Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 16,660 : : Positions : : 13,319 13,059 125 708 2,280 0 0 0 88 0 105 : : : : Changes from: February 22, 2022 : : -784 -557 1 -251 301 0 0 0 -111 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 78.4 0.8 4.3 13.7 0.0 0.0 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 34,988 : : Positions : : 26,205 29,292 2,346 0 2,900 1,570 948 1,190 542 421 235 : : : : Changes from: February 22, 2022 : : -518 -1,492 -62 0 14 -177 615 -156 -118 0 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 83.7 6.7 0.0 8.3 4.5 2.7 3.4 1.5 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 24,089 : : Positions : : 21,009 17,444 0 4,017 1,513 580 363 487 140 0 240 : : : : Changes from: February 22, 2022 : : -2,110 -1,515 0 -485 2 108 63 -113 55 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 72.4 0.0 16.7 6.3 2.4 1.5 2.0 0.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 200,481 : : Positions : : 99,949 156,049 6,676 9,308 27,109 12,858 261 2,063 48,868 2,703 2,449 : : : : Changes from: February 22, 2022 : : -3,739 3,474 1,331 -3,561 1,662 -1,225 -398 255 3,908 264 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 77.8 3.3 4.6 13.5 6.4 0.1 1.0 24.4 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 32 . 5 8 5 . 5 6 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 77,604 : : Positions : : 67,365 45,461 1,720 5,989 4,683 1,527 17,940 363 409 1,873 1,234 : : : : Changes from: February 22, 2022 : : 2,341 1,158 -150 -354 815 -205 896 98 -100 197 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 58.6 2.2 7.7 6.0 2.0 23.1 0.5 0.5 2.4 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 19 . . . 4 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 51,628 : : Positions : : 46,808 40,245 992 2,572 1,977 0 2,690 384 40 2,405 1,235 : : : : Changes from: February 22, 2022 : : 2,005 2,885 180 -625 375 0 474 26 40 -509 -241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 78.0 1.9 5.0 3.8 0.0 5.2 0.7 0.1 4.7 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 43,166 : : Positions : : 22,450 17,205 2,580 11,828 6,776 10,015 451 0 615 6,396 171 : : : : Changes from: February 22, 2022 : : 727 428 -341 390 -44 0 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 39.9 6.0 27.4 15.7 23.2 1.0 0.0 1.4 14.8 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 5 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 53,145 : : Positions : : 35,815 18,118 1,410 20,769 7,585 4,883 334 600 1,648 4,739 768 : : : : Changes from: February 22, 2022 : : 915 243 -120 1,071 -13 -25 0 0 567 21 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 34.1 2.7 39.1 14.3 9.2 0.6 1.1 3.1 8.9 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 17 . 6 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,951 : : Positions : : 39,890 25,693 26,613 32,017 1,087 0 0 0 487 9,197 373 : : : : Changes from: February 22, 2022 : : 414 392 15 56 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 37.3 38.6 46.4 1.6 0.0 0.0 0.0 0.7 13.3 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 87,109 : : Positions : : 52,804 26,867 31,242 48,048 969 50 300 0 1,220 10,643 282 : : : : Changes from: February 22, 2022 : : 944 526 165 458 -176 0 0 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 30.8 35.9 55.2 1.1 0.1 0.3 0.0 1.4 12.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 4 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 26,087 : : Positions : : 16,968 24,449 8,044 25 1,034 0 0 0 0 275 0 : : : : Changes from: February 22, 2022 : : 265 325 135 25 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 93.7 30.8 0.1 4.0 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 38,329 : : Positions : : 28,810 26,879 3,200 6,735 4,705 1,472 0 0 50 0 0 : : : : Changes from: February 22, 2022 : : -130 550 -220 -200 100 660 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 70.1 8.3 17.6 12.3 3.8 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 34,419 : : Positions : : 24,844 22,182 4,605 2,617 3,940 250 3,300 0 500 2,320 60 : : : : Changes from: February 22, 2022 : : 1,405 1,405 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 64.4 13.4 7.6 11.4 0.7 9.6 0.0 1.5 6.7 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 32,876 : : Positions : : 24,616 21,931 2,680 2,845 4,600 200 3,300 0 550 0 0 : : : : Changes from: February 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 66.7 8.2 8.7 14.0 0.6 10.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 134,014 : : Positions : : 78,899 84,512 12,246 8,188 24,861 5,400 0 6,203 2,786 7,011 2,952 : : : : Changes from: February 22, 2022 : : 1,921 869 -79 426 279 -579 0 309 112 -57 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 63.1 9.1 6.1 18.6 4.0 0.0 4.6 2.1 5.2 2.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 34 . 4 5 10 0 5 9 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 36,345 : : Positions : : 28,631 23,083 5,543 10,480 1,416 0 0 0 0 1,100 0 : : : : Changes from: February 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 63.5 15.3 28.8 3.9 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 33,744 : : Positions : : 24,887 22,549 6,993 8,720 1,109 0 0 0 0 1,100 0 : : : : Changes from: February 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 66.8 20.7 25.8 3.3 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 38,263 : : Positions : : 15,372 23,186 16,411 3,789 5,910 0 4,390 338 0 650 0 : : : : Changes from: February 22, 2022 : : 228 3 -915 -564 359 0 -126 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 60.6 42.9 9.9 15.4 0.0 11.5 0.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 33,701 : : Positions : : 13,443 22,292 12,387 1,830 6,411 1,042 2,932 36 150 200 0 : : : : Changes from: February 22, 2022 : : 228 3 -351 0 -118 126 0 6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 66.1 36.8 5.4 19.0 3.1 8.7 0.1 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 75,934 : : Positions : : 43,991 46,829 8,038 8,316 16,862 3,275 1,217 97 2,658 1,375 586 : : : : Changes from: February 22, 2022 : : 494 196 325 564 0 0 126 6 70 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 61.7 10.6 11.0 22.2 4.3 1.6 0.1 3.5 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 33,790 : : Positions : : 22,207 31,470 9,362 0 1,644 25 150 0 150 145 5 : : : : Changes from: February 22, 2022 : : -149 35 237 0 80 0 75 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 93.1 27.7 0.0 4.9 0.1 0.4 0.0 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 47,115 : : Positions : : 35,978 34,476 3,772 7,754 4,692 2,340 0 0 0 150 0 : : : : Changes from: February 22, 2022 : : 241 349 -495 33 195 650 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.2 8.0 16.5 10.0 5.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 43,516 : : Positions : : 27,832 37,358 11,262 5,082 890 280 0 0 2,755 0 6 : : : : Changes from: February 22, 2022 : : 105 490 220 70 -57 175 0 0 60 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 85.8 25.9 11.7 2.0 0.6 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 4 4 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 46,915 : : Positions : : 31,473 36,697 10,274 8,275 1,503 25 38 150 3,126 50 22 : : : : Changes from: February 22, 2022 : : 68 466 48 -35 70 25 -150 150 190 50 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 78.2 21.9 17.6 3.2 0.1 0.1 0.3 6.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 15 4 . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 74,676 : : Positions : : 60,690 57,405 11,509 14,606 1,058 0 0 0 284 789 733 : : : : Changes from: February 22, 2022 : : 1,781 1,672 -54 -131 78 0 0 0 -149 17 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 76.9 15.4 19.6 1.4 0.0 0.0 0.0 0.4 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 5 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 98,411 : : Positions : : 80,570 76,452 12,790 17,433 1,601 950 743 130 642 680 1,170 : : : : Changes from: February 22, 2022 : : 2,025 1,676 -479 -195 70 -100 -41 87 -53 -38 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 77.7 13.0 17.7 1.6 1.0 0.8 0.1 0.7 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 25 5 4 . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 54,734 : : Positions : : 38,893 52,216 12,564 550 510 635 595 413 900 25 425 : : : : Changes from: February 22, 2022 : : 152 1,335 310 0 45 200 -225 -200 413 -50 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 95.4 23.0 1.0 0.9 1.2 1.1 0.8 1.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 44,561 : : Positions : : 32,896 41,991 11,129 550 360 0 150 0 0 1,470 40 : : : : Changes from: February 22, 2022 : : 0 -25 -25 0 0 0 0 0 0 0 0 : : : : 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 March 1, 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 38,211 : : Positions : : 27,515 28,020 4,065 2,745 6,394 0 330 0 0 661 0 : : : : Changes from: February 22, 2022 : : 305 780 -175 -874 -16 0 175 0 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 73.3 10.6 7.2 16.7 0.0 0.9 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 4 . 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 42,817 : : Positions : : 29,026 33,206 10,947 5,171 1,539 118 2,266 0 50 327 12 : : : : Changes from: February 22, 2022 : : 93 1,563 1,249 -280 -122 -40 175 0 50 -113 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 77.6 25.6 12.1 3.6 0.3 5.3 0.0 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 22,100 : : Positions : : 18,387 15,059 2,978 5,890 21 108 775 0 162 0 45 : : : : Changes from: February 22, 2022 : : 213 262 201 105 -25 32 0 0 54 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 68.1 13.5 26.7 0.1 0.5 3.5 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 28,511 : : Positions : : 19,548 22,026 5,378 3,080 1,724 335 1,264 27 922 0 40 : : : : Changes from: February 22, 2022 : : -46 65 -67 24 31 0 10 20 5 -82 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 77.3 18.9 10.8 6.0 1.2 4.4 0.1 3.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 4 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 22,836 : : Positions : : 14,191 17,755 3,325 834 1,943 2,740 1,106 0 450 830 10 : : : : Changes from: February 22, 2022 : : -57 9 8 5 60 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 77.8 14.6 3.7 8.5 12.0 4.8 0.0 2.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 14,728 : : Positions : : 4,967 13,926 7,602 0 729 494 0 1 865 0 50 : : : : Changes from: February 22, 2022 : : -400 -455 -61 0 -14 1 0 -1 -3 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 94.6 51.6 0.0 4.9 3.4 0.0 0.0 5.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 15,978 : : Positions : : 6,215 15,943 9,051 0 0 0 0 0 657 0 35 : : : : Changes from: February 22, 2022 : : -183 -661 -428 0 0 0 0 0 -48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 99.8 56.6 0.0 0.0 0.0 0.0 0.0 4.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 16,641 : : Positions : : 4,838 12,245 10,247 3,175 1,146 30 0 0 0 50 0 : : : : Changes from: February 22, 2022 : : -170 -40 -110 -180 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 73.6 61.6 19.1 6.9 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 March 1, 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 11,190 : : Positions : : 3,733 9,490 6,015 503 1,072 30 0 0 0 0 0 : : : : Changes from: February 22, 2022 : : -180 0 225 105 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 84.8 53.8 4.5 9.6 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 March 1, 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 46,414 : : Positions : : 17,898 15,964 23,425 28,460 1,940 0 50 0 2,970 0 0 : : : : Changes from: February 22, 2022 : : -162 -502 -300 40 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 34.4 50.5 61.3 4.2 0.0 0.1 0.0 6.4 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 March 1, 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 49,569 : : Positions : : 18,603 15,659 26,130 32,160 1,750 0 0 0 2,905 0 0 : : : : Changes from: February 22, 2022 : : -157 -497 -300 40 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 31.6 52.7 64.9 3.5 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 5 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 96,986 : : Positions : : 69,260 73,711 13,662 16,615 4,953 598 250 255 7,200 550 553 : : : : Changes from: February 22, 2022 : : 881 44 -45 609 3 -125 0 125 80 140 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 76.0 14.1 17.1 5.1 0.6 0.3 0.3 7.4 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 26 . 6 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 116,291 : : Positions : : 87,303 83,779 12,889 25,948 4,082 498 280 705 10,077 941 463 : : : : Changes from: February 22, 2022 : : 2,015 1,395 -251 515 385 50 0 125 261 -4 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.0 11.1 22.3 3.5 0.4 0.2 0.6 8.7 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 27 . 6 7 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 624,511 : : Positions : : 353,008 434,705 14,850 8,564 99,845 26,001 5,567 48,995 57,824 3,022 23,629 : : : : Changes from: February 22, 2022 : : -207 7,578 -267 -3,438 1,726 800 1,981 -54 6,283 85 974 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 69.6 2.4 1.4 16.0 4.2 0.9 7.8 9.3 0.5 3.8 : : : : Number of Traders in Each Category Total Traders: 94 : : 39 44 4 5 7 13 6 11 11 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 20,628 : : Positions : : 13,791 11,303 2,005 9,050 245 670 0 0 3,012 0 0 : : : : Changes from: February 22, 2022 : : 220 875 160 -495 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 54.8 9.7 43.9 1.2 3.2 0.0 0.0 14.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 17,683 : : Positions : : 12,202 9,632 2,210 7,846 175 120 0 0 2,316 0 0 : : : : Changes from: February 22, 2022 : : 195 840 150 -495 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 54.5 12.5 44.4 1.0 0.7 0.0 0.0 13.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 36,720 : : Positions : : 32,230 29,055 10 5,790 370 3,070 375 115 405 405 255 : : : : Changes from: February 22, 2022 : : -1,055 -365 10 -1,320 155 -645 345 -100 60 -95 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 79.1 0.0 15.8 1.0 8.4 1.0 0.3 1.1 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 40,532 : : Positions : : 26,800 23,186 2,648 1,800 5,436 580 1,620 2,425 1,680 5,155 860 : : : : Changes from: February 22, 2022 : : 160 120 -25 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 57.2 6.5 4.4 13.4 1.4 4.0 6.0 4.1 12.7 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 33,337 : : Positions : : 16,422 21,354 7,681 1,082 6,435 1,630 4,115 0 1,150 170 0 : : : : Changes from: February 22, 2022 : : -175 -225 0 0 0 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 64.1 23.0 3.2 19.3 4.9 12.3 0.0 3.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 88,503 : : Positions : : 59,983 64,433 22,002 17,845 1,464 0 700 0 720 0 0 : : : : Changes from: February 22, 2022 : : 625 625 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 72.8 24.9 20.2 1.7 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 March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,558 : : Positions : : 47,862 50,005 17,516 15,939 1,644 0 0 0 495 0 0 : : : : Changes from: February 22, 2022 : : 600 560 -40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 68.9 24.1 22.0 2.3 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 March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,592 : : Positions : : 7,638 14,667 8,331 1,370 1,021 330 0 0 0 0 0 : : : : Changes from: February 22, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 71.2 40.5 6.7 5.0 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,673 : : Positions : : 6,612 13,728 8,381 1,405 235 380 0 0 0 0 0 : : : : Changes from: February 22, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 73.5 44.9 7.5 1.3 2.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 26,548 : : Positions : : 14,076 12,242 7,703 7,998 535 890 1,599 820 0 303 192 : : : : Changes from: February 22, 2022 : : 797 182 -485 200 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 46.1 29.0 30.1 2.0 3.4 6.0 3.1 0.0 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 20,247 : : Positions : : 10,435 9,276 5,870 2,920 1,170 0 3,914 240 308 438 0 : : : : Changes from: February 22, 2022 : : 926 -20 -381 400 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 45.8 29.0 14.4 5.8 0.0 19.3 1.2 1.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 94,899 : : Positions : : 30,329 41,427 35,025 31,614 4,282 9,640 825 0 0 1,013 0 : : : : Changes from: February 22, 2022 : : 127 16 -114 117 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 43.7 36.9 33.3 4.5 10.2 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 March 1, 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 94,979 : : Positions : : 30,688 42,741 25,982 28,724 4,195 9,570 825 0 6,070 413 275 : : : : Changes from: February 22, 2022 : : 3 109 -14 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 45.0 27.4 30.2 4.4 10.1 0.9 0.0 6.4 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 March 1, 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 26,049 : : Positions : : 14,499 10,035 5,741 360 1,014 0 9,380 200 290 1,270 0 : : : : Changes from: February 22, 2022 : : 590 455 225 0 -150 0 375 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 38.5 22.0 1.4 3.9 0.0 36.0 0.8 1.1 4.9 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 March 1, 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 26,054 : : Positions : : 14,519 10,055 5,756 360 974 0 9,380 200 275 1,270 0 : : : : Changes from: February 22, 2022 : : 605 455 225 0 -150 0 375 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 38.6 22.1 1.4 3.7 0.0 36.0 0.8 1.1 4.9 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 March 1, 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 33,730 : : Positions : : 19,360 19,080 1,160 8,175 2,368 2,335 25 0 4,425 0 520 : : : : Changes from: February 22, 2022 : : 840 1,365 25 -500 270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 56.6 3.4 24.2 7.0 6.9 0.1 0.0 13.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 5 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 28,360 : : Positions : : 14,418 18,135 1,573 3,690 3,522 2,385 0 25 3,449 0 520 : : : : Changes from: February 22, 2022 : : 770 1,340 -30 -600 333 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 63.9 5.5 13.0 12.4 8.4 0.0 0.1 12.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 4 . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 11,200 : : Positions : : 5,730 2,175 250 4,435 1,600 780 750 0 834 300 0 : : : : Changes from: February 22, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 19.4 2.2 39.6 14.3 7.0 6.7 0.0 7.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 11,245 : : Positions : : 5,810 2,290 250 4,285 1,750 780 750 0 834 300 0 : : : : Changes from: February 22, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 20.4 2.2 38.1 15.6 6.9 6.7 0.0 7.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 4 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 49,423 : : Positions : : 13,686 33,900 26,014 12,795 170 3,945 100 0 2,780 0 0 : : : : Changes from: February 22, 2022 : : 45 1,405 -150 60 0 1,450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 68.6 52.6 25.9 0.3 8.0 0.2 0.0 5.6 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 March 1, 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 52,876 : : Positions : : 12,561 33,140 29,804 11,020 140 4,935 100 0 2,780 6,000 0 : : : : Changes from: February 22, 2022 : : 45 1,415 0 265 -205 1,505 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 62.7 56.4 20.8 0.3 9.3 0.2 0.0 5.3 11.3 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 March 1, 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 62,995 : : Positions : : 18,710 55,785 29,545 1,505 2,625 3,880 475 300 5,110 30 305 : : : : Changes from: February 22, 2022 : : -250 1,645 2,275 250 0 0 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 88.6 46.9 2.4 4.2 6.2 0.8 0.5 8.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 60,230 : : Positions : : 17,150 53,480 29,055 680 2,660 3,815 475 325 4,660 540 280 : : : : Changes from: February 22, 2022 : : -100 1,505 1,900 225 -5 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 88.8 48.2 1.1 4.4 6.3 0.8 0.5 7.7 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 57,395 : : Positions : : 23,005 36,325 4,780 7,505 7,130 16,735 0 0 305 1,100 1,175 : : : : Changes from: February 22, 2022 : : 1,820 1,545 225 500 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 63.3 8.3 13.1 12.4 29.2 0.0 0.0 0.5 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 15 . 4 6 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 56,275 : : Positions : : 22,225 35,215 5,480 7,735 7,200 16,635 0 0 0 1,335 990 : : : : Changes from: February 22, 2022 : : 1,745 1,470 225 500 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 62.6 9.7 13.7 12.8 29.6 0.0 0.0 0.0 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 . 4 5 4 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 56,609 : : Positions : : 31,087 33,350 1,995 10,897 1,658 7,650 1,890 505 6,535 1,325 400 : : : : Changes from: February 22, 2022 : : 825 620 215 450 -261 200 0 0 80 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 58.9 3.5 19.2 2.9 13.5 3.3 0.9 11.5 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 9 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 50,274 : : Positions : : 28,932 31,708 1,904 6,524 2,036 4,950 1,940 455 5,485 1,325 95 : : : : Changes from: February 22, 2022 : : 290 85 124 364 -989 200 0 0 105 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 63.1 3.8 13.0 4.0 9.8 3.9 0.9 10.9 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 10 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 248,919 : : Positions : : 138,496 118,376 30,928 15,955 12,428 0 20,260 3,247 3,291 18,144 349 : : : : Changes from: February 22, 2022 : : 9,946 8,283 453 1,441 -188 0 975 0 250 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 47.6 12.4 6.4 5.0 0.0 8.1 1.3 1.3 7.3 0.1 : : : : 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 March 1, 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 229,200 : : Positions : : 126,831 108,117 24,796 13,255 15,460 0 18,600 3,119 3,801 15,476 199 : : : : Changes from: February 22, 2022 : : 9,023 7,518 433 1,138 -164 0 1,030 0 250 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 47.2 10.8 5.8 6.7 0.0 8.1 1.4 1.7 6.8 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 28 . 5 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 35,360 : : Positions : : 17,825 24,315 11,920 425 1,385 2,500 7,510 580 0 0 0 : : : : Changes from: February 22, 2022 : : -300 275 -600 0 -900 -25 -1,200 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 68.8 33.7 1.2 3.9 7.1 21.2 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 51,646 : : Positions : : 19,311 21,508 8,982 3,810 13,583 0 2,760 2,035 0 275 0 : : : : Changes from: February 22, 2022 : : 35 132 17 -200 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 41.6 17.4 7.4 26.3 0.0 5.3 3.9 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 March 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 49,020 : : Positions : : 14,385 23,255 11,985 3,325 12,125 500 90 2,635 0 275 0 : : : : Changes from: February 22, 2022 : : 50 -70 -300 -300 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 47.4 24.4 6.8 24.7 1.0 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 March 1, 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 45,206 : : Positions : : 17,750 29,185 6,590 700 7,070 7,950 3,050 287 275 0 0 : : : : Changes from: February 22, 2022 : : -95 1,570 1,040 -1,450 220 -850 -25 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 64.6 14.6 1.5 15.6 17.6 6.7 0.6 0.6 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 March 1, 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 46,825 : : Positions : : 15,500 28,404 2,840 1,165 7,935 14,850 3,700 0 275 0 0 : : : : Changes from: February 22, 2022 : : -230 1,075 1,880 -785 -145 -1,205 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 60.7 6.1 2.5 16.9 31.7 7.9 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 March 1, 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 258,869 : : Positions : : 147,568 152,170 15,618 20,725 22,059 5,985 6,750 5,281 10,830 491 1,864 : : : : Changes from: February 22, 2022 : : 359 219 2,920 150 -4,472 0 3,010 -395 100 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 58.8 6.0 8.0 8.5 2.3 2.6 2.0 4.2 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 . 4 7 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 201,003 : : Positions : : 97,603 124,578 16,831 5,940 20,114 2,440 7,320 5,671 21,480 621 400 : : : : Changes from: February 22, 2022 : : -964 2,773 4,235 123 -3,276 0 535 -68 160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 62.0 8.4 3.0 10.0 1.2 3.6 2.8 10.7 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 March 1, 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 22, 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 March 1, 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 22, 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 March 04, 2022