Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 16,070 : : Positions : : 13,410 12,765 130 1,066 1,514 0 0 0 248 0 44 : : : : Changes from: February 8, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 79.4 0.8 6.6 9.4 0.0 0.0 0.0 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 35,381 : : Positions : : 26,358 30,383 2,338 0 2,936 2,091 458 895 635 584 123 : : : : Changes from: February 8, 2022 : : 700 1,155 79 0 237 551 0 50 -75 75 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 85.9 6.6 0.0 8.3 5.9 1.3 2.5 1.8 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 26,019 : : Positions : : 22,971 18,976 0 4,302 1,401 197 300 675 310 0 340 : : : : Changes from: February 8, 2022 : : 380 660 0 -145 326 5 -370 295 -240 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 72.9 0.0 16.5 5.4 0.8 1.2 2.6 1.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 194,603 : : Positions : : 103,667 149,203 5,603 13,532 24,216 13,390 930 1,366 43,647 2,738 2,084 : : : : Changes from: February 8, 2022 : : 1,414 3,779 94 -3,837 979 -2,198 -172 50 859 147 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 76.7 2.9 7.0 12.4 6.9 0.5 0.7 22.4 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 25 32 . 6 8 5 . . 7 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 73,760 : : Positions : : 64,483 43,886 1,860 6,939 3,214 1,687 16,639 252 472 1,259 1,544 : : : : Changes from: February 8, 2022 : : 1,603 748 -150 -440 222 470 1,824 3 410 230 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 59.5 2.5 9.4 4.4 2.3 22.6 0.3 0.6 1.7 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 19 . . . . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 48,354 : : Positions : : 44,553 36,660 812 3,244 1,552 0 2,019 355 0 3,514 890 : : : : Changes from: February 8, 2022 : : 1,791 1,204 18 768 100 0 399 75 0 -550 393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 75.8 1.7 6.7 3.2 0.0 4.2 0.7 0.0 7.3 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 41,446 : : Positions : : 22,164 15,913 2,881 12,628 5,473 10,015 451 0 185 6,461 181 : : : : Changes from: February 8, 2022 : : 703 -375 -5 242 78 0 0 0 185 1,091 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 38.4 7.0 30.5 13.2 24.2 1.1 0.0 0.4 15.6 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . 5 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 50,488 : : Positions : : 35,352 17,721 1,490 20,179 5,966 4,921 334 600 947 4,663 803 : : : : Changes from: February 8, 2022 : : 900 -515 0 770 24 -25 65 0 622 1,177 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 35.1 3.0 40.0 11.8 9.7 0.7 1.2 1.9 9.2 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 17 . 6 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 67,676 : : Positions : : 38,908 25,957 26,682 30,691 871 0 0 0 477 9,197 376 : : : : Changes from: February 8, 2022 : : 1,683 -76 300 -500 0 0 0 0 0 2,509 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 38.4 39.4 45.3 1.3 0.0 0.0 0.0 0.7 13.6 0.6 : : : : 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 February 15, 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 84,930 : : Positions : : 50,869 26,905 30,767 46,095 1,145 0 0 0 1,210 10,503 282 : : : : Changes from: February 8, 2022 : : 1,537 24 250 -660 0 0 0 0 0 2,423 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 31.7 36.2 54.3 1.3 0.0 0.0 0.0 1.4 12.4 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 4 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 25,637 : : Positions : : 16,653 24,059 7,894 0 1,049 0 0 0 0 225 0 : : : : Changes from: February 8, 2022 : : 215 465 350 0 -50 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 93.8 30.8 0.0 4.1 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 37,362 : : Positions : : 29,020 25,109 3,770 7,295 4,430 50 528 0 0 0 0 : : : : Changes from: February 8, 2022 : : -465 -55 -125 425 85 0 -960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 67.2 10.1 19.5 11.9 0.1 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 31,514 : : Positions : : 22,314 19,877 4,280 2,617 3,940 250 2,700 0 500 2,370 10 : : : : Changes from: February 8, 2022 : : 1,352 252 50 -50 0 0 1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 63.1 13.6 8.3 12.5 0.8 8.6 0.0 1.6 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 31,451 : : Positions : : 23,541 21,081 2,680 3,170 4,300 200 2,700 0 500 0 0 : : : : Changes from: February 8, 2022 : : 1,800 700 50 -50 0 0 1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 67.0 8.5 10.1 13.7 0.6 8.6 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 128,274 : : Positions : : 75,139 79,928 10,679 7,006 25,309 5,028 0 5,933 2,594 6,951 2,974 : : : : Changes from: February 8, 2022 : : -1,144 936 377 -700 538 853 0 -207 245 85 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 62.3 8.3 5.5 19.7 3.9 0.0 4.6 2.0 5.4 2.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 36 35 . 4 5 9 0 5 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 36,298 : : Positions : : 28,873 22,870 4,968 10,360 1,702 0 0 0 0 1,100 0 : : : : Changes from: February 8, 2022 : : 342 52 250 540 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 63.0 13.7 28.5 4.7 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 33,701 : : Positions : : 25,104 22,386 6,493 8,600 1,349 0 0 0 0 1,100 0 : : : : Changes from: February 8, 2022 : : 392 102 250 540 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 66.4 19.3 25.5 4.0 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 38,912 : : Positions : : 15,024 23,033 18,349 5,109 5,245 0 4,843 32 0 650 0 : : : : Changes from: February 8, 2022 : : 162 425 -467 -814 -158 0 168 -240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 59.2 47.2 13.1 13.5 0.0 12.4 0.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 33,915 : : Positions : : 13,095 22,139 13,770 2,595 6,004 589 2,932 45 150 200 0 : : : : Changes from: February 8, 2022 : : 60 348 -207 -579 154 -168 0 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 65.3 40.6 7.7 17.7 1.7 8.6 0.1 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 72,901 : : Positions : : 42,546 45,840 5,970 6,432 17,746 2,675 764 106 3,388 1,325 36 : : : : Changes from: February 8, 2022 : : 407 1,740 760 454 -646 1,200 -168 -60 -312 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 62.9 8.2 8.8 24.3 3.7 1.0 0.1 4.6 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 33,367 : : Positions : : 22,176 31,260 9,130 0 1,534 25 75 0 100 145 5 : : : : Changes from: February 8, 2022 : : 386 701 370 0 -28 0 -45 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 93.7 27.4 0.0 4.6 0.1 0.2 0.0 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 46,446 : : Positions : : 36,437 34,842 4,192 7,041 4,449 1,070 0 0 0 100 0 : : : : Changes from: February 8, 2022 : : -373 872 15 -195 -5 720 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 75.0 9.0 15.2 9.6 2.3 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 42,682 : : Positions : : 27,377 36,518 11,042 5,012 947 105 0 0 2,695 0 25 : : : : Changes from: February 8, 2022 : : 103 98 -180 50 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 85.6 25.9 11.7 2.2 0.2 0.0 0.0 6.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 4 4 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 46,209 : : Positions : : 31,095 35,931 10,236 8,310 1,433 0 188 0 2,936 0 167 : : : : Changes from: February 8, 2022 : : -751 18 0 -550 0 0 0 0 219 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 77.8 22.2 18.0 3.1 0.0 0.4 0.0 6.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 15 4 . 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 72,147 : : Positions : : 57,919 55,775 12,743 14,647 199 0 0 0 442 1,014 433 : : : : Changes from: February 8, 2022 : : 1,070 -6,677 14 7,395 -925 0 0 0 -6 405 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 77.3 17.7 20.3 0.3 0.0 0.0 0.0 0.6 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 5 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 95,142 : : Positions : : 76,990 75,048 14,296 17,228 521 1,050 329 40 709 751 993 : : : : Changes from: February 8, 2022 : : 1,105 -6,338 -181 7,457 -122 0 -50 40 -35 -195 363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 78.9 15.0 18.1 0.5 1.1 0.3 0.0 0.7 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 25 5 4 . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 53,049 : : Positions : : 38,507 49,906 11,604 550 480 430 805 568 350 28 712 : : : : Changes from: February 8, 2022 : : 1,575 1,500 225 0 45 0 0 0 -322 -22 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 94.1 21.9 1.0 0.9 0.8 1.5 1.1 0.7 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 44,586 : : Positions : : 32,896 42,016 11,154 550 360 0 150 0 0 1,470 40 : : : : Changes from: February 8, 2022 : : 1,150 800 25 0 0 0 0 0 0 375 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 94.2 25.0 1.2 0.8 0.0 0.3 0.0 0.0 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 38,162 : : Positions : : 27,220 27,240 4,230 3,619 6,415 0 155 0 0 660 0 : : : : Changes from: February 8, 2022 : : -392 -172 135 -210 78 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 71.4 11.1 9.5 16.8 0.0 0.4 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 4 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 40,519 : : Positions : : 29,142 30,645 8,564 5,541 1,576 153 2,091 0 0 276 0 : : : : Changes from: February 8, 2022 : : 777 220 60 498 -457 0 0 0 -591 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 75.6 21.1 13.7 3.9 0.4 5.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 4 . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 21,904 : : Positions : : 18,447 14,930 2,657 5,780 46 76 775 0 108 0 45 : : : : Changes from: February 8, 2022 : : 32 -65 -15 65 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 68.2 12.1 26.4 0.2 0.3 3.5 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 13 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 13,671 : : Positions : : 11,119 11,805 2,104 1,605 117 0 0 0 6 0 39 : : : : Changes from: February 8, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 86.4 15.4 11.7 0.9 0.0 0.0 0.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 27,664 : : Positions : : 18,931 21,057 5,352 3,261 1,668 335 1,254 7 909 82 75 : : : : Changes from: February 8, 2022 : : -513 383 70 -188 165 0 -558 7 -8 82 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 76.1 19.3 11.8 6.0 1.2 4.5 0.0 3.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,920 : : Positions : : 13,551 16,609 3,089 831 1,883 2,740 1,106 0 450 835 10 : : : : Changes from: February 8, 2022 : : -219 421 367 70 -92 0 -385 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 75.8 14.1 3.8 8.6 12.5 5.0 0.0 2.1 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 15,068 : : Positions : : 5,327 14,251 7,588 0 743 493 0 2 853 0 40 : : : : Changes from: February 8, 2022 : : -47 -22 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 94.6 50.4 0.0 4.9 3.3 0.0 0.0 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 16,489 : : Positions : : 6,248 16,454 9,479 0 0 0 0 0 705 0 35 : : : : Changes from: February 8, 2022 : : 175 175 0 0 0 0 0 0 0 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 99.8 57.5 0.0 0.0 0.0 0.0 0.0 4.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,715 : : Positions : : 4,828 12,335 10,587 3,355 950 30 0 0 0 50 0 : : : : Changes from: February 8, 2022 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 73.8 63.3 20.1 5.7 0.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 5 . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 11,210 : : Positions : : 3,913 9,540 5,790 348 1,197 30 0 0 0 0 0 : : : : Changes from: February 8, 2022 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 85.1 51.7 3.1 10.7 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,866 : : Positions : : 18,060 16,466 23,725 28,420 1,930 0 50 0 2,970 0 0 : : : : Changes from: February 8, 2022 : : 660 1,080 420 0 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 35.1 50.6 60.6 4.1 0.0 0.1 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,991 : : Positions : : 18,760 16,156 26,430 32,120 1,715 0 0 0 2,905 0 0 : : : : Changes from: February 8, 2022 : : 660 1,080 420 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 32.3 52.9 64.3 3.4 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 95,043 : : Positions : : 67,039 72,625 13,582 15,963 4,978 723 250 130 7,318 410 583 : : : : Changes from: February 8, 2022 : : 52 952 1,310 183 -573 115 250 40 -82 25 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 76.4 14.3 16.8 5.2 0.8 0.3 0.1 7.7 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 112,157 : : Positions : : 84,081 80,944 13,175 25,358 3,470 318 280 580 9,605 945 493 : : : : Changes from: February 8, 2022 : : 622 1,211 1,310 795 -805 160 227 63 141 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 72.2 11.7 22.6 3.1 0.3 0.2 0.5 8.6 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 25 . 6 6 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 609,884 : : Positions : : 350,618 421,335 15,183 13,004 97,347 24,281 3,324 48,958 49,277 2,584 23,090 : : : : Changes from: February 8, 2022 : : -1,626 2,777 -1,455 -1,347 1,484 2,705 -593 -361 1,357 484 685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 69.1 2.5 2.1 16.0 4.0 0.5 8.0 8.1 0.4 3.8 : : : : Number of Traders in Each Category Total Traders: 96 : : 40 45 4 4 8 13 7 10 14 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 20,188 : : Positions : : 13,521 10,428 1,845 9,495 235 670 0 0 3,012 0 0 : : : : Changes from: February 8, 2022 : : 1,260 -55 -125 1,200 0 40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 51.7 9.1 47.0 1.2 3.3 0.0 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 17,328 : : Positions : : 12,007 8,792 2,060 8,341 165 120 0 0 2,316 0 0 : : : : Changes from: February 8, 2022 : : 1,260 -55 -125 1,200 25 40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 50.7 11.9 48.1 1.0 0.7 0.0 0.0 13.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 38,275 : : Positions : : 32,930 29,195 0 7,935 125 3,850 0 50 555 515 0 : : : : Changes from: February 8, 2022 : : -2,225 -3,115 0 830 -500 195 0 -275 -275 -360 -605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 76.3 0.0 20.7 0.3 10.1 0.0 0.1 1.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 39,382 : : Positions : : 26,240 21,331 1,964 1,876 6,145 580 2,170 1,825 1,680 5,155 860 : : : : Changes from: February 8, 2022 : : 125 725 -274 26 274 0 -900 900 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 54.2 5.0 4.8 15.6 1.5 5.5 4.6 4.3 13.1 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 32,987 : : Positions : : 16,407 20,894 7,331 1,242 6,435 1,630 4,115 0 1,150 100 0 : : : : Changes from: February 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 63.3 22.2 3.8 19.5 4.9 12.5 0.0 3.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 87,098 : : Positions : : 59,253 62,888 21,607 18,145 1,284 0 700 0 720 0 0 : : : : Changes from: February 8, 2022 : : 1,050 770 480 760 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 72.2 24.8 20.8 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 February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 71,473 : : Positions : : 47,382 48,655 17,136 16,309 1,464 0 0 0 495 0 0 : : : : Changes from: February 8, 2022 : : 850 670 480 660 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 68.1 24.0 22.8 2.0 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 February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 26,472 : : Positions : : 13,259 12,335 8,893 7,798 450 530 1,649 955 0 303 192 : : : : Changes from: February 8, 2022 : : -245 -1,015 -1,010 -490 330 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 46.6 33.6 29.5 1.7 2.0 6.2 3.6 0.0 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 20,467 : : Positions : : 9,689 9,596 6,781 2,520 1,290 0 4,324 60 308 438 0 : : : : Changes from: February 8, 2022 : : -206 -1,151 -1,185 -330 750 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 46.9 33.1 12.3 6.3 0.0 21.1 0.3 1.5 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 8 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 95,160 : : Positions : : 33,195 40,943 32,028 31,847 4,282 9,640 825 0 0 1,013 0 : : : : Changes from: February 8, 2022 : : 60 24 0 36 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 43.0 33.7 33.5 4.5 10.1 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 96,391 : : Positions : : 32,914 41,800 23,285 29,074 4,270 9,570 825 0 6,070 413 275 : : : : Changes from: February 8, 2022 : : 60 24 0 36 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 43.4 24.2 30.2 4.4 9.9 0.9 0.0 6.3 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,294 : : Positions : : 13,909 10,105 6,116 360 1,164 0 9,080 200 275 1,270 0 : : : : Changes from: February 8, 2022 : : 165 750 585 0 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 40.0 24.2 1.4 4.6 0.0 35.9 0.8 1.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,299 : : Positions : : 13,914 10,125 6,131 360 1,124 0 9,080 200 275 1,270 0 : : : : Changes from: February 8, 2022 : : 165 750 585 0 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 40.0 24.2 1.4 4.4 0.0 35.9 0.8 1.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 28,310 : : Positions : : 18,670 11,600 265 13,985 816 2,335 25 0 4,340 0 520 : : : : Changes from: February 8, 2022 : : 245 690 70 -375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 41.0 0.9 49.4 2.9 8.2 0.1 0.0 15.3 0.0 1.8 : : : : 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 February 15, 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 22,643 : : Positions : : 13,723 10,605 451 9,318 1,445 2,385 0 25 3,364 0 520 : : : : Changes from: February 8, 2022 : : 245 690 70 -375 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 46.8 2.0 41.2 6.4 10.5 0.0 0.1 14.9 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 47,964 : : Positions : : 13,637 32,566 26,239 12,735 170 2,495 100 0 2,780 0 0 : : : : Changes from: February 8, 2022 : : 600 840 0 -240 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 67.9 54.7 26.6 0.4 5.2 0.2 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 51,407 : : Positions : : 12,512 31,796 29,804 10,680 420 3,430 100 0 2,780 6,000 0 : : : : Changes from: February 8, 2022 : : 815 995 -60 -240 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 61.9 58.0 20.8 0.8 6.7 0.2 0.0 5.4 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 57,535 : : Positions : : 17,650 50,725 25,165 1,255 2,640 3,880 475 300 5,240 30 305 : : : : Changes from: February 8, 2022 : : 120 2,340 2,100 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 88.2 43.7 2.2 4.6 6.7 0.8 0.5 9.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 55,455 : : Positions : : 15,950 49,125 25,605 455 2,665 3,815 475 325 4,730 540 280 : : : : Changes from: February 8, 2022 : : 120 2,340 2,100 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 88.6 46.2 0.8 4.8 6.9 0.9 0.6 8.5 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 56,220 : : Positions : : 21,605 36,200 5,355 6,805 6,780 16,735 0 0 305 1,100 1,175 : : : : Changes from: February 8, 2022 : : -5 2,335 175 -2,165 480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 64.4 9.5 12.1 12.1 29.8 0.0 0.0 0.5 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 . . 6 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 55,165 : : Positions : : 20,900 35,165 6,105 7,085 6,790 16,635 0 0 0 1,335 990 : : : : Changes from: February 8, 2022 : : -530 1,810 195 -2,145 535 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 63.7 11.1 12.8 12.3 30.2 0.0 0.0 0.0 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 . . 5 4 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 53,749 : : Positions : : 30,392 32,595 1,860 10,442 1,574 7,400 1,890 505 6,155 1,075 400 : : : : Changes from: February 8, 2022 : : 580 40 -1,235 -135 915 -1,025 0 0 1,525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 60.6 3.5 19.4 2.9 13.8 3.5 0.9 11.5 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 48,699 : : Positions : : 29,492 31,848 1,829 6,484 2,651 4,700 1,940 455 5,080 1,075 95 : : : : Changes from: February 8, 2022 : : 1,595 -5 -1,185 -85 1,185 -1,025 0 0 445 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.4 3.8 13.3 5.4 9.7 4.0 0.9 10.4 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 223,607 : : Positions : : 116,520 104,296 32,389 10,730 13,398 0 19,310 3,147 3,041 17,634 349 : : : : Changes from: February 8, 2022 : : 2,478 848 -1,835 -40 953 0 -1,025 0 465 1,325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 46.6 14.5 4.8 6.0 0.0 8.6 1.4 1.4 7.9 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 4 . 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 208,816 : : Positions : : 109,228 98,242 26,491 8,457 16,750 0 17,595 3,019 3,551 14,996 199 : : : : Changes from: February 8, 2022 : : 1,093 368 -1,250 720 110 0 -1,025 0 465 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 47.0 12.7 4.0 8.0 0.0 8.4 1.4 1.7 7.2 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 29 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 36,920 : : Positions : : 18,265 23,030 12,270 425 2,460 2,225 9,310 550 0 0 0 : : : : Changes from: February 8, 2022 : : 1,415 345 -2,720 -125 1,260 -400 -1,930 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 62.4 33.2 1.2 6.7 6.0 25.2 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 50,697 : : Positions : : 18,201 22,601 8,665 4,010 13,868 0 160 2,178 0 275 0 : : : : Changes from: February 8, 2022 : : 2,300 -1,205 -970 0 530 -2,375 160 1,353 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 44.6 17.1 7.9 27.4 0.0 0.3 4.3 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 5 . 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 48,685 : : Positions : : 14,340 23,155 11,985 3,625 11,650 625 90 2,635 0 275 0 : : : : Changes from: February 8, 2022 : : 1,405 -1,115 -1,020 0 430 -1,410 90 1,285 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 47.6 24.6 7.4 23.9 1.3 0.2 5.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 17 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 41,621 : : Positions : : 18,005 24,640 5,730 3,165 5,770 6,575 3,150 12 275 0 0 : : : : Changes from: February 8, 2022 : : -480 2,280 -40 0 100 2,500 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 59.2 13.8 7.6 13.9 15.8 7.6 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,354 : : Positions : : 15,165 26,229 885 2,755 7,755 16,500 3,825 0 275 0 0 : : : : Changes from: February 8, 2022 : : -60 1,700 -240 -200 500 1,500 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 57.8 2.0 6.1 17.1 36.4 8.4 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 256,551 : : Positions : : 147,596 152,248 17,828 22,075 23,449 6,035 3,975 5,911 7,210 506 1,974 : : : : Changes from: February 8, 2022 : : 1,228 3,833 4,060 -2,365 -881 -750 1,745 -1,104 -1,200 125 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 59.3 6.9 8.6 9.1 2.4 1.5 2.3 2.8 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 . 4 7 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 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 198,639 : : Positions : : 101,212 121,160 13,486 7,312 22,885 2,490 5,365 6,384 17,165 621 400 : : : : Changes from: February 8, 2022 : : 1,521 4,456 4,675 -1,740 570 -175 2,330 -1,189 -1,255 -280 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 61.0 6.8 3.7 11.5 1.3 2.7 3.2 8.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 4 . 7 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 25,740 : : Positions : : 16,900 425 3,780 19,855 2,115 25 510 0 385 0 105 : : : : Changes from: February 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 1.7 14.7 77.1 8.2 0.1 2.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 25,535 : : Positions : : 16,395 420 4,380 19,250 2,115 25 510 0 0 320 240 : : : : Changes from: February 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 1.6 17.2 75.4 8.3 0.1 2.0 0.0 0.0 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 18, 2022