Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 34,373 : : Positions : : 26,260 29,565 2,497 0 2,622 1,331 758 670 760 538 220 : : : : Changes from: January 18, 2022 : : 383 118 0 0 25 -75 0 0 5 175 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 86.0 7.3 0.0 7.6 3.9 2.2 1.9 2.2 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 24 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 26,813 : : Positions : : 23,731 20,439 0 3,814 1,020 92 495 555 885 50 405 : : : : Changes from: January 18, 2022 : : 600 250 0 425 -105 0 -100 75 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 76.2 0.0 14.2 3.8 0.3 1.8 2.1 3.3 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 200,342 : : Positions : : 110,402 151,729 7,386 15,248 27,840 20,416 0 863 28,911 1,668 2,804 : : : : Changes from: January 18, 2022 : : -573 -1,435 1,190 -18 -688 -882 0 350 -953 101 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 75.7 3.7 7.6 13.9 10.2 0.0 0.4 14.4 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 27 31 4 4 8 8 0 . 7 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 67,784 : : Positions : : 61,151 41,208 2,062 7,736 2,555 0 12,970 359 0 1,547 1,363 : : : : Changes from: January 18, 2022 : : 2,612 1,506 126 152 281 0 1,582 75 0 -550 349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 60.8 3.0 11.4 3.8 0.0 19.1 0.5 0.0 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 . . . 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 43,672 : : Positions : : 39,452 32,825 978 1,622 2,245 0 1,071 480 0 5,142 287 : : : : Changes from: January 18, 2022 : : 3,315 2,199 150 -170 -25 0 100 75 0 1,540 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 75.2 2.2 3.7 5.1 0.0 2.5 1.1 0.0 11.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 42,275 : : Positions : : 23,304 16,727 3,151 14,454 4,956 10,140 228 0 0 5,344 188 : : : : Changes from: January 18, 2022 : : -246 289 49 -224 -420 0 0 0 0 -4 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 39.6 7.5 34.2 11.7 24.0 0.5 0.0 0.0 12.6 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 4 4 7 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 50,377 : : Positions : : 36,722 19,586 1,349 20,058 5,294 5,038 76 600 179 3,721 770 : : : : Changes from: January 18, 2022 : : -616 725 -105 -453 -324 0 0 0 114 -854 399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 38.9 2.7 39.8 10.5 10.0 0.2 1.2 0.4 7.4 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 67,330 : : Positions : : 38,095 26,777 26,868 32,178 789 0 0 0 419 6,223 799 : : : : Changes from: January 18, 2022 : : 538 250 -263 116 0 0 0 0 0 -210 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 39.8 39.9 47.8 1.2 0.0 0.0 0.0 0.6 9.2 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 85,402 : : Positions : : 50,473 26,747 31,275 49,195 1,238 0 30 0 1,183 7,637 548 : : : : Changes from: January 18, 2022 : : 852 -243 -458 427 0 0 0 0 40 255 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 31.3 36.6 57.6 1.4 0.0 0.0 0.0 1.4 8.9 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 4 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,421 : : Positions : : 18,115 26,009 8,297 0 954 0 0 0 0 125 0 : : : : Changes from: January 18, 2022 : : 80 25 -60 0 18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 94.9 30.3 0.0 3.5 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 39,182 : : Positions : : 30,875 25,203 3,392 7,768 4,711 100 1,500 0 0 0 0 : : : : Changes from: January 18, 2022 : : 532 40 5 495 -605 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 64.3 8.7 19.8 12.0 0.3 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 31,853 : : Positions : : 22,348 21,496 4,650 2,762 3,855 250 1,500 0 500 2,230 10 : : : : Changes from: January 18, 2022 : : -100 148 900 2 0 250 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 67.5 14.6 8.7 12.1 0.8 4.7 0.0 1.6 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 30,587 : : Positions : : 22,377 21,412 3,660 3,865 3,600 200 1,500 0 500 0 0 : : : : Changes from: January 18, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 70.0 12.0 12.6 11.8 0.7 4.9 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 128,262 : : Positions : : 75,239 79,830 13,703 8,435 23,505 4,816 190 5,482 1,870 7,629 3,049 : : : : Changes from: January 18, 2022 : : 1,835 278 -3,143 802 475 315 -2,095 1,728 -299 -286 307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 62.2 10.7 6.6 18.3 3.8 0.1 4.3 1.5 5.9 2.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 38 32 . . 5 7 . 4 5 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 34,496 : : Positions : : 29,579 21,004 3,229 11,101 915 0 0 0 0 1,200 0 : : : : Changes from: January 18, 2022 : : -1,444 81 1,645 0 -947 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 60.9 9.4 32.2 2.7 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 32,382 : : Positions : : 25,715 20,420 4,754 9,346 1,140 0 0 0 0 1,200 0 : : : : Changes from: January 18, 2022 : : -1,444 81 1,645 0 -757 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 63.1 14.7 28.9 3.5 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 40,924 : : Positions : : 15,814 24,024 19,405 5,990 5,237 0 4,801 272 0 600 0 : : : : Changes from: January 18, 2022 : : 169 329 1,260 800 -72 0 450 -167 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 58.7 47.4 14.6 12.8 0.0 11.7 0.7 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 35,337 : : Positions : : 14,037 23,392 14,492 3,262 5,620 736 2,957 106 150 0 0 : : : : Changes from: January 18, 2022 : : 75 595 1,260 800 -56 -400 50 35 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 66.2 41.0 9.2 15.9 2.1 8.4 0.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 71,575 : : Positions : : 41,070 45,489 6,610 5,073 17,897 1,500 911 167 3,815 1,325 30 : : : : Changes from: January 18, 2022 : : 2,113 68 -2,586 419 536 925 -225 60 -160 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 63.6 9.2 7.1 25.0 2.1 1.3 0.2 5.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 33,807 : : Positions : : 22,733 32,232 9,521 50 1,111 50 0 0 0 50 0 : : : : Changes from: January 18, 2022 : : 141 41 -100 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 95.3 28.2 0.1 3.3 0.1 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 5 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 47,987 : : Positions : : 38,511 34,943 3,979 7,814 4,726 475 475 0 0 0 0 : : : : Changes from: January 18, 2022 : : 640 -4 10 669 -605 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 72.8 8.3 16.3 9.8 1.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 44,851 : : Positions : : 28,176 38,677 12,410 5,107 862 180 0 0 2,668 0 25 : : : : Changes from: January 18, 2022 : : 684 765 0 -140 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 86.2 27.7 11.4 1.9 0.4 0.0 0.0 5.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . 5 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,685 : : Positions : : 33,455 38,474 11,191 8,929 1,583 0 352 0 2,933 0 167 : : : : Changes from: January 18, 2022 : : 387 595 185 -25 -5 0 2 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 77.4 22.5 18.0 3.2 0.0 0.7 0.0 5.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 4 . 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 76,756 : : Positions : : 61,511 66,769 13,352 8,138 601 0 32 24 396 583 510 : : : : Changes from: January 18, 2022 : : 163 1,109 1,089 5 25 0 0 0 -5 163 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 87.0 17.4 10.6 0.8 0.0 0.0 0.0 0.5 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 100,679 : : Positions : : 81,504 86,875 15,188 10,665 584 1,050 642 0 784 707 962 : : : : Changes from: January 18, 2022 : : 1,234 1,820 1,065 -207 -134 25 47 0 -435 280 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 86.3 15.1 10.6 0.6 1.0 0.6 0.0 0.8 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 28 5 . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 52,346 : : Positions : : 39,704 49,233 10,004 600 530 704 805 344 75 253 562 : : : : Changes from: January 18, 2022 : : 310 -115 95 0 -90 -150 255 218 -152 -22 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.1 19.1 1.1 1.0 1.3 1.5 0.7 0.1 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 44,066 : : Positions : : 32,249 42,236 11,111 600 360 0 150 0 0 515 205 : : : : Changes from: January 18, 2022 : : 15 -25 -75 0 0 0 0 0 0 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 95.8 25.2 1.4 0.8 0.0 0.3 0.0 0.0 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 40,341 : : Positions : : 29,103 28,832 4,344 3,762 6,578 0 280 0 0 846 0 : : : : Changes from: January 18, 2022 : : 545 -100 140 525 -643 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 71.5 10.8 9.3 16.3 0.0 0.7 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 5 . 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 42,050 : : Positions : : 29,490 31,325 9,278 5,120 2,198 187 2,414 0 576 503 46 : : : : Changes from: January 18, 2022 : : 139 441 91 -195 191 12 0 0 2 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 74.5 22.1 12.2 5.2 0.4 5.7 0.0 1.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 6 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 12,974 : : Positions : : 7,219 11,039 4,432 591 280 0 780 0 0 0 0 : : : : Changes from: January 18, 2022 : : 0 17 5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 23,720 : : Positions : : 19,651 16,159 2,905 6,126 90 205 952 0 3 0 52 : : : : Changes from: January 18, 2022 : : 67 465 385 3 0 0 -5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 68.1 12.2 25.8 0.4 0.9 4.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 30,155 : : Positions : : 20,958 21,355 6,255 4,723 1,368 102 2,221 0 1,048 54 95 : : : : Changes from: January 18, 2022 : : 1,069 504 -55 480 -291 0 5 0 -49 -1 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 70.8 20.7 15.7 4.5 0.3 7.4 0.0 3.5 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 17 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 23,028 : : Positions : : 15,316 17,717 3,020 790 1,442 2,545 1,707 0 480 848 10 : : : : Changes from: January 18, 2022 : : 613 27 -175 354 -305 0 5 0 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 76.9 13.1 3.4 6.3 11.1 7.4 0.0 2.1 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,319 : : Positions : : 5,795 14,528 7,788 0 672 97 0 48 859 0 36 : : : : Changes from: January 18, 2022 : : 55 204 168 0 30 74 0 -54 -30 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 94.8 50.8 0.0 4.4 0.6 0.0 0.3 5.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 17,029 : : Positions : : 6,281 17,015 9,957 0 0 0 0 0 753 0 14 : : : : Changes from: January 18, 2022 : : 250 350 0 0 0 0 0 0 100 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 99.9 58.5 0.0 0.0 0.0 0.0 0.0 4.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 14,665 : : Positions : : 3,681 10,260 9,801 3,575 755 60 0 0 0 50 0 : : : : Changes from: January 18, 2022 : : 0 310 180 0 -180 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 70.0 66.8 24.4 5.1 0.4 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 5 . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 8,725 : : Positions : : 2,696 7,080 4,642 500 1,015 60 0 0 0 0 0 : : : : Changes from: January 18, 2022 : : 0 1,480 1,230 -70 -261 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 81.1 53.2 5.7 11.6 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 6 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,392 : : Positions : : 18,450 15,922 22,375 28,175 2,195 0 100 0 3,160 0 0 : : : : Changes from: January 18, 2022 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 34.3 48.2 60.7 4.7 0.0 0.2 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,557 : : Positions : : 19,160 15,732 25,245 31,975 1,850 0 0 0 3,090 0 0 : : : : Changes from: January 18, 2022 : : 0 100 50 0 -15 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 31.7 50.9 64.5 3.7 0.0 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 93,121 : : Positions : : 71,592 66,870 12,607 18,505 5,206 651 0 100 1,381 1,304 1,002 : : : : Changes from: January 18, 2022 : : 925 1,779 422 -375 -500 37 0 0 -25 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 71.8 13.5 19.9 5.6 0.7 0.0 0.1 1.5 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 109,449 : : Positions : : 89,017 75,345 6,561 21,994 8,964 349 60 645 2,470 1,200 1,109 : : : : Changes from: January 18, 2022 : : -2 1,941 0 -1,805 -38 50 -52 52 104 50 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 68.8 6.0 20.1 8.2 0.3 0.1 0.6 2.3 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 25 . 7 6 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 610,373 : : Positions : : 369,947 428,033 18,628 19,721 86,542 25,927 4,443 45,037 38,168 1,367 24,531 : : : : Changes from: January 18, 2022 : : 3,952 4,404 1,334 2,075 165 -1,035 -931 3,050 1,266 328 -939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 70.1 3.1 3.2 14.2 4.2 0.7 7.4 6.3 0.2 4.0 : : : : Number of Traders in Each Category Total Traders: 94 : : 42 43 4 5 7 12 6 11 17 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 11,575 : : Positions : : 6,450 8,560 1,975 2,045 880 710 0 0 515 0 0 : : : : Changes from: January 18, 2022 : : 100 40 85 145 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 74.0 17.1 17.7 7.6 6.1 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 10,027 : : Positions : : 5,342 6,912 2,180 1,940 1,085 110 0 0 515 0 0 : : : : Changes from: January 18, 2022 : : 100 40 120 180 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 68.9 21.7 19.3 10.8 1.1 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 37,782 : : Positions : : 31,575 29,977 970 6,375 50 3,592 0 300 665 730 5 : : : : Changes from: January 18, 2022 : : -85 -240 -105 -55 50 -55 0 0 275 205 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 79.3 2.6 16.9 0.1 9.5 0.0 0.8 1.8 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 18 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 37,304 : : Positions : : 24,556 19,285 1,224 1,828 7,001 700 3,140 925 1,820 4,185 920 : : : : Changes from: January 18, 2022 : : 256 627 24 -2 -24 0 -250 200 20 -75 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 51.7 3.3 4.9 18.8 1.9 8.4 2.5 4.9 11.2 2.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 35,401 : : Positions : : 18,240 22,160 7,630 1,696 6,405 1,715 4,715 0 1,400 225 0 : : : : Changes from: January 18, 2022 : : 190 475 10 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 62.6 21.6 4.8 18.1 4.8 13.3 0.0 4.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 87,961 : : Positions : : 60,266 65,367 21,284 16,365 1,306 0 700 0 745 0 0 : : : : Changes from: January 18, 2022 : : 2,581 2,051 295 1,050 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 74.3 24.2 18.6 1.5 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 70,790 : : Positions : : 47,468 49,409 16,572 15,094 1,161 0 0 0 515 0 0 : : : : Changes from: January 18, 2022 : : 2,452 1,680 245 850 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 69.8 23.4 21.3 1.6 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 28,026 : : Positions : : 12,792 13,624 11,264 8,831 144 460 1,434 1,156 0 348 192 : : : : Changes from: January 18, 2022 : : 27 -328 215 470 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 48.6 40.2 31.5 0.5 1.6 5.1 4.1 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 20,788 : : Positions : : 9,399 10,632 8,918 3,170 420 0 4,303 60 336 468 0 : : : : Changes from: January 18, 2022 : : 103 -254 213 470 -420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 51.1 42.9 15.2 2.0 0.0 20.7 0.3 1.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 99,367 : : Positions : : 34,085 45,280 32,735 31,424 3,382 12,010 900 0 0 1,083 0 : : : : Changes from: January 18, 2022 : : -85 428 168 -285 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 45.6 32.9 31.6 3.4 12.1 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 100,723 : : Positions : : 33,941 46,162 23,871 28,568 3,860 11,840 900 0 6,010 424 335 : : : : Changes from: January 18, 2022 : : 57 135 -82 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 45.8 23.7 28.4 3.8 11.8 0.9 0.0 6.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 23,015 : : Positions : : 13,605 8,635 3,215 360 1,790 0 7,320 200 445 1,455 0 : : : : Changes from: January 18, 2022 : : 10 0 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 37.5 14.0 1.6 7.8 0.0 31.8 0.9 1.9 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 7 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 23,015 : : Positions : : 13,605 8,675 3,255 360 1,725 0 7,320 200 445 1,455 0 : : : : Changes from: January 18, 2022 : : 10 0 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 37.7 14.1 1.6 7.5 0.0 31.8 0.9 1.9 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 7 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 26,556 : : Positions : : 19,235 10,955 80 12,448 1,106 3,050 50 0 1,088 0 750 : : : : Changes from: January 18, 2022 : : -60 220 0 -280 -34 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 41.3 0.3 46.9 4.2 11.5 0.2 0.0 4.1 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 21,231 : : Positions : : 13,931 9,675 193 8,346 1,718 3,075 0 50 822 0 750 : : : : Changes from: January 18, 2022 : : -85 215 0 -300 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 45.6 0.9 39.3 8.1 14.5 0.0 0.2 3.9 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 51,169 : : Positions : : 13,790 35,284 28,294 13,215 50 3,460 125 0 3,080 0 0 : : : : Changes from: January 18, 2022 : : 150 194 -16 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 69.0 55.3 25.8 0.1 6.8 0.2 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 54,244 : : Positions : : 12,599 34,583 31,914 11,015 0 4,330 125 0 3,080 6,000 0 : : : : Changes from: January 18, 2022 : : 80 124 -16 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 63.8 58.8 20.3 0.0 8.0 0.2 0.0 5.7 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 56,995 : : Positions : : 20,145 50,230 21,385 1,175 2,425 3,970 500 300 5,820 0 335 : : : : Changes from: January 18, 2022 : : 225 120 -255 -150 235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 88.1 37.5 2.1 4.3 7.0 0.9 0.5 10.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 5 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 54,435 : : Positions : : 18,180 47,635 21,235 675 2,555 3,840 500 350 5,140 540 280 : : : : Changes from: January 18, 2022 : : 225 120 -255 -150 235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 87.5 39.0 1.2 4.7 7.1 0.9 0.6 9.4 1.0 0.5 : : : : 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 25, 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 60,135 : : Positions : : 24,500 37,400 4,090 8,855 6,980 17,970 0 0 735 1,150 1,175 : : : : Changes from: January 18, 2022 : : 150 -50 0 250 30 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 62.2 6.8 14.7 11.6 29.9 0.0 0.0 1.2 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 4 . 5 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 59,600 : : Positions : : 24,665 36,775 4,595 9,230 6,855 17,845 0 0 110 1,150 1,225 : : : : Changes from: January 18, 2022 : : 250 0 0 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 61.7 7.7 15.5 11.5 29.9 0.0 0.0 0.2 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . 4 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 48,140 : : Positions : : 29,248 25,800 2,962 13,608 559 8,825 2,200 436 1,090 665 925 : : : : Changes from: January 18, 2022 : : 2,525 -150 -610 2,100 215 25 -25 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 53.6 6.2 28.3 1.2 18.3 4.6 0.9 2.3 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 43,175 : : Positions : : 26,772 25,108 2,928 9,664 586 6,550 2,200 436 1,015 475 825 : : : : Changes from: January 18, 2022 : : 2,785 125 -610 2,100 -410 25 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 58.2 6.8 22.4 1.4 15.2 5.1 1.0 2.4 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 221,372 : : Positions : : 120,959 104,068 32,883 9,745 10,547 0 31,972 45 1,737 9,834 998 : : : : Changes from: January 18, 2022 : : 1,557 5,150 3,261 -187 1,244 0 50 0 0 -195 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 47.0 14.9 4.4 4.8 0.0 14.4 0.0 0.8 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 29 4 . 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 208,200 : : Positions : : 113,830 98,742 24,882 3,542 16,702 0 29,760 240 2,397 9,105 888 : : : : Changes from: January 18, 2022 : : 1,230 4,825 3,145 -270 1,115 0 50 0 0 -230 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 47.4 12.0 1.7 8.0 0.0 14.3 0.1 1.2 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 28 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 40,910 : : Positions : : 18,170 18,365 16,550 550 1,250 2,625 18,440 600 0 0 0 : : : : Changes from: January 18, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 44.9 40.5 1.3 3.1 6.4 45.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 49,772 : : Positions : : 15,906 27,954 11,048 2,273 11,246 3,450 0 50 0 300 0 : : : : Changes from: January 18, 2022 : : 393 27 -1,385 -1,200 278 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 56.2 22.2 4.6 22.6 6.9 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 5 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 47,735 : : Positions : : 11,020 28,100 15,225 1,685 9,710 3,520 0 615 0 300 0 : : : : Changes from: January 18, 2022 : : 75 -25 -1,610 -1,500 1,365 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 58.9 31.9 3.5 20.3 7.4 0.0 1.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 16 5 . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 40,583 : : Positions : : 21,005 21,785 6,125 4,105 4,980 2,275 4,275 24 300 0 0 : : : : Changes from: January 18, 2022 : : 40 140 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 53.7 15.1 10.1 12.3 5.6 10.5 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 44,239 : : Positions : : 16,730 22,444 1,050 4,115 7,055 14,050 5,625 0 300 0 0 : : : : Changes from: January 18, 2022 : : 110 -340 -485 15 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 50.7 2.4 9.3 15.9 31.8 12.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 4 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 266,976 : : Positions : : 153,435 153,854 13,243 28,859 23,405 15,962 1,860 6,630 2,220 407 3,403 : : : : Changes from: January 18, 2022 : : 1,219 -931 -1,505 -355 2,300 0 1,000 -150 225 25 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 57.6 5.0 10.8 8.8 6.0 0.7 2.5 0.8 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 . 4 7 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 203,167 : : Positions : : 112,184 122,113 6,275 15,744 19,684 6,975 175 11,441 13,020 632 0 : : : : Changes from: January 18, 2022 : : 2,275 1,695 -4,556 -2,246 3,461 1,000 0 -422 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 60.1 3.1 7.7 9.7 3.4 0.1 5.6 6.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 . 4 7 . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 26,975 : : Positions : : 18,030 510 3,985 21,025 2,195 50 675 0 445 0 105 : : : : Changes from: January 18, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 1.9 14.8 77.9 8.1 0.2 2.5 0.0 1.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 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 26,760 : : Positions : : 17,530 515 4,590 20,420 2,195 50 675 0 0 260 300 : : : : Changes from: January 18, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 1.9 17.2 76.3 8.2 0.2 2.5 0.0 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 28, 2022