Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 33,844 : : Positions : : 25,385 28,960 2,968 418 2,640 940 258 675 925 633 260 : : : : Changes from: December 28, 2021 : : -1,397 -1,263 57 47 -123 309 144 -19 25 75 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 85.6 8.8 1.2 7.8 2.8 0.8 2.0 2.7 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 26,320 : : Positions : : 23,233 20,241 0 3,304 1,035 117 595 395 700 170 460 : : : : Changes from: December 28, 2021 : : -754 -875 -90 -46 -330 -124 125 64 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 76.9 0.0 12.6 3.9 0.4 2.3 1.5 2.7 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 207,487 : : Positions : : 117,294 156,597 4,315 14,696 31,721 26,155 0 386 22,979 960 2,856 : : : : Changes from: December 28, 2021 : : 1,645 6,402 621 -1,971 2,163 461 0 4 1,360 268 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 75.5 2.1 7.1 15.3 12.6 0.0 0.2 11.1 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 30 31 . 5 8 8 0 . 10 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 66,363 : : Positions : : 60,439 41,258 1,799 8,829 2,693 0 10,345 106 0 2,049 1,032 : : : : Changes from: December 28, 2021 : : 1,861 -663 -2 460 1 -75 1,889 0 0 88 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 62.2 2.7 13.3 4.1 0.0 15.6 0.2 0.0 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . . . 0 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 42,385 : : Positions : : 38,370 31,988 1,152 2,987 1,920 0 626 275 0 3,947 438 : : : : Changes from: December 28, 2021 : : 584 524 -90 -460 195 -200 -50 225 0 280 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 75.5 2.7 7.0 4.5 0.0 1.5 0.6 0.0 9.3 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 18 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 45,311 : : Positions : : 25,642 17,201 3,311 15,724 5,505 10,190 226 0 25 6,243 100 : : : : Changes from: December 28, 2021 : : -54 -154 -114 0 63 0 0 0 0 57 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 38.0 7.3 34.7 12.1 22.5 0.5 0.0 0.1 13.8 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 22 4 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 52,912 : : Positions : : 38,826 19,396 1,472 21,482 5,708 5,313 76 600 200 5,260 292 : : : : Changes from: December 28, 2021 : : -182 -471 -101 -86 71 5 10 0 -56 187 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 36.7 2.8 40.6 10.8 10.0 0.1 1.1 0.4 9.9 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 19 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,285 : : Positions : : 38,870 27,583 26,491 32,728 857 0 0 0 423 5,468 1,179 : : : : Changes from: December 28, 2021 : : 10 -269 -47 102 0 0 0 0 0 -57 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 40.4 38.8 47.9 1.3 0.0 0.0 0.0 0.6 8.0 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 87,296 : : Positions : : 51,771 28,136 31,415 49,831 1,327 0 30 0 1,037 6,355 1,075 : : : : Changes from: December 28, 2021 : : 131 -170 -65 232 0 0 30 0 180 -68 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 32.2 36.0 57.1 1.5 0.0 0.0 0.0 1.2 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 4 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,555 : : Positions : : 20,011 27,823 8,178 0 1,283 0 0 0 13 75 20 : : : : Changes from: December 28, 2021 : : 14 54 20 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 94.1 27.7 0.0 4.3 0.0 0.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 5 0 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 38,540 : : Positions : : 31,358 24,788 2,547 7,889 4,363 100 1,500 0 50 0 0 : : : : Changes from: December 28, 2021 : : 0 -55 -75 -20 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 64.3 6.6 20.5 11.3 0.3 3.9 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 33,432 : : Positions : : 24,267 24,307 5,340 3,150 3,065 0 700 0 500 2,195 15 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 72.7 16.0 9.4 9.2 0.0 2.1 0.0 1.5 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 30,578 : : Positions : : 23,007 22,842 3,399 3,465 3,401 0 600 0 500 50 0 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 74.7 11.1 11.3 11.1 0.0 2.0 0.0 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 132,522 : : Positions : : 76,708 81,353 20,129 11,214 22,068 4,955 2,703 3,389 1,715 8,729 2,908 : : : : Changes from: December 28, 2021 : : 709 1,543 1,013 -523 -1,308 -84 165 -170 -405 30 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.4 15.2 8.5 16.7 3.7 2.0 2.6 1.3 6.6 2.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 32 . . 5 8 . 5 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 42,671 : : Positions : : 18,961 24,668 17,282 5,959 5,693 0 4,562 539 0 1,250 0 : : : : Changes from: December 28, 2021 : : 45 -15 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 57.8 40.5 14.0 13.3 0.0 10.7 1.3 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 37,749 : : Positions : : 17,423 24,210 12,494 3,021 6,204 1,125 2,907 307 0 1,100 0 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 64.1 33.1 8.0 16.4 3.0 7.7 0.8 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 76,793 : : Positions : : 42,772 50,369 12,648 7,355 15,318 575 1,125 343 3,970 650 790 : : : : Changes from: December 28, 2021 : : 715 845 0 -310 310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 65.6 16.5 9.6 19.9 0.7 1.5 0.4 5.2 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,425 : : Positions : : 24,964 34,489 9,766 50 1,313 50 199 0 0 0 0 : : : : Changes from: December 28, 2021 : : 130 -105 -245 0 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 94.7 26.8 0.1 3.6 0.1 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 5 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,796 : : Positions : : 38,143 34,656 3,760 7,526 4,114 462 470 20 0 0 0 : : : : Changes from: December 28, 2021 : : 169 201 61 20 -145 0 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 74.1 8.0 16.1 8.8 1.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,733 : : Positions : : 29,954 41,544 13,159 4,907 1,072 180 0 0 2,768 0 25 : : : : Changes from: December 28, 2021 : : 57 604 355 0 0 180 0 0 12 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 87.0 27.6 10.3 2.2 0.4 0.0 0.0 5.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . 5 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,960 : : Positions : : 35,394 41,667 11,992 8,609 1,933 0 404 0 3,064 0 167 : : : : Changes from: December 28, 2021 : : 400 460 55 -18 18 0 20 0 12 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 78.7 22.6 16.3 3.6 0.0 0.8 0.0 5.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 80,003 : : Positions : : 64,310 70,617 13,040 7,234 958 0 57 24 733 533 575 : : : : Changes from: December 28, 2021 : : 676 338 -111 -125 72 0 -15 -5 -1 379 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.3 16.3 9.0 1.2 0.0 0.1 0.0 0.9 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 24 6 . 4 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 104,042 : : Positions : : 84,652 89,784 14,645 10,467 976 900 630 0 1,182 743 1,036 : : : : Changes from: December 28, 2021 : : -2,761 -2,469 71 -210 -153 25 45 0 165 -53 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 86.3 14.1 10.1 0.9 0.9 0.6 0.0 1.1 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 28 6 . . . . 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 55,651 : : Positions : : 41,884 52,548 10,890 350 852 578 450 257 332 725 450 : : : : Changes from: December 28, 2021 : : -250 -175 250 0 0 100 175 -50 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 94.4 19.6 0.6 1.5 1.0 0.8 0.5 0.6 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,673 : : Positions : : 33,086 43,543 11,281 410 550 0 200 0 315 670 300 : : : : Changes from: December 28, 2021 : : 135 -105 -225 0 0 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 95.3 24.7 0.9 1.2 0.0 0.4 0.0 0.7 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 40,312 : : Positions : : 27,817 29,330 3,839 1,736 7,924 0 280 0 0 962 0 : : : : Changes from: December 28, 2021 : : 1,645 163 -385 755 -420 0 180 0 0 252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 72.8 9.5 4.3 19.7 0.0 0.7 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 43,318 : : Positions : : 30,589 33,368 9,489 4,499 2,093 289 2,486 0 579 618 50 : : : : Changes from: December 28, 2021 : : 757 -498 -990 172 -26 -5 5 0 -10 83 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 77.0 21.9 10.4 4.8 0.7 5.7 0.0 1.3 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 6 . 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 14,159 : : Positions : : 7,834 11,926 5,032 656 280 0 935 0 0 40 0 : : : : Changes from: December 28, 2021 : : -64 -23 0 14 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 84.2 35.5 4.6 2.0 0.0 6.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 13,443 : : Positions : : 8,126 8,815 3,730 986 615 0 2,870 0 0 35 0 : : : : Changes from: December 28, 2021 : : -75 -58 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 65.6 27.7 7.3 4.6 0.0 21.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 24,865 : : Positions : : 20,754 17,140 2,560 6,393 95 270 952 0 59 42 131 : : : : Changes from: December 28, 2021 : : -66 58 0 94 0 60 0 0 -5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 68.9 10.3 25.7 0.4 1.1 3.8 0.0 0.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . 4 . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,045 : : Positions : : 12,660 13,012 1,520 1,712 172 0 0 0 125 0 35 : : : : Changes from: December 28, 2021 : : -67 -15 0 -55 20 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 86.5 10.1 11.4 1.1 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 32,015 : : Positions : : 20,878 21,455 6,989 5,627 1,684 243 2,545 5 1,251 78 153 : : : : Changes from: December 28, 2021 : : 621 92 -82 -73 2 -885 -42 0 1 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 67.0 21.8 17.6 5.3 0.8 7.9 0.0 3.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 23,375 : : Positions : : 15,004 17,455 2,448 899 2,379 2,545 1,796 15 572 248 176 : : : : Changes from: December 28, 2021 : : 510 153 -67 -115 26 -325 55 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 74.7 10.5 3.8 10.2 10.9 7.7 0.1 2.4 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 14,181 : : Positions : : 5,130 13,948 7,792 0 42 98 0 102 868 0 57 : : : : Changes from: December 28, 2021 : : -450 -624 -35 0 -120 -77 0 0 -57 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 98.4 54.9 0.0 0.3 0.7 0.0 0.7 6.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 16,690 : : Positions : : 6,031 16,643 9,957 0 0 0 0 0 631 0 47 : : : : Changes from: December 28, 2021 : : -325 -845 -378 0 0 -50 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 99.7 59.7 0.0 0.0 0.0 0.0 0.0 3.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,781 : : Positions : : 3,941 10,691 10,339 3,535 1,050 65 0 0 75 0 100 : : : : Changes from: December 28, 2021 : : -37 -205 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 67.7 65.5 22.4 6.7 0.4 0.0 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 5 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,792 : : Positions : : 2,941 6,256 4,170 580 1,346 65 0 0 25 160 45 : : : : Changes from: December 28, 2021 : : -34 -205 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 71.2 47.4 6.6 15.3 0.7 0.0 0.0 0.3 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 12 5 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 47,505 : : Positions : : 19,252 16,235 22,670 28,620 2,240 0 105 0 3,035 25 125 : : : : Changes from: December 28, 2021 : : 300 -455 0 0 0 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 34.2 47.7 60.2 4.7 0.0 0.2 0.0 6.4 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 50,725 : : Positions : : 20,062 16,120 25,560 32,420 1,880 0 0 0 2,920 25 120 : : : : Changes from: December 28, 2021 : : -50 -205 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 31.8 50.4 63.9 3.7 0.0 0.0 0.0 5.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 95,994 : : Positions : : 72,664 67,456 13,806 18,966 4,733 575 0 220 1,393 1,321 1,020 : : : : Changes from: December 28, 2021 : : -49 -1,483 -1,249 -411 305 250 0 -335 205 59 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 70.3 14.4 19.8 4.9 0.6 0.0 0.2 1.5 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 . 5 6 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 111,813 : : Positions : : 89,096 74,866 7,035 21,922 9,599 606 242 618 2,691 950 1,106 : : : : Changes from: December 28, 2021 : : 258 -1,700 -739 56 -171 -65 -210 205 196 16 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.0 6.3 19.6 8.6 0.5 0.2 0.6 2.4 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 26 . 7 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 591,204 : : Positions : : 367,723 411,128 14,675 18,021 86,570 30,103 4,180 34,974 23,231 1,001 31,306 : : : : Changes from: December 28, 2021 : : 1,304 -62 -1,433 -735 1,935 -934 -317 1,217 1,574 133 -2,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 69.5 2.5 3.0 14.6 5.1 0.7 5.9 3.9 0.2 5.3 : : : : Number of Traders in Each Category Total Traders: 100 : : 44 42 . 6 9 13 6 12 17 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 12,180 : : Positions : : 6,595 8,820 1,910 2,255 925 810 0 0 675 0 0 : : : : Changes from: December 28, 2021 : : -185 -90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 72.4 15.7 18.5 7.6 6.7 0.0 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 10,597 : : Positions : : 5,537 7,147 2,005 2,090 1,180 160 0 0 675 0 0 : : : : Changes from: December 28, 2021 : : -225 -90 0 600 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 67.4 18.9 19.7 11.1 1.5 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 38,498 : : Positions : : 26,150 19,133 1,167 3,077 7,033 700 3,415 600 1,800 4,310 910 : : : : Changes from: December 28, 2021 : : 555 730 0 25 0 0 -200 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 49.7 3.0 8.0 18.3 1.8 8.9 1.6 4.7 11.2 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 38,233 : : Positions : : 20,328 23,876 8,540 2,480 6,282 1,670 4,715 0 1,175 465 235 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 62.4 22.3 6.5 16.4 4.4 12.3 0.0 3.1 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 88,913 : : Positions : : 60,176 65,440 21,688 16,167 1,279 0 1,026 281 865 0 0 : : : : Changes from: December 28, 2021 : : -435 -555 30 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 73.6 24.4 18.2 1.4 0.0 1.2 0.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,352 : : Positions : : 48,246 50,204 16,880 14,981 1,209 0 533 50 620 0 0 : : : : Changes from: December 28, 2021 : : -480 -330 30 -120 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 69.4 23.3 20.7 1.7 0.0 0.7 0.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,657 : : Positions : : 6,377 14,153 9,700 1,455 1,357 400 230 120 0 0 0 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 65.4 44.8 6.7 6.3 1.8 1.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 29,303 : : Positions : : 14,744 14,810 10,023 8,426 661 645 1,444 1,181 0 607 252 : : : : Changes from: December 28, 2021 : : -270 740 590 -600 0 -175 0 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 50.5 34.2 28.8 2.3 2.2 4.9 4.0 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 21,827 : : Positions : : 10,632 11,230 8,306 2,610 946 25 4,662 236 281 513 55 : : : : Changes from: December 28, 2021 : : 0 1,190 590 -600 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 51.5 38.1 12.0 4.3 0.1 21.4 1.1 1.3 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 17,816 : : Positions : : 12,995 7,479 1,375 1,928 845 0 5,301 0 0 0 0 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 42.0 7.7 10.8 4.7 0.0 29.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 20,191 : : Positions : : 11,955 7,701 5,715 5,000 373 150 5,295 0 0 60 50 : : : : Changes from: December 28, 2021 : : 90 -30 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 38.1 28.3 24.8 1.8 0.7 26.2 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 102,843 : : Positions : : 34,797 45,742 33,558 33,769 3,450 13,210 950 0 0 899 184 : : : : Changes from: December 28, 2021 : : 1,105 -495 -50 1,600 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 44.5 32.6 32.8 3.4 12.8 0.9 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 104,648 : : Positions : : 34,486 46,837 25,326 30,723 4,145 13,185 950 0 6,000 459 355 : : : : Changes from: December 28, 2021 : : 1,085 -515 -50 1,600 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 44.8 24.2 29.4 4.0 12.6 0.9 0.0 5.7 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,146 : : Positions : : 15,001 8,115 2,229 0 2,101 0 7,775 200 420 1,680 0 : : : : Changes from: December 28, 2021 : : -330 520 510 0 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 35.1 9.6 0.0 9.1 0.0 33.6 0.9 1.8 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 5 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,121 : : Positions : : 15,001 8,155 2,244 0 2,061 0 7,775 200 420 1,655 0 : : : : Changes from: December 28, 2021 : : -330 520 510 0 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 35.3 9.7 0.0 8.9 0.0 33.6 0.9 1.8 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 5 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 23,510 : : Positions : : 15,386 9,230 80 11,032 1,010 3,820 50 0 1,026 0 841 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 39.3 0.3 46.9 4.3 16.2 0.2 0.0 4.4 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 19,964 : : Positions : : 11,955 8,125 180 8,584 1,483 3,845 0 50 729 0 866 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 40.7 0.9 43.0 7.4 19.3 0.0 0.3 3.7 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 55,314 : : Positions : : 14,475 38,985 30,115 13,575 50 4,635 95 30 3,440 0 0 : : : : Changes from: December 28, 2021 : : 345 845 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 70.5 54.4 24.5 0.1 8.4 0.2 0.1 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 14 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 58,454 : : Positions : : 13,074 38,629 34,140 11,330 0 5,505 95 30 3,365 6,000 0 : : : : Changes from: December 28, 2021 : : 325 1,525 400 0 0 820 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 66.1 58.4 19.4 0.0 9.4 0.2 0.1 5.8 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 4 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 60,493 : : Positions : : 20,883 52,398 22,920 780 2,715 4,290 525 300 6,325 1,320 335 : : : : Changes from: December 28, 2021 : : 20 0 0 0 0 -70 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 86.6 37.9 1.3 4.5 7.1 0.9 0.5 10.5 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 58,217 : : Positions : : 18,827 49,192 23,075 310 3,135 4,060 525 380 5,615 2,520 210 : : : : Changes from: December 28, 2021 : : 205 0 -205 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 84.5 39.6 0.5 5.4 7.0 0.9 0.7 9.6 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 65,585 : : Positions : : 27,775 40,680 3,740 8,645 7,750 18,390 0 30 1,065 1,775 1,225 : : : : Changes from: December 28, 2021 : : -310 -35 325 50 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 62.0 5.7 13.2 11.8 28.0 0.0 0.0 1.6 2.7 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 4 . 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 64,490 : : Positions : : 27,635 39,475 4,135 9,020 7,260 18,190 0 30 355 1,775 1,225 : : : : Changes from: December 28, 2021 : : 150 0 -100 50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 61.2 6.4 14.0 11.3 28.2 0.0 0.0 0.6 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 4 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 49,906 : : Positions : : 28,270 27,115 3,768 13,407 347 9,505 1,470 1,081 1,090 780 925 : : : : Changes from: December 28, 2021 : : 100 0 0 50 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 54.3 7.6 26.9 0.7 19.0 2.9 2.2 2.2 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 44,102 : : Positions : : 25,251 26,263 3,730 8,890 910 6,955 1,470 1,081 785 300 1,050 : : : : Changes from: December 28, 2021 : : -100 -200 0 50 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.6 8.5 20.2 2.1 15.8 3.3 2.5 1.8 0.7 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 9 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 215,592 : : Positions : : 119,648 97,830 30,518 9,742 6,645 0 35,430 45 3,327 10,541 733 : : : : Changes from: December 28, 2021 : : 1,365 -442 -695 1,670 -599 0 -558 45 50 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 45.4 14.2 4.5 3.1 0.0 16.4 0.0 1.5 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 202,883 : : Positions : : 112,929 93,515 22,244 3,577 12,460 30 33,020 285 4,527 9,668 669 : : : : Changes from: December 28, 2021 : : 840 -350 -1,648 17 589 0 -475 75 0 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 46.1 11.0 1.8 6.1 0.0 16.3 0.1 2.2 4.8 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 . 4 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 40,290 : : Positions : : 17,730 18,190 16,790 535 725 2,425 18,390 650 0 0 0 : : : : Changes from: December 28, 2021 : : 0 0 600 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 45.1 41.7 1.3 1.8 6.0 45.6 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,927 : : Positions : : 16,608 28,497 13,118 4,018 10,459 2,910 0 140 0 432 10 : : : : Changes from: December 28, 2021 : : -335 610 875 -20 159 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 57.1 26.3 8.0 20.9 5.8 0.0 0.3 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 48,105 : : Positions : : 11,255 28,585 16,790 2,910 8,915 2,930 0 695 0 390 10 : : : : Changes from: December 28, 2021 : : 10 1,270 1,150 0 297 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 59.4 34.9 6.0 18.5 6.1 0.0 1.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 5 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 42,353 : : Positions : : 21,425 23,195 6,105 3,995 5,930 2,825 3,980 24 415 0 0 : : : : Changes from: December 28, 2021 : : -55 -180 -110 290 110 0 -275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 54.8 14.4 9.4 14.0 6.7 9.4 0.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . 4 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 46,259 : : Positions : : 16,955 23,724 1,575 4,280 7,495 14,500 5,440 0 415 0 0 : : : : Changes from: December 28, 2021 : : 20 -925 -100 300 100 -820 -275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 51.3 3.4 9.3 16.2 31.3 11.8 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 265,984 : : Positions : : 154,959 157,414 16,949 29,600 19,937 16,776 910 6,407 1,472 2,212 2,281 : : : : Changes from: December 28, 2021 : : 5,908 4,490 -3,356 -2,326 3,511 312 650 -50 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 59.2 6.4 11.1 7.5 6.3 0.3 2.4 0.6 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 25 5 . 7 4 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 207,790 : : Positions : : 113,710 123,405 11,286 17,939 17,101 6,065 125 12,401 10,800 607 225 : : : : Changes from: December 28, 2021 : : 4,496 7,141 1,230 -1,115 819 325 75 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 59.4 5.4 8.6 8.2 2.9 0.1 6.0 5.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 4 . 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,420 : : Positions : : 19,035 615 3,220 21,195 2,645 50 965 0 470 0 105 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 2.2 11.7 77.3 9.6 0.2 3.5 0.0 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 27,165 : : Positions : : 18,590 615 3,740 20,445 2,810 50 1,085 0 0 235 325 : : : : Changes from: December 28, 2021 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 2.3 13.8 75.3 10.3 0.2 4.0 0.0 0.0 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 07, 2022