Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 14,793 : : Positions : : 11,548 11,611 648 898 1,655 0 0 0 28 33 213 : : : : Changes from: March 15, 2022 : : -167 -136 1 -7 1 0 0 0 0 -5 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 78.5 4.4 6.1 11.2 0.0 0.0 0.0 0.2 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 36,211 : : Positions : : 26,786 30,492 2,836 0 2,708 1,791 1,088 1,299 632 466 154 : : : : Changes from: March 15, 2022 : : 101 612 265 0 -67 -26 -205 106 50 -12 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 84.2 7.8 0.0 7.5 4.9 3.0 3.6 1.7 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 25,611 : : Positions : : 22,131 18,187 0 4,311 1,548 905 738 487 105 0 315 : : : : Changes from: March 15, 2022 : : 415 520 0 -255 140 25 75 -25 -100 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 71.0 0.0 16.8 6.0 3.5 2.9 1.9 0.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 196,432 : : Positions : : 94,355 150,320 5,007 14,547 24,326 13,045 250 1,603 54,744 1,950 2,655 : : : : Changes from: March 15, 2022 : : -1,168 1,868 532 1,625 -533 -31 0 176 4,061 -447 710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 76.5 2.5 7.4 12.4 6.6 0.1 0.8 27.9 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 32 . 5 7 7 . 5 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 80,959 : : Positions : : 68,706 49,437 1,713 6,797 4,767 2,688 16,468 406 483 1,086 1,908 : : : : Changes from: March 15, 2022 : : 3,375 4,211 139 294 533 1,326 568 25 23 -210 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 61.1 2.1 8.4 5.9 3.3 20.3 0.5 0.6 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 20 . . . 5 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 53,802 : : Positions : : 49,381 42,645 1,215 2,841 1,571 0 2,939 300 350 2,740 766 : : : : Changes from: March 15, 2022 : : 1,172 417 67 533 -320 0 8 42 158 559 -582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 79.3 2.3 5.3 2.9 0.0 5.5 0.6 0.7 5.1 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 42,682 : : Positions : : 22,334 17,425 3,036 11,910 6,287 9,890 0 0 656 6,591 344 : : : : Changes from: March 15, 2022 : : 1,070 354 148 799 -464 0 0 0 -20 50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 40.8 7.1 27.9 14.7 23.2 0.0 0.0 1.5 15.4 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 5 . 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 53,847 : : Positions : : 36,364 18,967 1,760 20,630 7,541 4,849 235 630 1,667 5,178 373 : : : : Changes from: March 15, 2022 : : 814 294 102 868 167 10 -25 25 230 50 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 35.2 3.3 38.3 14.0 9.0 0.4 1.2 3.1 9.6 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 16 . 6 7 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 67,461 : : Positions : : 38,896 24,571 26,337 31,842 869 0 0 0 442 9,331 288 : : : : Changes from: March 15, 2022 : : 507 755 540 342 0 0 0 0 -2 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 36.4 39.0 47.2 1.3 0.0 0.0 0.0 0.7 13.8 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 85,850 : : Positions : : 51,885 25,815 31,079 47,455 866 50 300 0 1,203 10,805 139 : : : : Changes from: March 15, 2022 : : 879 1,120 1,040 842 0 0 0 0 -2 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 30.1 36.2 55.3 1.0 0.1 0.3 0.0 1.4 12.6 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 4 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 25,466 : : Positions : : 16,419 23,694 7,949 50 1,062 0 0 0 0 375 0 : : : : Changes from: March 15, 2022 : : 970 670 -175 25 193 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 93.0 31.2 0.2 4.2 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 38,447 : : Positions : : 27,825 27,000 3,440 5,917 5,530 1,422 0 0 150 0 0 : : : : Changes from: March 15, 2022 : : 200 575 0 -265 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 70.2 8.9 15.4 14.4 3.7 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 33,896 : : Positions : : 24,866 21,211 4,675 3,120 3,595 0 3,600 0 500 2,310 60 : : : : Changes from: March 15, 2022 : : 539 239 300 600 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 62.6 13.8 9.2 10.6 0.0 10.6 0.0 1.5 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 31,475 : : Positions : : 24,465 20,765 1,925 2,585 4,325 0 3,600 0 550 0 0 : : : : Changes from: March 15, 2022 : : 450 150 -325 -25 -275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 66.0 6.1 8.2 13.7 0.0 11.4 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 139,794 : : Positions : : 80,647 89,410 15,853 11,919 22,834 7,546 0 5,455 3,982 6,851 2,970 : : : : Changes from: March 15, 2022 : : 500 547 -173 567 613 615 0 54 400 -95 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 64.0 11.3 8.5 16.3 5.4 0.0 3.9 2.8 4.9 2.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 33 . . 5 10 0 5 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 36,534 : : Positions : : 29,464 21,793 5,232 12,329 1,096 0 0 0 0 1,000 0 : : : : Changes from: March 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 59.7 14.3 33.7 3.0 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 33,953 : : Positions : : 25,815 21,309 6,632 10,564 764 0 0 0 0 1,000 0 : : : : Changes from: March 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 62.8 19.5 31.1 2.3 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 37,204 : : Positions : : 15,131 22,562 15,648 2,956 5,993 0 4,830 213 0 650 0 : : : : Changes from: March 15, 2022 : : 266 11 -10 202 -60 0 48 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 60.6 42.1 7.9 16.1 0.0 13.0 0.6 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 32,376 : : Positions : : 13,322 21,653 11,865 1,143 6,383 447 2,857 140 0 200 0 : : : : Changes from: March 15, 2022 : : 245 -10 -140 72 49 -48 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 66.9 36.6 3.5 19.7 1.4 8.8 0.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 4 . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 82,852 : : Positions : : 47,336 53,624 12,172 11,167 14,781 3,525 387 176 2,751 1,100 986 : : : : Changes from: March 15, 2022 : : -187 402 -40 218 -260 0 -48 0 444 -350 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 64.7 14.7 13.5 17.8 4.3 0.5 0.2 3.3 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 32,667 : : Positions : : 21,543 30,488 9,535 40 1,347 0 200 0 0 210 50 : : : : Changes from: March 15, 2022 : : 432 128 -175 40 175 0 0 0 -50 60 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 93.3 29.2 0.1 4.1 0.0 0.6 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 5 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 46,790 : : Positions : : 32,747 34,942 2,909 5,987 5,757 4,947 0 0 50 0 50 : : : : Changes from: March 15, 2022 : : -521 853 -800 -1,180 185 895 0 0 50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.7 6.2 12.8 12.3 10.6 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 41,479 : : Positions : : 26,890 35,550 10,127 4,692 1,051 435 0 0 2,497 0 6 : : : : Changes from: March 15, 2022 : : 325 385 60 0 0 60 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 85.7 24.4 11.3 2.5 1.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 4 4 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 44,068 : : Positions : : 29,862 34,235 9,076 7,942 1,649 175 0 0 2,966 50 12 : : : : Changes from: March 15, 2022 : : 302 300 261 200 0 0 0 0 -63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 77.7 20.6 18.0 3.7 0.4 0.0 0.0 6.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 12 4 . 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 73,303 : : Positions : : 59,600 56,334 11,324 14,777 923 50 0 0 67 225 892 : : : : Changes from: March 15, 2022 : : 86 826 680 145 -74 50 0 0 -24 -179 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 76.9 15.4 20.2 1.3 0.1 0.0 0.0 0.1 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 6 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 96,928 : : Positions : : 78,761 74,478 11,796 17,717 1,414 1,290 0 1,078 680 806 1,281 : : : : Changes from: March 15, 2022 : : 114 650 194 135 0 -40 -20 89 5 -474 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 76.8 12.2 18.3 1.5 1.3 0.0 1.1 0.7 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 24 6 4 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 54,483 : : Positions : : 38,756 52,500 13,343 500 310 421 445 413 550 0 315 : : : : Changes from: March 15, 2022 : : 1,414 2,639 1,275 0 -90 0 0 0 -50 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 96.4 24.5 0.9 0.6 0.8 0.8 0.8 1.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 15 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 48,256 : : Positions : : 35,348 46,576 12,627 500 60 0 150 0 0 940 30 : : : : Changes from: March 15, 2022 : : 3,690 5,440 1,200 0 -300 0 0 0 0 -550 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 96.5 26.2 1.0 0.1 0.0 0.3 0.0 0.0 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 38,752 : : Positions : : 28,152 28,444 4,341 3,047 5,975 0 435 0 0 591 0 : : : : Changes from: March 15, 2022 : : 400 475 500 445 -425 0 60 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 73.4 11.2 7.9 15.4 0.0 1.1 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 5 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 40,877 : : Positions : : 26,894 30,519 11,180 5,439 1,318 125 2,643 415 50 252 0 : : : : Changes from: March 15, 2022 : : 97 163 294 120 -186 0 168 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 74.7 27.4 13.3 3.2 0.3 6.5 1.0 0.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 22,817 : : Positions : : 19,384 15,452 2,732 6,500 0 32 250 0 212 0 0 : : : : Changes from: March 15, 2022 : : 0 15 5 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 67.7 12.0 28.5 0.0 0.1 1.1 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 4 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 26,846 : : Positions : : 17,949 20,850 4,769 1,843 2,602 300 993 67 850 177 45 : : : : Changes from: March 15, 2022 : : -336 141 155 -440 426 0 -30 40 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 77.7 17.8 6.9 9.7 1.1 3.7 0.2 3.2 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 21,591 : : Positions : : 12,116 16,870 3,809 519 2,080 2,610 940 0 420 802 10 : : : : Changes from: March 15, 2022 : : -261 37 360 -42 14 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 78.1 17.6 2.4 9.6 12.1 4.4 0.0 1.9 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 14,751 : : Positions : : 5,268 13,974 7,424 0 704 544 0 1 740 0 50 : : : : Changes from: March 15, 2022 : : -25 0 50 0 -25 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 94.7 50.3 0.0 4.8 3.7 0.0 0.0 5.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 16,022 : : Positions : : 6,315 16,018 9,001 0 0 0 0 0 682 0 4 : : : : Changes from: March 15, 2022 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 100.0 56.2 0.0 0.0 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,571 : : Positions : : 5,870 11,300 7,838 2,955 1,291 0 0 0 0 0 0 : : : : Changes from: March 15, 2022 : : 565 50 -575 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 72.6 50.3 19.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 10,790 : : Positions : : 4,760 8,955 4,010 243 1,472 0 0 0 0 0 0 : : : : Changes from: March 15, 2022 : : 490 125 -495 -70 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 83.0 37.2 2.3 13.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 44,368 : : Positions : : 17,213 14,278 22,000 27,965 2,125 0 0 0 2,880 0 0 : : : : Changes from: March 15, 2022 : : 605 0 -605 0 320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 32.2 49.6 63.0 4.8 0.0 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 47,638 : : Positions : : 17,923 13,918 24,590 31,565 2,155 0 0 0 2,820 0 0 : : : : Changes from: March 15, 2022 : : 605 0 -605 0 405 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 29.2 51.6 66.3 4.5 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 5 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 87,807 : : Positions : : 60,148 67,298 15,287 15,526 3,571 195 491 254 7,843 360 112 : : : : Changes from: March 15, 2022 : : -5,823 -5,057 1,515 640 -397 25 60 -10 60 75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 76.6 17.4 17.7 4.1 0.2 0.6 0.3 8.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 24 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 101,958 : : Positions : : 71,046 72,318 14,932 23,863 3,794 69 266 674 11,191 919 12 : : : : Changes from: March 15, 2022 : : -10,794 -9,006 1,415 335 -191 0 -15 0 730 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 70.9 14.6 23.4 3.7 0.1 0.3 0.7 11.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 27 . 6 7 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 637,292 : : Positions : : 343,000 441,265 18,485 5,089 100,567 22,513 7,490 54,657 70,257 2,255 25,696 : : : : Changes from: March 15, 2022 : : -5,269 2,169 -692 -3,061 4,045 -1,168 778 1,664 5,866 331 784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 69.2 2.9 0.8 15.8 3.5 1.2 8.6 11.0 0.4 4.0 : : : : Number of Traders in Each Category Total Traders: 93 : : 38 42 6 . 7 12 6 9 13 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 19,238 : : Positions : : 12,601 10,443 1,840 8,520 215 565 0 0 2,942 0 0 : : : : Changes from: March 15, 2022 : : 125 60 0 15 -20 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 54.3 9.6 44.3 1.1 2.9 0.0 0.0 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 16,386 : : Positions : : 10,960 8,810 1,925 7,161 335 0 0 0 2,246 0 0 : : : : Changes from: March 15, 2022 : : 25 0 -115 -140 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 53.8 11.7 43.7 2.0 0.0 0.0 0.0 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 33,595 : : Positions : : 29,670 26,510 70 6,395 155 3,180 0 0 260 30 5 : : : : Changes from: March 15, 2022 : : -1,105 -995 70 -290 -90 100 0 -100 -280 -140 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 78.9 0.2 19.0 0.5 9.5 0.0 0.0 0.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 44,026 : : Positions : : 29,339 27,528 4,309 1,575 4,803 740 1,970 2,425 1,710 5,115 610 : : : : Changes from: March 15, 2022 : : 379 491 127 -25 -90 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 62.5 9.8 3.6 10.9 1.7 4.5 5.5 3.9 11.6 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 33,015 : : Positions : : 16,155 21,210 7,195 390 7,025 1,550 4,115 0 1,080 50 0 : : : : Changes from: March 15, 2022 : : 1,485 1,070 -625 -75 590 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 64.2 21.8 1.2 21.3 4.7 12.5 0.0 3.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 86,977 : : Positions : : 58,495 61,626 22,312 19,460 1,065 0 700 0 695 0 0 : : : : Changes from: March 15, 2022 : : 120 720 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 70.9 25.7 22.4 1.2 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 72,214 : : Positions : : 47,121 47,741 18,190 18,119 1,250 0 0 0 475 0 0 : : : : Changes from: March 15, 2022 : : 279 679 600 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 66.1 25.2 25.1 1.7 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 22, 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 25,293 : : Positions : : 12,432 11,667 7,392 7,935 575 1,115 600 1,109 0 258 192 : : : : Changes from: March 15, 2022 : : -219 586 600 -30 50 61 -114 114 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 46.1 29.2 31.4 2.3 4.4 2.4 4.4 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 18,338 : : Positions : : 9,589 8,195 4,809 2,860 1,170 0 3,160 240 280 408 0 : : : : Changes from: March 15, 2022 : : 64 122 58 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 44.7 26.2 15.6 6.4 0.0 17.2 1.3 1.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 95,563 : : Positions : : 32,111 36,459 36,305 36,181 4,282 6,445 750 0 525 1,783 0 : : : : Changes from: March 15, 2022 : : 143 -732 -500 -1,110 0 -825 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 38.2 38.0 37.9 4.5 6.7 0.8 0.0 0.5 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 92,944 : : Positions : : 31,106 36,276 27,608 33,839 4,020 6,475 750 0 6,525 1,117 105 : : : : Changes from: March 15, 2022 : : -267 -1,142 -500 -1,110 0 -825 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 39.0 29.7 36.4 4.3 7.0 0.8 0.0 7.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 25,383 : : Positions : : 13,288 10,320 6,637 360 608 200 9,095 200 240 1,085 0 : : : : Changes from: March 15, 2022 : : 500 340 -160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 40.7 26.1 1.4 2.4 0.8 35.8 0.8 0.9 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 25,393 : : Positions : : 13,313 10,320 6,627 360 593 200 9,095 200 225 1,085 0 : : : : Changes from: March 15, 2022 : : 500 340 -160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 40.6 26.1 1.4 2.3 0.8 35.8 0.8 0.9 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 32,107 : : Positions : : 18,778 17,895 1,211 8,418 1,862 1,620 0 0 4,549 0 415 : : : : Changes from: March 15, 2022 : : 350 -250 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 55.7 3.8 26.2 5.8 5.0 0.0 0.0 14.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 4 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 27,059 : : Positions : : 14,044 17,280 2,154 4,300 2,626 1,695 0 0 3,532 0 415 : : : : Changes from: March 15, 2022 : : 350 -250 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 63.9 8.0 15.9 9.7 6.3 0.0 0.0 13.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 5 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 10,285 : : Positions : : 5,400 2,245 270 4,435 1,230 720 200 0 750 275 0 : : : : Changes from: March 15, 2022 : : 0 -30 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 21.8 2.6 43.1 12.0 7.0 1.9 0.0 7.3 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 10,240 : : Positions : : 5,350 2,350 270 4,205 1,380 720 200 0 750 275 0 : : : : Changes from: March 15, 2022 : : 0 -30 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 22.9 2.6 41.1 13.5 7.0 2.0 0.0 7.3 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 4 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 46,908 : : Positions : : 13,261 31,711 25,025 12,555 170 3,080 75 0 2,480 0 0 : : : : Changes from: March 15, 2022 : : 35 65 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 67.6 53.3 26.8 0.4 6.6 0.2 0.0 5.3 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 22, 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 50,654 : : Positions : : 12,094 31,204 29,110 10,825 140 4,095 75 0 2,480 6,000 0 : : : : Changes from: March 15, 2022 : : 40 180 30 0 0 110 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 61.6 57.5 21.4 0.3 8.1 0.1 0.0 4.9 11.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 66,335 : : Positions : : 22,760 54,205 30,005 4,255 2,810 1,445 750 1,536 4,665 180 155 : : : : Changes from: March 15, 2022 : : 5,760 4,025 615 2,765 5 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 81.7 45.2 6.4 4.2 2.2 1.1 2.3 7.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 64,385 : : Positions : : 21,600 52,700 29,620 3,405 2,880 1,445 750 1,536 4,265 540 280 : : : : Changes from: March 15, 2022 : : 6,230 4,220 365 2,790 0 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 81.9 46.0 5.3 4.5 2.2 1.2 2.4 6.6 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 53,995 : : Positions : : 21,570 31,350 3,940 8,445 7,670 14,900 0 0 235 1,050 1,025 : : : : Changes from: March 15, 2022 : : 255 -675 900 1,530 -125 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 58.1 7.3 15.6 14.2 27.6 0.0 0.0 0.4 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 52,640 : : Positions : : 20,765 29,410 3,750 8,710 7,690 14,825 0 0 0 1,270 855 : : : : Changes from: March 15, 2022 : : 255 -1,620 -45 1,530 -65 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 55.9 7.1 16.5 14.6 28.2 0.0 0.0 0.0 2.4 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 . 4 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 54,475 : : Positions : : 29,258 32,245 1,718 9,683 2,415 6,275 895 449 6,665 1,275 195 : : : : Changes from: March 15, 2022 : : 1,120 225 100 995 -555 -300 -300 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 59.2 3.2 17.8 4.4 11.5 1.6 0.8 12.2 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 48,757 : : Positions : : 27,741 30,518 1,580 6,628 2,765 4,250 895 449 5,535 1,275 20 : : : : Changes from: March 15, 2022 : : 1,075 -300 0 1,775 -450 100 -300 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 62.6 3.2 13.6 5.7 8.7 1.8 0.9 11.4 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 9 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 247,041 : : Positions : : 134,484 122,682 32,819 17,068 13,191 0 13,345 4,181 3,450 17,844 110 : : : : Changes from: March 15, 2022 : : 1,245 2,545 3,465 2,290 1,074 0 -125 -291 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 49.7 13.3 6.9 5.3 0.0 5.4 1.7 1.4 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 27 . . 6 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 229,178 : : Positions : : 123,557 112,784 28,490 14,881 14,588 0 13,130 3,984 3,810 15,160 110 : : : : Changes from: March 15, 2022 : : 315 3,305 5,083 1,708 142 0 385 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 49.2 12.4 6.5 6.4 0.0 5.7 1.7 1.7 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 27 . . 6 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 38,319 : : Positions : : 16,415 25,540 8,925 300 2,460 2,700 2,200 5,194 0 0 0 : : : : Changes from: March 15, 2022 : : -220 -20 50 0 0 0 -150 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 66.7 23.3 0.8 6.4 7.0 5.7 13.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 50,626 : : Positions : : 18,618 24,677 12,414 2,175 9,539 0 4,385 1,310 0 250 0 : : : : Changes from: March 15, 2022 : : -215 175 90 -60 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 48.7 24.5 4.3 18.8 0.0 8.7 2.6 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 5 . 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 48,974 : : Positions : : 12,480 26,355 16,895 1,320 7,885 825 2,975 1,399 0 250 0 : : : : Changes from: March 15, 2022 : : -400 340 -400 0 0 300 -600 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 53.8 34.5 2.7 16.1 1.7 6.1 2.9 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 44,122 : : Positions : : 16,452 28,592 7,380 570 6,100 7,800 3,050 375 250 0 0 : : : : Changes from: March 15, 2022 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 64.8 16.7 1.3 13.8 17.7 6.9 0.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 44,851 : : Positions : : 14,475 26,844 4,595 400 7,385 12,310 3,925 376 250 0 0 : : : : Changes from: March 15, 2022 : : 250 -160 600 0 -350 -710 300 110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 59.9 10.2 0.9 16.5 27.4 8.8 0.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 254,535 : : Positions : : 146,176 146,446 11,439 20,254 23,512 4,660 10,365 5,126 15,310 520 1,170 : : : : Changes from: March 15, 2022 : : -1,385 -2,640 968 1,778 69 -350 125 80 250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 57.5 4.5 8.0 9.2 1.8 4.1 2.0 6.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 25 4 . 7 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 198,653 : : Positions : : 97,863 121,996 16,235 6,592 21,385 2,035 9,120 5,968 21,885 610 45 : : : : Changes from: March 15, 2022 : : 1,436 2,076 1,535 1,065 275 0 160 285 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 61.4 8.2 3.3 10.8 1.0 4.6 3.0 11.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 4 . 7 . . . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 25, 2022