 0 0 -150 0 0: 74 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 85.8 28.3 12.0 1.6 0.4 0.0 0.0 6.0 0.0 0.1: 1.5 0.5
Old : 100.0: 62.2 85.8 28.3 12.0 1.6 0.4 0.0 0.0 6.0 0.0 0.1: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 12 . 5 4 . 0 0 4 0 .:
Old : 30: 12 12 . 5 4 . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 87.5 71.9 94.3 44.7 86.8 70.1 91.4
Old : 45.9 87.5 71.9 94.3 44.7 86.8 70.1 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,008: 33,008 37,779 11,006 8,954 1,588 0 340 0 2,883 0 167: 356 180
Old : 49,008: 33,008 37,779 11,006 8,954 1,588 0 340 0 2,883 0 167: 356 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,952: -2,386 -3,888 -986 345 -345 0 -64 0 -181 0 0: -54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 77.1 22.5 18.3 3.2 0.0 0.7 0.0 5.9 0.0 0.3: 0.7 0.4
Old : 100.0: 67.4 77.1 22.5 18.3 3.2 0.0 0.7 0.0 5.9 0.0 0.3: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 15 4 . 6 0 . 0 . 0 .:
Old : 35: 16 15 4 . 6 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 81.4 70.0 90.2 43.5 81.1 67.2 87.9
Old : 45.9 81.4 70.0 90.2 43.5 81.1 67.2 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 75,072: 60,867 65,713 12,228 7,533 585 0 32 24 377 430 605: 386 150
Old : 75,072: 60,867 65,713 12,228 7,533 585 0 32 24 377 430 605: 386 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,931: -3,443 -4,904 -812 299 -373 0 -25 0 -356 -103 30: 23 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 87.5 16.3 10.0 0.8 0.0 0.0 0.0 0.5 0.6 0.8: 0.5 0.2
Old : 100.0: 81.1 87.5 16.3 10.0 0.8 0.0 0.0 0.0 0.5 0.6 0.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 21 5 . . 0 . . . . .:
Old : 38: 18 21 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 64.5 82.6 84.0 66.2 63.9 78.4 81.9
Old : 67.5 64.5 82.6 84.0 66.2 63.9 78.4 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 98,280: 79,753 84,473 13,953 10,876 713 1,000 579 0 1,230 357 987: 644 295
Old : 98,280: 79,753 84,473 13,953 10,876 713 1,000 579 0 1,230 357 987: 644 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -5,762: -4,899 -5,311 -692 409 -263 100 -51 0 48 -386 -49: -7 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 86.0 14.2 11.1 0.7 1.0 0.6 0.0 1.3 0.4 1.0: 0.7 0.3
Old : 100.0: 81.1 86.0 14.2 11.1 0.7 1.0 0.6 0.0 1.3 0.4 1.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 27 5 . . . . 0 . . 4:
Old : 45: 21 27 5 . . . . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 55.4 82.1 79.6 64.0 54.9 77.1 76.7
Old : 66.3 55.4 82.1 79.6 64.0 54.9 77.1 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,918: 39,294 49,123 10,009 600 595 804 550 126 177 400 505: 408 19
Old : 51,918: 39,294 49,123 10,009 600 595 804 550 126 177 400 505: 408 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,733: -2,590 -3,425 -881 250 -257 226 100 -131 -155 -325 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 94.6 19.3 1.2 1.1 1.5 1.1 0.2 0.3 0.8 1.0: 0.8 0.0
Old : 100.0: 75.7 94.6 19.3 1.2 1.1 1.5 1.1 0.2 0.3 0.8 1.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 14 . . . . . . . . .:
Old : 30: 16 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 89.3 82.7 93.9 69.8 86.4 80.6 89.8
Old : 70.5 89.3 82.7 93.9 69.8 86.4 80.6 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 43,768: 32,166 42,183 10,321 600 360 0 150 0 585 270 195: 141 10
Old : 43,768: 32,166 42,183 10,321 600 360 0 150 0 585 270 195: 141 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,905: -920 -1,360 -960 190 -190 0 -50 0 270 -400 -105: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 96.4 23.6 1.4 0.8 0.0 0.3 0.0 1.3 0.6 0.4: 0.3 0.0
Old : 100.0: 73.5 96.4 23.6 1.4 0.8 0.0 0.3 0.0 1.3 0.6 0.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 12 . . . 0 . 0 . . .:
Old : 24: 10 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 91.1 91.9 95.3 78.0 88.4 88.9 91.9
Old : 78.7 91.1 91.9 95.3 78.0 88.4 88.9 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 39,311: 27,174 28,844 4,204 2,025 7,241 0 280 0 0 846 0: 692 75
Old : 39,311: 27,174 28,844 4,204 2,025 7,241 0 280 0 0 846 0: 692 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,001: -643 -486 365 289 -683 0 0 0 0 -116 0: -40 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 73.4 10.7 5.2 18.4 0.0 0.7 0.0 0.0 2.2 0.0: 1.8 0.2
Old : 100.0: 69.1 73.4 10.7 5.2 18.4 0.0 0.7 0.0 0.0 2.2 0.0: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 4 . 6 0 . 0 0 . 0:
Old : 28: 15 14 4 . 6 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 68.2 69.7 86.3 30.8 36.8 41.1 43.3
Old : 43.7 68.2 69.7 86.3 30.8 36.8 41.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 40,310: 28,223 30,778 9,170 4,157 1,962 140 2,416 0 572 503 50: 193 444
Old : 40,310: 28,223 30,778 9,170 4,157 1,962 140 2,416 0 572 503 50: 193 444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,008: -2,366 -2,590 -319 -342 -131 -149 -70 0 -7 -115 0: -36 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 76.4 22.7 10.3 4.9 0.3 6.0 0.0 1.4 1.2 0.1: 0.5 1.1
Old : 100.0: 70.0 76.4 22.7 10.3 4.9 0.3 6.0 0.0 1.4 1.2 0.1: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 16 6 . 5 . . 0 . . .:
Old : 34: 17 16 6 . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 60.0 69.5 81.6 37.7 40.0 53.5 53.9
Old : 45.7 60.0 69.5 81.6 37.7 40.0 53.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,944: 7,219 11,021 4,427 591 280 0 780 0 0 0 0: 1,018 272
Old : 12,944: 7,219 11,021 4,427 591 280 0 780 0 0 0 0: 1,018 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,215: -615 -905 -605 -65 0 0 -155 0 0 -40 0: 5 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0: 7.9 2.1
Old : 100.0: 55.8 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0: 7.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 . 0 0 0 0:
Old : 20: 10 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 63.9 82.7 85.2 56.9 47.2 63.7 61.3
Old : 65.8 63.9 82.7 85.2 56.9 47.2 63.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,379: 19,623 15,781 2,520 6,123 90 295 952 0 0 42 55: 796 336
Old : 23,379: 19,623 15,781 2,520 6,123 90 295 952 0 0 42 55: 796 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,486: -1,131 -1,359 -40 -270 -5 25 0 0 -59 0 -76: -200 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 67.5 10.8 26.2 0.4 1.3 4.1 0.0 0.0 0.2 0.2: 3.4 1.4
Old : 100.0: 83.9 67.5 10.8 26.2 0.4 1.3 4.1 0.0 0.0 0.2 0.2: 3.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 12 . 4 . . 4 0 0 . .:
Old : 29: 12 12 . 4 . . 4 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 67.4 90.1 86.7 70.8 66.3 86.0 82.5
Old : 72.2 67.4 90.1 86.7 70.8 66.3 86.0 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,113: 19,578 20,586 6,303 4,243 1,649 102 2,222 0 983 55 0: 498 358
Old : 29,113: 19,578 20,586 6,303 4,243 1,649 102 2,222 0 983 55 0: 498 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,902: -1,300 -869 -686 -1,384 -35 -141 -323 -5 -268 -23 -153: -314 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 70.7 21.7 14.6 5.7 0.4 7.6 0.0 3.4 0.2 0.0: 1.7 1.2
Old : 100.0: 67.2 70.7 21.7 14.6 5.7 0.4 7.6 0.0 3.4 0.2 0.0: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 16 4 . 5 . . 0 . . 0:
Old : 38: 20 16 4 . 5 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 68.6 62.2 86.7 29.6 55.6 44.1 63.2
Old : 39.0 68.6 62.2 86.7 29.6 55.6 44.1 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 22,555: 14,539 17,399 3,242 621 1,563 2,545 1,692 0 480 762 10: 176 508
Old : 22,555: 14,539 17,399 3,242 621 1,563 2,545 1,692 0 480 762 10: 176 508
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -820: -465 -56 794 -278 -816 0 -104 -15 -92 514 -166: -60 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 77.1 14.4 2.8 6.9 11.3 7.5 0.0 2.1 3.4 0.0: 0.8 2.3
Old : 100.0: 64.5 77.1 14.4 2.8 6.9 11.3 7.5 0.0 2.1 3.4 0.0: 0.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . . 5 . . 0 . . .:
Old : 31: 16 12 . . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 67.5 74.6 81.0 38.2 48.8 51.1 56.2
Old : 49.9 67.5 74.6 81.0 38.2 48.8 51.1 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 14,264: 5,310 14,006 7,770 0 42 23 0 102 846 0 79: 92 35
Old : 14,264: 5,310 14,006 7,770 0 42 23 0 102 846 0 79: 92 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 83: 180 58 -22 0 0 -75 0 0 -22 0 22: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 98.2 54.5 0.0 0.3 0.2 0.0 0.7 5.9 0.0 0.6: 0.6 0.2
Old : 100.0: 37.2 98.2 54.5 0.0 0.3 0.2 0.0 0.7 5.9 0.0 0.6: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 12 . 0 . . 0 . . 0 .:
Old : 26: 16 12 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 87.1 83.3 96.4 65.0 83.6 77.8 87.5
Old : 65.3 87.1 83.3 96.4 65.0 83.6 77.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 16,690: 6,031 16,640 9,957 0 0 0 0 0 630 2 48: 24 0
Old : 16,690: 6,031 16,640 9,957 0 0 0 0 0 630 2 48: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 0: 0 -3 0 0 0 0 0 0 -1 2 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 99.7 59.7 0.0 0.0 0.0 0.0 0.0 3.8 0.0 0.3: 0.1 0.0
Old : 100.0: 36.1 99.7 59.7 0.0 0.0 0.0 0.0 0.0 3.8 0.0 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . 0 0 0 0 0 . . .:
Old : 20: 8 9 . 0 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 95.4 94.3 99.6 72.6 95.4 92.5 97.8
Old : 74.4 95.4 94.3 99.6 72.6 95.4 92.5 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,560: 3,681 9,950 9,621 3,575 935 60 0 0 0 0 0: 263 100
Old : 14,560: 3,681 9,950 9,621 3,575 935 60 0 0 0 0 0: 263 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,221: -260 -741 -718 40 -115 -5 0 0 -75 0 -100: 52 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 68.3 66.1 24.6 6.4 0.4 0.0 0.0 0.0 0.0 0.0: 1.8 0.7
Old : 100.0: 25.3 68.3 66.1 24.6 6.4 0.4 0.0 0.0 0.0 0.0 0.0: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 5 . 4 . 0 0 0 0 0:
Old : 23: 11 10 5 . 4 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 85.5 90.0 95.5 67.8 82.6 84.7 90.2
Old : 72.9 85.5 90.0 95.5 67.8 82.6 84.7 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,651: 2,696 5,600 3,412 570 1,276 60 0 0 0 0 0: 207 205
Old : 7,651: 2,696 5,600 3,412 570 1,276 60 0 0 0 0 0: 207 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,141: -245 -656 -758 -10 -70 -5 0 0 -25 -160 -45: 7 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 73.2 44.6 7.5 16.7 0.8 0.0 0.0 0.0 0.0 0.0: 2.7 2.7
Old : 100.0: 35.2 73.2 44.6 7.5 16.7 0.8 0.0 0.0 0.0 0.0 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 11 5 . 4 . 0 0 0 0 0:
Old : 23: 8 11 5 . 4 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 72.3 86.0 87.4 52.6 64.6 70.6 77.1
Old : 64.5 72.3 86.0 87.4 52.6 64.6 70.6 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,367: 18,460 15,897 22,340 28,175 2,195 0 100 0 3,160 0 0: 212 0
Old : 46,367: 18,460 15,897 22,340 28,175 2,195 0 100 0 3,160 0 0: 212 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,138: -792 -338 -330 -445 -45 0 -5 0 125 -25 -125: 29 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 34.3 48.2 60.8 4.7 0.0 0.2 0.0 6.8 0.0 0.0: 0.5 0.0
Old : 100.0: 39.8 34.3 48.2 60.8 4.7 0.0 0.2 0.0 6.8 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 10 5 . 6 0 . 0 . 0 0:
Old : 28: 15 10 5 . 6 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 86.2 85.1 96.0 68.9 84.9 81.1 89.9
Old : 71.9 86.2 85.1 96.0 68.9 84.9 81.1 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,582: 19,270 15,757 25,210 31,975 1,850 0 0 0 3,040 0 0: 212 0
Old : 49,582: 19,270 15,757 25,210 31,975 1,850 0 0 0 3,040 0 0: 212 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,143: -792 -363 -350 -445 -30 0 0 0 120 -25 -120: 29 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 31.8 50.8 64.5 3.7 0.0 0.0 0.0 6.1 0.0 0.0: 0.4 0.0
Old : 100.0: 38.9 31.8 50.8 64.5 3.7 0.0 0.0 0.0 6.1 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 5 . 4 0 0 0 . 0 0:
Old : 27: 15 10 5 . 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 88.5 85.8 97.4 70.5 87.3 82.2 91.7
Old : 72.3 88.5 85.8 97.4 70.5 87.3 82.2 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 91,209: 69,503 65,115 13,440 18,916 4,577 564 0 100 1,406 1,374 1,002: 617 125
Old : 91,209: 69,503 65,115 13,440 18,916 4,577 564 0 100 1,406 1,374 1,002: 617 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,785: -3,161 -2,341 -366 -50 -156 -11 0 -120 13 53 -18: -966 -2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 71.4 14.7 20.7 5.0 0.6 0.0 0.1 1.5 1.5 1.1: 0.7 0.1
Old : 100.0: 76.2 71.4 14.7 20.7 5.0 0.6 0.0 0.1 1.5 1.5 1.1: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 27 22 . 5 6 . 0 . . . .:
Old : 47: 27 22 . 5 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 61.8 67.8 78.1 44.9 51.8 60.7 66.2
Old : 46.7 61.8 67.8 78.1 44.9 51.8 60.7 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 108,372: 88,076 73,215 6,561 23,337 8,919 289 182 523 2,641 1,080 1,015: 348 101
Old : 108,372: 88,076 73,215 6,561 23,337 8,919 289 182 523 2,641 1,080 1,015: 348 101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,441: -1,020 -1,651 -474 1,415 -680 -317 -60 -95 -50 130 -91: -714 -2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 67.6 6.1 21.5 8.2 0.3 0.2 0.5 2.4 1.0 0.9: 0.3 0.1
Old : 100.0: 81.3 67.6 6.1 21.5 8.2 0.3 0.2 0.5 2.4 1.0 0.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 29 24 . 7 6 . . . 4 . 4:
Old : 52: 29 24 . 7 6 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 57.3 64.1 72.7 43.1 48.1 55.8 60.5
Old : 45.2 57.3 64.1 72.7 43.1 48.1 55.8 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 593,885: 365,231 416,701 16,541 17,379 85,220 28,449 4,151 40,636 28,891 1,233 28,213: 704 351
Old : 593,885: 365,231 416,701 16,541 17,379 85,220 28,449 4,151 40,636 28,891 1,233 28,213: 704 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 2,681: -2,493 5,573 1,866 -641 -1,350 -1,654 -29 5,662 5,660 232 -3,093: -1,918 -3,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 70.2 2.8 2.9 14.3 4.8 0.7 6.8 4.9 0.2 4.8: 0.1 0.1
Old : 100.0: 61.5 70.2 2.8 2.9 14.3 4.8 0.7 6.8 4.9 0.2 4.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 92: 42 42 . 5 7 12 5 12 16 5 14:
Old : 92: 42 42 . 5 7 12 5 12 16 5 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 53.0 60.8 71.8 12.6 19.6 18.8 25.5
Old : 38.7 53.0 60.8 71.8 12.6 19.6 18.8 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,410: 6,300 8,470 1,890 1,900 950 710 0 0 515 0 0: 1,045 90
Old : 11,410: 6,300 8,470 1,890 1,900 950 710 0 0 515 0 0: 1,045 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -770: -295 -350 -20 -355 25 -100 0 0 -160 0 0: -220 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 74.2 16.6 16.7 8.3 6.2 0.0 0.0 4.5 0.0 0.0: 9.2 0.8
Old : 100.0: 55.2 74.2 16.6 16.7 8.3 6.2 0.0 0.0 4.5 0.0 0.0: 9.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . . . 0 0 . 0 0:
Old : 20: 9 8 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 79.1 82.2 96.8 55.4 72.7 69.9 82.8
Old : 61.0 79.1 82.2 96.8 55.4 72.7 69.9 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,832: 5,192 6,822 2,060 1,760 1,160 110 0 0 515 0 0: 795 90
Old : 9,832: 5,192 6,822 2,060 1,760 1,160 110 0 0 515 0 0: 795 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -765: -345 -325 55 -330 -20 -50 0 0 -160 0 0: -245 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 69.4 21.0 17.9 11.8 1.1 0.0 0.0 5.2 0.0 0.0: 8.1 0.9
Old : 100.0: 52.8 69.4 21.0 17.9 11.8 1.1 0.0 0.0 5.2 0.0 0.0: 8.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . . . 0 0 . 0 0:
Old : 20: 9 8 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 75.7 84.1 97.4 56.7 65.2 68.4 80.9
Old : 68.6 75.7 84.1 97.4 56.7 65.2 68.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 35,180: 30,520 28,330 575 5,810 190 2,985 0 175 155 175 25: 555 475
Old : 35,180: 30,520 28,330 575 5,810 190 2,985 0 175 155 175 25: 555 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 80.5 1.6 16.5 0.5 8.5 0.0 0.5 0.4 0.5 0.1: 1.6 1.4
Old : 100.0: 86.8 80.5 1.6 16.5 0.5 8.5 0.0 0.5 0.4 0.5 0.1: 1.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 14 . . . . 0 . . . .:
Old : 26: 10 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 90.8 95.4 95.3 85.6 87.9 89.7 90.6
Old : 89.7 90.8 95.4 95.3 85.6 87.9 89.7 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 36,743: 24,225 18,608 1,250 1,830 7,000 700 3,415 700 1,800 4,260 910: 158 20
Old : 36,743: 24,225 18,608 1,250 1,830 7,000 700 3,415 700 1,800 4,260 910: 158 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,755: -1,925 -525 83 -1,247 -33 0 0 100 0 -50 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 50.6 3.4 5.0 19.1 1.9 9.3 1.9 4.9 11.6 2.5: 0.4 0.1
Old : 100.0: 65.9 50.6 3.4 5.0 19.1 1.9 9.3 1.9 4.9 11.6 2.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 17 . . 5 . . . . . .:
Old : 32: 17 17 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 49.4 74.7 74.9 42.5 41.1 55.7 55.4
Old : 46.6 49.4 74.7 74.9 42.5 41.1 55.7 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 35,595: 18,439 21,535 7,620 2,535 6,405 1,720 4,715 0 1,400 225 0: 11 180
Old : 35,595: 18,439 21,535 7,620 2,535 6,405 1,720 4,715 0 1,400 225 0: 11 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,638: -1,889 -2,341 -920 55 123 50 0 0 225 -240 -235: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 60.5 21.4 7.1 18.0 4.8 13.2 0.0 3.9 0.6 0.0: 0.0 0.5
Old : 100.0: 51.8 60.5 21.4 7.1 18.0 4.8 13.2 0.0 3.9 0.6 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . . 4 . . 0 . . 0:
Old : 32: 19 16 . . 4 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 45.2 81.0 75.2 43.5 39.7 54.6 57.1
Old : 53.8 45.2 81.0 75.2 43.5 39.7 54.6 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 85,023: 57,525 62,979 20,989 15,492 1,179 0 700 0 745 0 0: 4,585 4,673
Old : 85,023: 57,525 62,979 20,989 15,492 1,179 0 700 0 745 0 0: 4,585 4,673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,890: -2,651 -2,461 -699 -675 -100 0 -326 -281 -120 0 0: -39 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 74.1 24.7 18.2 1.4 0.0 0.8 0.0 0.9 0.0 0.0: 5.4 5.5
Old : 100.0: 67.7 74.1 24.7 18.2 1.4 0.0 0.8 0.0 0.9 0.0 0.0: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . . . 0 . 0 . 0 0:
Old : 22: 12 13 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 65.2 89.7 86.9 77.9 64.4 83.2 82.9
Old : 81.5 65.2 89.7 86.9 77.9 64.4 83.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,873: 45,506 48,147 16,327 14,316 1,109 0 0 0 515 0 0: 5,416 5,301
Old : 68,873: 45,506 48,147 16,327 14,316 1,109 0 0 0 515 0 0: 5,416 5,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,479: -2,740 -2,057 -553 -665 -100 0 -533 -50 -105 0 0: 69 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 69.9 23.7 20.8 1.6 0.0 0.0 0.0 0.7 0.0 0.0: 7.9 7.7
Old : 100.0: 66.1 69.9 23.7 20.8 1.6 0.0 0.0 0.0 0.7 0.0 0.0: 7.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 . . 4 0 0 0 . 0 0:
Old : 21: 10 12 . . 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 65.6 87.7 83.6 74.8 63.9 80.6 79.4
Old : 78.2 65.6 87.7 83.6 74.8 63.9 80.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,268: 5,532 13,458 9,885 1,490 912 325 180 120 0 0 0: 3,494 4,108
Old : 20,268: 5,532 13,458 9,885 1,490 912 325 180 120 0 0 0: 3,494 4,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,389: -845 -695 185 35 -445 -75 -50 0 0 0 0: -209 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 66.4 48.8 7.4 4.5 1.6 0.9 0.6 0.0 0.0 0.0: 17.2 20.3
Old : 100.0: 27.3 66.4 48.8 7.4 4.5 1.6 0.9 0.6 0.0 0.0 0.0: 17.2 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 11 . . . . . . 0 0 0:
Old : 20: 6 11 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 47.1 80.3 68.3 59.7 46.9 67.3 62.4
Old : 67.6 47.1 80.3 68.3 59.7 46.9 67.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,814: 12,840 13,852 10,974 8,361 178 460 1,434 1,156 0 348 192: 2,014 2,293
Old : 27,814: 12,840 13,852 10,974 8,361 178 460 1,434 1,156 0 348 192: 2,014 2,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,489: -1,904 -958 951 -65 -483 -185 -10 -25 0 -259 -60: 217 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 49.8 39.5 30.1 0.6 1.7 5.2 4.2 0.0 1.3 0.7: 7.2 8.2
Old : 100.0: 46.2 49.8 39.5 30.1 0.6 1.7 5.2 4.2 0.0 1.3 0.7: 7.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 . . . . . . 0 . .:
Old : 25: 11 13 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.9 76.8 80.2 51.5 56.2 65.6 65.3
Old : 54.2 59.9 76.8 80.2 51.5 56.2 65.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,864: 9,371 10,786 8,630 2,700 840 0 4,303 60 336 468 0: 1,627 1,707
Old : 20,864: 9,371 10,786 8,630 2,700 840 0 4,303 60 336 468 0: 1,627 1,707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -963: -1,261 -444 324 90 -106 -25 -359 -176 55 -45 -55: 281 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 51.7 41.4 12.9 4.0 0.0 20.6 0.3 1.6 2.2 0.0: 7.8 8.2
Old : 100.0: 44.9 51.7 41.4 12.9 4.0 0.0 20.6 0.3 1.6 2.2 0.0: 7.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 . . . 0 . . . . 0:
Old : 21: 9 9 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 62.6 76.8 83.8 53.5 55.7 65.6 66.9
Old : 56.3 62.6 76.8 83.8 53.5 55.7 65.6 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 98,912: 34,106 45,152 32,631 31,409 3,382 12,010 900 0 0 1,083 0: 16,783 16,986
Old : 98,912: 34,106 45,152 32,631 31,409 3,382 12,010 900 0 0 1,083 0: 16,783 16,986
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,931: -691 -590 -927 -2,360 -68 -1,200 -50 0 0 184 -184: -861 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 45.6 33.0 31.8 3.4 12.1 0.9 0.0 0.0 1.1 0.0: 17.0 17.2
Old : 100.0: 34.5 45.6 33.0 31.8 3.4 12.1 0.9 0.0 0.0 1.1 0.0: 17.0 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . 4 5 . . 0 0 . 0:
Old : 27: 14 14 . 4 5 . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 49.1 71.0 70.0 52.0 47.5 63.2 63.0
Old : 55.5 49.1 71.0 70.0 52.0 47.5 63.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,475: 33,820 46,027 24,017 28,668 3,760 11,840 900 0 6,010 424 335: 20,693 20,361
Old : 100,475: 33,820 46,027 24,017 28,668 3,760 11,840 900 0 6,010 424 335: 20,693 20,361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,173: -666 -810 -1,309 -2,055 -385 -1,345 -50 0 10 -35 -20: -458 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 45.8 23.9 28.5 3.7 11.8 0.9 0.0 6.0 0.4 0.3: 20.6 20.3
Old : 100.0: 33.7 45.8 23.9 28.5 3.7 11.8 0.9 0.0 6.0 0.4 0.3: 20.6 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . 4 4 . . 0 . . .:
Old : 28: 13 14 . 4 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 46.0 63.9 66.4 41.7 46.0 56.4 60.2
Old : 45.5 46.0 63.9 66.4 41.7 46.0 56.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,160: 13,410 8,030 2,580 0 1,795 0 7,320 200 370 1,455 0: 3,805 3,360
Old : 22,160: 13,410 8,030 2,580 0 1,795 0 7,320 200 370 1,455 0: 3,805 3,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -986: -1,591 -85 351 0 -306 0 -455 0 -50 -225 0: 610 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 36.2 11.6 0.0 8.1 0.0 33.0 0.9 1.7 6.6 0.0: 17.2 15.2
Old : 100.0: 60.5 36.2 11.6 0.0 8.1 0.0 33.0 0.9 1.7 6.6 0.0: 17.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 7 4 0 . 0 . . . . 0:
Old : 26: 14 7 4 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.0 64.7 81.4 40.3 62.4 54.4 65.8
Old : 48.6 64.0 64.7 81.4 40.3 62.4 54.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,160: 13,410 8,070 2,620 0 1,730 0 7,320 200 370 1,455 0: 3,830 3,385
Old : 22,160: 13,410 8,070 2,620 0 1,730 0 7,320 200 370 1,455 0: 3,830 3,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -961: -1,591 -85 376 0 -331 0 -455 0 -50 -200 0: 635 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 36.4 11.8 0.0 7.8 0.0 33.0 0.9 1.7 6.6 0.0: 17.3 15.3
Old : 100.0: 60.5 36.4 11.8 0.0 7.8 0.0 33.0 0.9 1.7 6.6 0.0: 17.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 7 4 0 . 0 . . . . 0:
Old : 26: 14 7 4 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 63.7 64.6 81.3 40.5 62.4 54.5 66.0
Old : 48.5 63.7 64.6 81.3 40.5 62.4 54.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,761: 19,440 10,880 80 12,728 1,140 3,050 50 0 1,088 0 750: 1,213 1,213
Old : 26,761: 19,440 10,880 80 12,728 1,140 3,050 50 0 1,088 0 750: 1,213 1,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 3,251: 4,054 1,650 0 1,696 130 -770 0 0 62 0 -91: -134 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 40.7 0.3 47.6 4.3 11.4 0.2 0.0 4.1 0.0 2.8: 4.5 4.5
Old : 100.0: 72.6 40.7 0.3 47.6 4.3 11.4 0.2 0.0 4.1 0.0 2.8: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 5 . 4 4 . . 0 . 0 .:
Old : 22: 14 5 . 4 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 83.3 79.5 93.0 40.4 58.5 51.4 60.2
Old : 68.3 83.3 79.5 93.0 40.4 58.5 51.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,216: 14,016 9,460 193 8,646 1,618 3,075 0 50 822 0 750: 692 692
Old : 21,216: 14,016 9,460 193 8,646 1,618 3,075 0 50 822 0 750: 692 692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 1,252: 2,061 1,335 13 62 135 -770 0 0 93 0 -116: -164 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 44.6 0.9 40.8 7.6 14.5 0.0 0.2 3.9 0.0 3.5: 3.3 3.3
Old : 100.0: 66.1 44.6 0.9 40.8 7.6 14.5 0.0 0.2 3.9 0.0 3.5: 3.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 6 . . 5 . 0 . . 0 .:
Old : 22: 14 6 . . 5 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 82.9 76.7 93.9 31.1 53.8 44.6 55.0
Old : 63.1 82.9 76.7 93.9 31.1 53.8 44.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,839: 13,640 34,890 28,110 13,215 50 3,460 125 0 3,080 0 0: 2,499 2,559
Old : 50,839: 13,640 34,890 28,110 13,215 50 3,460 125 0 3,080 0 0: 2,499 2,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,475: -835 -4,095 -2,005 -360 0 -1,175 30 -30 -360 0 0: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 68.6 55.3 26.0 0.1 6.8 0.2 0.0 6.1 0.0 0.0: 4.9 5.0
Old : 100.0: 26.8 68.6 55.3 26.0 0.1 6.8 0.2 0.0 6.1 0.0 0.0: 4.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 9 12 4 . . . . 0 . 0 0:
Old : 24: 9 12 4 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 82.6 91.6 91.2 73.1 82.6 91.0 90.7
Old : 73.1 82.6 91.6 91.2 73.1 82.6 91.0 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,064: 12,519 34,359 31,830 11,015 0 4,330 125 0 3,080 6,000 0: 2,305 2,565
Old : 54,064: 12,519 34,359 31,830 11,015 0 4,330 125 0 3,080 6,000 0: 2,305 2,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,390: -555 -4,270 -2,310 -315 0 -1,175 30 -30 -285 0 0: -35 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 63.6 58.9 20.4 0.0 8.0 0.2 0.0 5.7 11.1 0.0: 4.3 4.7
Old : 100.0: 23.2 63.6 58.9 20.4 0.0 8.0 0.2 0.0 5.7 11.1 0.0: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 9 11 4 . 0 . . 0 . . 0:
Old : 24: 9 11 4 . 0 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 80.4 92.3 91.1 77.4 80.4 91.7 90.7
Old : 77.4 80.4 92.3 91.1 77.4 80.4 91.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,315: 19,550 49,330 21,530 725 2,490 3,970 500 300 5,700 780 335: 2,440 1,855
Old : 56,315: 19,550 49,330 21,530 725 2,490 3,970 500 300 5,700 780 335: 2,440 1,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,178: -1,333 -3,068 -1,390 -55 -225 -320 -25 0 -625 -540 0: -285 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 87.6 38.2 1.3 4.4 7.0 0.9 0.5 10.1 1.4 0.6: 4.3 3.3
Old : 100.0: 34.7 87.6 38.2 1.3 4.4 7.0 0.9 0.5 10.1 1.4 0.6: 4.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 11 4 . 4 . . . . . .:
Old : 32: 16 11 4 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 82.0 71.7 90.7 52.2 79.7 69.4 85.1
Old : 54.3 82.0 71.7 90.7 52.2 79.7 69.4 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,065: 17,585 46,735 21,380 225 2,880 3,840 500 350 5,140 1,440 210: 2,680 1,725
Old : 54,065: 17,585 46,735 21,380 225 2,880 3,840 500 350 5,140 1,440 210: 2,680 1,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,152: -1,242 -2,457 -1,695 -85 -255 -220 -25 -30 -475 -1,080 0: -235 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 86.4 39.5 0.4 5.3 7.1 0.9 0.6 9.5 2.7 0.4: 5.0 3.2
Old : 100.0: 32.5 86.4 39.5 0.4 5.3 7.1 0.9 0.6 9.5 2.7 0.4: 5.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 11 4 . 5 . . . . . .:
Old : 31: 15 11 4 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 80.7 72.2 89.9 53.2 78.7 69.5 84.0
Old : 55.8 80.7 72.2 89.9 53.2 78.7 69.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,360: 25,575 36,690 2,765 8,665 7,730 17,970 0 0 685 1,750 1,225: 5,410 5,300
Old : 61,360: 25,575 36,690 2,765 8,665 7,730 17,970 0 0 685 1,750 1,225: 5,410 5,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,225: -2,200 -3,990 -975 20 -20 -420 0 -30 -380 -25 0: -200 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 59.8 4.5 14.1 12.6 29.3 0.0 0.0 1.1 2.9 2.0: 8.8 8.6
Old : 100.0: 41.7 59.8 4.5 14.1 12.6 29.3 0.0 0.0 1.1 2.9 2.0: 8.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 12 4 . 5 4 0 0 . . .:
Old : 35: 18 12 4 . 5 4 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 62.3 67.5 77.7 43.5 57.7 59.8 68.0
Old : 46.7 62.3 67.5 77.7 43.5 57.7 59.8 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,560: 25,415 35,815 3,295 9,040 7,240 17,845 0 0 110 1,750 1,225: 5,430 5,490
Old : 60,560: 25,415 35,815 3,295 9,040 7,240 17,845 0 0 110 1,750 1,225: 5,430 5,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,930: -2,220 -3,660 -840 20 -20 -345 0 -30 -245 -25 0: -230 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 59.1 5.4 14.9 12.0 29.5 0.0 0.0 0.2 2.9 2.0: 9.0 9.1
Old : 100.0: 42.0 59.1 5.4 14.9 12.0 29.5 0.0 0.0 0.2 2.9 2.0: 9.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 14 4 . 4 4 0 0 . . .:
Old : 35: 17 14 4 . 4 4 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 60.0 68.8 75.9 42.6 55.5 59.8 66.5
Old : 46.8 60.0 68.8 75.9 42.6 55.5 59.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,432: 26,548 25,975 3,662 11,508 241 8,800 2,115 446 1,090 650 925: 4,720 4,572
Old : 46,432: 26,548 25,975 3,662 11,508 241 8,800 2,115 446 1,090 650 925: 4,720 4,572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,474: -1,722 -1,140 -106 -1,899 -106 -705 645 -635 0 -130 0: -200 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 55.9 7.9 24.8 0.5 19.0 4.6 1.0 2.3 1.4 2.0: 10.2 9.8
Old : 100.0: 57.2 55.9 7.9 24.8 0.5 19.0 4.6 1.0 2.3 1.4 2.0: 10.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 8 4 . . . . . . . .:
Old : 33: 17 8 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 76.1 64.1 87.1 45.7 69.0 62.3 78.2
Old : 45.7 76.1 64.1 87.1 45.7 69.0 62.3 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,204: 23,812 25,008 3,628 7,564 890 6,525 2,115 446 1,015 475 825: 4,063 3,881
Old : 41,204: 23,812 25,008 3,628 7,564 890 6,525 2,115 446 1,015 475 825: 4,063 3,881
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,898: -1,439 -1,255 -102 -1,326 -20 -430 645 -635 230 175 -225: -277 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 60.7 8.8 18.4 2.2 15.8 5.1 1.1 2.5 1.2 2.0: 9.9 9.4
Old : 100.0: 57.8 60.7 8.8 18.4 2.2 15.8 5.1 1.1 2.5 1.2 2.0: 9.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 9 4 . 4 . . . . . .:
Old : 33: 17 9 4 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 74.8 63.4 86.2 45.7 66.2 61.0 75.8
Old : 45.8 74.8 63.4 86.2 45.7 66.2 61.0 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 206,063: 113,122 95,545 31,147 9,715 6,236 0 32,032 45 2,937 9,954 733: 51,843 51,803
Old : 206,063: 113,122 95,545 31,147 9,715 6,236 0 32,032 45 2,937 9,954 733: 51,843 51,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -9,529: -6,526 -2,285 629 -27 -409 0 -3,398 0 -390 -587 0: -2,833 -2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 46.4 15.1 4.7 3.0 0.0 15.5 0.0 1.4 4.8 0.4: 25.2 25.1
Old : 100.0: 54.9 46.4 15.1 4.7 3.0 0.0 15.5 0.0 1.4 4.8 0.4: 25.2 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 26 . 4 5 0 4 . . 4 .:
Old : 46: 25 26 . 4 5 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 34.0 61.1 49.0 32.5 25.0 45.3 37.3
Old : 45.8 34.0 61.1 49.0 32.5 25.0 45.3 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 194,105: 107,195 91,294 23,137 3,595 12,593 0 29,820 240 3,597 9,260 573: 46,770 46,730
Old : 194,105: 107,195 91,294 23,137 3,595 12,593 0 29,820 240 3,597 9,260 573: 46,770 46,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -8,778: -5,734 -2,221 893 18 133 -30 -3,200 -45 -930 -408 -96: -2,969 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 47.0 11.9 1.9 6.5 0.0 15.4 0.1 1.9 4.8 0.3: 24.1 24.1
Old : 100.0: 55.2 47.0 11.9 1.9 6.5 0.0 15.4 0.1 1.9 4.8 0.3: 24.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 25 . 4 5 0 4 . . 4 .:
Old : 46: 25 25 . 4 5 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 33.6 60.7 48.2 29.2 25.3 44.0 37.5
Old : 42.5 33.6 60.7 48.2 29.2 25.3 44.0 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,650: 17,630 17,645 16,610 550 710 2,325 18,440 600 0 0 0: 1,775 1,705
Old : 39,650: 17,630 17,645 16,610 550 710 2,325 18,440 600 0 0 0: 1,775 1,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -640: -100 -545 -180 15 -15 -100 50 -50 0 0 0: -195 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 44.5 41.9 1.4 1.8 5.9 46.5 1.5 0.0 0.0 0.0: 4.5 4.3
Old : 100.0: 44.5 44.5 41.9 1.4 1.8 5.9 46.5 1.5 0.0 0.0 0.0: 4.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . . . . . . 0 0 0:
Old : 21: 11 8 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 80.7 84.5 93.1 64.6 77.7 79.8 83.0
Old : 66.1 80.7 84.5 93.1 64.6 77.7 79.8 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,711: 16,013 27,547 12,823 3,948 10,328 2,825 0 50 0 300 0: 6,672 6,538
Old : 48,711: 16,013 27,547 12,823 3,948 10,328 2,825 0 50 0 300 0: 6,672 6,538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,216: -595 -950 -295 -70 -131 -85 0 -90 0 -132 -10: -10 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 56.6 26.3 8.1 21.2 5.8 0.0 0.1 0.0 0.6 0.0: 13.7 13.4
Old : 100.0: 32.9 56.6 26.3 8.1 21.2 5.8 0.0 0.1 0.0 0.6 0.0: 13.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 13 5 . 6 . 0 . 0 . 0:
Old : 24: 12 13 5 . 6 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 43.7 65.9 67.7 29.6 30.1 42.5 44.3
Old : 45.2 43.7 65.9 67.7 29.6 30.1 42.5 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,670: 10,465 27,590 16,950 3,160 8,345 2,895 0 655 0 300 0: 7,360 6,620
Old : 46,670: 10,465 27,590 16,950 3,160 8,345 2,895 0 655 0 300 0: 7,360 6,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,435: -790 -995 160 250 -570 -35 0 -40 0 -90 -10: -150 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 59.1 36.3 6.8 17.9 6.2 0.0 1.4 0.0 0.6 0.0: 15.8 14.2
Old : 100.0: 22.4 59.1 36.3 6.8 17.9 6.2 0.0 1.4 0.0 0.6 0.0: 15.8 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 13 5 . 5 . 0 . 0 . 0:
Old : 23: 8 13 5 . 5 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 48.7 71.2 66.5 41.7 36.5 49.3 50.7
Old : 54.7 48.7 71.2 66.5 41.7 36.5 49.3 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,238: 20,515 21,275 5,955 4,205 5,575 2,275 3,975 24 300 0 0: 5,594 5,184
Old : 40,238: 20,515 21,275 5,955 4,205 5,575 2,275 3,975 24 300 0 0: 5,594 5,184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,115: -910 -1,920 -150 210 -355 -550 -5 0 -115 0 0: -35 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 52.9 14.8 10.5 13.9 5.7 9.9 0.1 0.7 0.0 0.0: 13.9 12.9
Old : 100.0: 51.0 52.9 14.8 10.5 13.9 5.7 9.9 0.1 0.7 0.0 0.0: 13.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 . . 5 . . . . 0 0:
Old : 24: 13 15 . . 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 45.1 66.6 66.6 30.3 28.8 40.1 42.7
Old : 45.3 45.1 66.6 66.6 30.3 28.8 40.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,524: 16,335 22,779 1,415 4,000 7,440 14,050 5,325 0 300 0 0: 4,984 4,980
Old : 44,524: 16,335 22,779 1,415 4,000 7,440 14,050 5,325 0 300 0 0: 4,984 4,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,735: -620 -945 -160 -280 -55 -450 -115 0 -115 0 0: -335 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 51.2 3.2 9.0 16.7 31.6 12.0 0.0 0.7 0.0 0.0: 11.2 11.2
Old : 100.0: 36.7 51.2 3.2 9.0 16.7 31.6 12.0 0.0 0.7 0.0 0.0: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . . 4 . . 0 . 0 0:
Old : 22: 12 13 . . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 54.2 76.3 76.5 44.9 43.7 51.8 53.7
Old : 60.2 54.2 76.3 76.5 44.9 43.7 51.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 258,109: 150,553 153,224 15,949 28,688 19,759 16,587 860 6,155 1,450 1,887 2,048: 45,608 45,488
Old : 258,109: 150,553 153,224 15,949 28,688 19,759 16,587 860 6,155 1,450 1,887 2,048: 45,608 45,488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -7,876: -4,407 -4,191 -1,000 -912 -178 -189 -50 -252 -22 -325 -233: -1,595 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 59.4 6.2 11.1 7.7 6.4 0.3 2.4 0.6 0.7 0.8: 17.7 17.6
Old : 100.0: 58.3 59.4 6.2 11.1 7.7 6.4 0.3 2.4 0.6 0.7 0.8: 17.7 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 24 5 . 7 . . . . . .:
Old : 45: 25 24 5 . 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 42.9 60.3 61.7 34.2 40.3 45.5 45.6
Old : 43.5 42.9 60.3 61.7 34.2 40.3 45.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 198,172: 108,684 118,728 11,451 18,305 15,641 6,600 175 11,241 10,895 632 25: 33,635 33,425
Old : 198,172: 108,684 118,728 11,451 18,305 15,641 6,600 175 11,241 10,895 632 25: 33,635 33,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -9,618: -5,026 -4,677 165 366 -1,460 535 50 -1,160 95 25 -200: -2,567 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 59.9 5.8 9.2 7.9 3.3 0.1 5.7 5.5 0.3 0.0: 17.0 16.9
Old : 100.0: 54.8 59.9 5.8 9.2 7.9 3.3 0.1 5.7 5.5 0.3 0.0: 17.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 21 4 . 6 . . . 4 . .:
Old : 42: 23 21 4 . 6 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 42.5 59.5 68.6 29.7 37.6 41.7 46.4
Old : 35.9 42.5 59.5 68.6 29.7 37.6 41.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,975: 18,030 510 2,785 20,065 2,655 50 675 0 445 0 105: 1,905 1,965
Old : 25,975: 18,030 510 2,785 20,065 2,655 50 675 0 445 0 105: 1,905 1,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,445: -1,005 -105 -435 -1,130 10 0 -290 0 -25 0 0: 10 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 2.0 10.7 77.2 10.2 0.2 2.6 0.0 1.7 0.0 0.4: 7.3 7.6
Old : 100.0: 69.4 2.0 10.7 77.2 10.2 0.2 2.6 0.0 1.7 0.0 0.4: 7.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 4 . . . . . 0 . 0 .:
Old : 20: 10 4 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 87.5 86.1 91.5 65.2 79.4 77.5 81.3
Old : 70.8 87.5 86.1 91.5 65.2 79.4 77.5 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,560: 17,530 515 3,390 19,460 2,655 50 675 0 0 260 300: 1,635 1,695
Old : 25,560: 17,530 515 3,390 19,460 2,655 50 675 0 0 260 300: 1,635 1,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,605: -1,060 -100 -350 -985 -155 0 -410 0 0 25 -25: -15 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 2.0 13.3 76.1 10.4 0.2 2.6 0.0 0.0 1.0 1.2: 6.4 6.6
Old : 100.0: 68.6 2.0 13.3 76.1 10.4 0.2 2.6 0.0 0.0 1.0 1.2: 6.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 4 . . . . . 0 0 . .:
Old : 20: 10 4 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 86.5 88.7 92.3 68.1 78.3 79.7 81.2
Old : 73.7 86.5 88.7 92.3 68.1 78.3 79.7 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2022