Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 31,760 : : Positions : : 25,473 28,122 3,669 0 1,863 401 1,075 64 141 525 102 : : : : Changes from: June 14, 2022 : : -84 486 527 0 -30 173 90 -157 -50 -35 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 88.5 11.6 0.0 5.9 1.3 3.4 0.2 0.4 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 24,117 : : Positions : : 20,886 18,165 42 2,876 2,149 179 85 261 0 71 510 : : : : Changes from: June 14, 2022 : : 131 320 0 -39 30 0 -75 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 75.3 0.2 11.9 8.9 0.7 0.4 1.1 0.0 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 207,648 : : Positions : : 83,276 165,897 5,246 12,010 19,708 25,767 2,108 4,618 66,609 1,615 1,282 : : : : Changes from: June 14, 2022 : : 1,126 963 1,705 -2 -1,377 -999 424 503 -507 70 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 79.9 2.5 5.8 9.5 12.4 1.0 2.2 32.1 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 67 : : 27 29 . 6 8 9 . 6 6 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 87,377 : : Positions : : 73,159 60,659 1,974 6,007 7,026 2,100 10,481 1,051 253 675 1,355 : : : : Changes from: June 14, 2022 : : 652 1,273 1,099 -57 69 -140 971 -399 253 -306 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 69.4 2.3 6.9 8.0 2.4 12.0 1.2 0.3 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 57,287 : : Positions : : 53,095 47,218 1,044 2,631 1,607 75 1,911 440 600 3,357 123 : : : : Changes from: June 14, 2022 : : 184 2,390 1,044 -1,241 -643 0 100 0 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 82.4 1.8 4.6 2.8 0.1 3.3 0.8 1.0 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 53,035 : : Positions : : 30,743 25,263 6,990 17,593 4,635 10,127 0 0 0 5,082 35 : : : : Changes from: June 14, 2022 : : 69 -136 -572 -7 90 300 0 0 0 -188 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 47.6 13.2 33.2 8.7 19.1 0.0 0.0 0.0 9.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 . 5 7 4 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 64,386 : : Positions : : 44,314 25,765 3,780 23,040 8,244 4,596 51 2,019 188 3,820 986 : : : : Changes from: June 14, 2022 : : 280 -241 -255 380 102 -32 0 16 5 -120 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 40.0 5.9 35.8 12.8 7.1 0.1 3.1 0.3 5.9 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 16 4 4 7 5 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 76,782 : : Positions : : 47,918 30,476 24,621 29,762 2,969 0 350 0 773 12,710 0 : : : : Changes from: June 14, 2022 : : 778 272 -450 56 420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 39.7 32.1 38.8 3.9 0.0 0.5 0.0 1.0 16.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 4 4 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 91,803 : : Positions : : 58,974 31,756 27,728 42,583 3,091 0 450 0 1,379 13,758 0 : : : : Changes from: June 14, 2022 : : 572 312 -100 67 100 0 100 0 7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 34.6 30.2 46.4 3.4 0.0 0.5 0.0 1.5 15.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 19 4 5 6 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 26,408 : : Positions : : 15,962 25,452 9,933 100 351 150 0 0 0 280 0 : : : : Changes from: June 14, 2022 : : 195 655 470 0 -286 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 96.4 37.6 0.4 1.3 0.6 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . . 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 40,709 : : Positions : : 31,088 29,585 1,743 3,839 7,280 420 0 0 50 0 0 : : : : Changes from: June 14, 2022 : : 240 -5 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 72.7 4.3 9.4 17.9 1.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 41,197 : : Positions : : 30,293 20,998 4,763 3,885 5,620 488 8,325 9 0 2,360 0 : : : : Changes from: June 14, 2022 : : 2,581 -154 -1,870 865 570 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 51.0 11.6 9.4 13.6 1.2 20.2 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 37,508 : : Positions : : 28,691 18,721 1,308 3,250 7,120 350 8,225 0 0 0 0 : : : : Changes from: June 14, 2022 : : 2,710 -100 -1,920 890 695 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 49.9 3.5 8.7 19.0 0.9 21.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 143,252 : : Positions : : 87,272 80,614 15,330 32,256 16,503 9,817 1,519 4,859 5,188 3,882 3,550 : : : : Changes from: June 14, 2022 : : -1,830 -682 1,000 -1,999 299 -1,585 -25 536 -297 30 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 56.3 10.7 22.5 11.5 6.9 1.1 3.4 3.6 2.7 2.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 32 . 4 5 7 . 5 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 34,991 : : Positions : : 22,467 18,177 8,239 11,406 3,582 0 0 0 0 1,600 0 : : : : Changes from: June 14, 2022 : : 9 9 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 51.9 23.5 32.6 10.2 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 31,892 : : Positions : : 18,603 17,418 9,564 9,626 3,022 0 0 0 0 1,600 0 : : : : Changes from: June 14, 2022 : : 9 9 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 54.6 30.0 30.2 9.5 0.0 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 40,869 : : Positions : : 15,505 25,951 17,515 1,400 7,609 0 5,801 8 0 100 0 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 63.5 42.9 3.4 18.6 0.0 14.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 36,659 : : Positions : : 14,376 25,227 14,025 625 7,810 76 2,857 140 0 0 0 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 68.8 38.3 1.7 21.3 0.2 7.8 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 4 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 87,423 : : Positions : : 48,315 49,067 15,899 24,920 10,261 6,805 846 176 3,987 650 576 : : : : Changes from: June 14, 2022 : : 351 1,892 840 -1,870 600 -1,200 0 0 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 56.1 18.2 28.5 11.7 7.8 1.0 0.2 4.6 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 . . 5 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 35,073 : : Positions : : 22,631 33,178 11,283 75 866 0 150 100 115 385 0 : : : : Changes from: June 14, 2022 : : 619 1,085 406 0 -237 0 -24 24 65 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 94.6 32.2 0.2 2.5 0.0 0.4 0.3 0.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 57,880 : : Positions : : 44,199 46,549 2,650 3,257 7,954 2,777 0 0 0 115 0 : : : : Changes from: June 14, 2022 : : 433 -433 -301 572 148 20 0 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 80.4 4.6 5.6 13.7 4.8 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 36,378 : : Positions : : 22,250 31,875 10,385 2,992 1,006 407 300 0 1,871 0 25 : : : : Changes from: June 14, 2022 : : 330 5 0 25 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 87.6 28.5 8.2 2.8 1.1 0.8 0.0 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 14 4 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 38,031 : : Positions : : 23,784 29,783 10,012 5,861 1,612 70 560 0 2,228 0 22 : : : : Changes from: June 14, 2022 : : 100 65 0 25 0 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 78.3 26.3 15.4 4.2 0.2 1.5 0.0 5.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 15 4 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 72,816 : : Positions : : 58,945 56,562 10,290 14,364 991 460 20 16 1,127 0 496 : : : : Changes from: June 14, 2022 : : 706 670 103 -2 1 0 10 -10 -129 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 77.7 14.1 19.7 1.4 0.6 0.0 0.0 1.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 18 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 96,692 : : Positions : : 78,049 75,725 10,736 17,053 1,069 2,825 874 1,493 1,744 0 141 : : : : Changes from: June 14, 2022 : : 1,424 1,115 9 -3 29 -246 166 6 118 0 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 78.3 11.1 17.6 1.1 2.9 0.9 1.5 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 21 4 4 . 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 59,416 : : Positions : : 40,688 48,350 15,396 8,580 605 1,572 425 571 150 787 98 : : : : Changes from: June 14, 2022 : : -90 -1,715 100 1,425 0 65 0 0 -75 300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 81.4 25.9 14.4 1.0 2.6 0.7 1.0 0.3 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 56,168 : : Positions : : 40,747 45,528 13,855 7,735 415 0 350 0 380 1,545 595 : : : : Changes from: June 14, 2022 : : -1,855 -4,315 900 3,210 -120 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 81.1 24.7 13.8 0.7 0.0 0.6 0.0 0.7 2.8 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 43,976 : : Positions : : 29,076 31,750 3,679 4,896 4,051 5,573 654 1,252 0 176 0 : : : : Changes from: June 14, 2022 : : -166 3,149 -51 -530 0 2,400 -432 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 72.2 8.4 11.1 9.2 12.7 1.5 2.8 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 42,563 : : Positions : : 27,674 26,421 9,374 9,006 1,682 375 1,618 2,770 0 176 0 : : : : Changes from: June 14, 2022 : : 21 -54 0 50 0 10 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 62.1 22.0 21.2 4.0 0.9 3.8 6.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 11,512 : : Positions : : 6,454 10,203 3,563 464 319 25 280 0 0 0 0 : : : : Changes from: June 14, 2022 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 88.6 31.0 4.0 2.8 0.2 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 21,754 : : Positions : : 16,890 16,439 1,704 3,744 922 1,432 200 5 0 0 0 : : : : Changes from: June 14, 2022 : : -72 74 6 0 0 122 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.6 7.8 17.2 4.2 6.6 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 30,010 : : Positions : : 20,412 21,062 5,481 2,219 2,171 158 3,303 941 449 122 4 : : : : Changes from: June 14, 2022 : : -86 -244 -26 50 16 -138 61 -29 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 70.2 18.3 7.4 7.2 0.5 11.0 3.1 1.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 21,369 : : Positions : : 12,394 18,250 4,359 691 1,265 2,376 419 238 210 142 36 : : : : Changes from: June 14, 2022 : : -98 58 88 32 2 -202 -292 54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 85.4 20.4 3.2 5.9 11.1 2.0 1.1 1.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 14,227 : : Positions : : 5,408 13,489 7,075 0 600 265 0 15 645 5 95 : : : : Changes from: June 14, 2022 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 94.8 49.7 0.0 4.2 1.9 0.0 0.1 4.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 14,024 : : Positions : : 5,516 13,932 7,789 0 0 0 75 0 688 0 17 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 99.3 55.5 0.0 0.0 0.0 0.5 0.0 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 4 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 46,417 : : Positions : : 18,515 18,452 23,033 25,970 1,755 0 0 0 2,710 0 0 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 39.8 49.6 55.9 3.8 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 49,892 : : Positions : : 18,960 18,592 26,193 29,530 1,530 0 0 0 2,665 0 0 : : : : Changes from: June 14, 2022 : : 20 0 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 37.3 52.5 59.2 3.1 0.0 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 88,394 : : Positions : : 64,079 59,397 13,811 25,258 2,338 547 365 71 7,189 656 0 : : : : Changes from: June 14, 2022 : : 292 222 160 324 -165 0 20 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 67.2 15.6 28.6 2.6 0.6 0.4 0.1 8.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 26 4 6 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 104,671 : : Positions : : 77,947 64,071 14,062 34,940 2,115 72 1,424 430 9,697 1,252 12 : : : : Changes from: June 14, 2022 : : 405 766 -120 -160 34 0 -232 327 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 61.2 13.4 33.4 2.0 0.1 1.4 0.4 9.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 29 . 8 8 . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 710,353 : : Positions : : 366,540 453,304 22,185 3,095 123,253 15,321 10,283 82,573 63,361 855 36,507 : : : : Changes from: June 14, 2022 : : 2,753 3,651 2,274 327 -1,400 1,317 1,576 -547 -361 251 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 63.8 3.1 0.4 17.4 2.2 1.4 11.6 8.9 0.1 5.1 : : : : Number of Traders in Each Category Total Traders: 92 : : 39 41 6 . 8 9 9 10 16 7 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 17,976 : : Positions : : 11,650 9,487 1,761 7,570 468 310 416 15 3,132 0 0 : : : : Changes from: June 14, 2022 : : 50 -25 -34 75 1 30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 52.8 9.8 42.1 2.6 1.7 2.3 0.1 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 15,615 : : Positions : : 10,652 8,382 1,780 6,388 410 0 370 55 2,216 0 0 : : : : Changes from: June 14, 2022 : : 50 -25 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 53.7 11.4 40.9 2.6 0.0 2.4 0.4 14.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 26,120 : : Positions : : 21,735 20,345 0 4,215 45 2,140 325 120 855 370 80 : : : : Changes from: June 14, 2022 : : -3,760 -3,000 0 -915 20 -380 170 -40 30 -305 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 77.9 0.0 16.1 0.2 8.2 1.2 0.5 3.3 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 0 . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 56,591 : : Positions : : 37,577 36,480 6,624 3,235 5,317 800 3,865 2,060 1,397 2,936 2,678 : : : : Changes from: June 14, 2022 : : 34 120 122 -60 60 0 130 0 0 -34 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 64.5 11.7 5.7 9.4 1.4 6.8 3.6 2.5 5.2 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 . . 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 38,204 : : Positions : : 20,985 19,845 7,145 0 8,384 1,000 8,215 0 310 830 300 : : : : Changes from: June 14, 2022 : : 530 530 -995 -995 989 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 51.9 18.7 0.0 21.9 2.6 21.5 0.0 0.8 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 5 0 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 89,175 : : Positions : : 60,114 61,107 21,984 21,365 1,176 250 165 575 306 0 0 : : : : Changes from: June 14, 2022 : : 620 560 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 68.5 24.7 24.0 1.3 0.3 0.2 0.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 4 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 72,874 : : Positions : : 48,500 45,947 17,987 20,784 943 0 200 0 401 0 6 : : : : Changes from: June 14, 2022 : : 589 854 265 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.0 24.7 28.5 1.3 0.0 0.3 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 26,677 : : Positions : : 13,267 14,719 7,339 6,831 890 1,486 180 1,970 37 0 225 : : : : Changes from: June 14, 2022 : : 0 0 -50 0 50 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 55.2 27.5 25.6 3.3 5.6 0.7 7.4 0.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 18,261 : : Positions : : 9,373 9,534 5,363 3,120 1,065 0 2,010 420 196 198 12 : : : : Changes from: June 14, 2022 : : 50 -250 0 0 0 -225 75 55 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 52.2 29.4 17.1 5.8 0.0 11.0 2.3 1.1 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 13,932 : : Positions : : 11,271 4,870 820 3,671 556 0 3,536 0 0 0 0 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 35.0 5.9 26.3 4.0 0.0 25.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 96,988 : : Positions : : 35,843 39,653 36,895 33,130 4,419 900 900 1,590 1,415 1,575 5 : : : : Changes from: June 14, 2022 : : 543 -32 -855 -265 550 0 300 0 315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 40.9 38.0 34.2 4.6 0.9 0.9 1.6 1.5 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 91,782 : : Positions : : 34,798 38,377 28,339 29,650 4,134 870 255 1,820 4,570 970 5 : : : : Changes from: June 14, 2022 : : 183 -197 -605 -365 150 0 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 41.8 30.9 32.3 4.5 0.9 0.3 2.0 5.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . 4 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 28,015 : : Positions : : 14,505 12,855 6,070 360 680 0 6,420 200 150 1,340 30 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 45.9 21.7 1.3 2.4 0.0 22.9 0.7 0.5 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 28,070 : : Positions : : 14,565 12,890 6,045 360 675 0 6,420 200 150 1,340 30 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 45.9 21.5 1.3 2.4 0.0 22.9 0.7 0.5 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 30,605 : : Positions : : 19,885 14,975 1,022 9,940 1,825 0 960 0 4,938 0 0 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 48.9 3.3 32.5 6.0 0.0 3.1 0.0 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 5 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 25,783 : : Positions : : 15,225 14,220 1,301 5,265 3,626 0 960 0 3,859 0 0 : : : : Changes from: June 14, 2022 : : 0 -100 0 120 -90 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 55.2 5.0 20.4 14.1 0.0 3.7 0.0 15.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 44,006 : : Positions : : 9,969 28,907 25,463 12,760 220 4,450 0 0 1,580 0 0 : : : : Changes from: June 14, 2022 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 65.7 57.9 29.0 0.5 10.1 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 47,336 : : Positions : : 7,922 29,499 28,908 11,895 320 5,799 345 55 1,580 2,550 0 : : : : Changes from: June 14, 2022 : : 70 825 0 0 0 300 0 0 0 -455 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.7 62.3 61.1 25.1 0.7 12.3 0.7 0.1 3.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 15 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 67,505 : : Positions : : 25,295 50,615 32,610 9,590 1,390 410 500 1,356 3,335 1,465 105 : : : : Changes from: June 14, 2022 : : 0 110 -90 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 75.0 48.3 14.2 2.1 0.6 0.7 2.0 4.9 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 64,360 : : Positions : : 22,600 47,880 32,310 9,160 1,420 410 500 1,356 3,240 1,425 220 : : : : Changes from: June 14, 2022 : : 0 0 -100 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 74.4 50.2 14.2 2.2 0.6 0.8 2.1 5.0 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 21,235 : : Positions : : 16,921 4,575 354 10,780 850 0 2,040 0 0 565 0 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 21.5 1.7 50.8 4.0 0.0 9.6 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 19,797 : : Positions : : 16,513 3,285 135 11,783 482 0 2,040 0 0 230 45 : : : : Changes from: June 14, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 16.6 0.7 59.5 2.4 0.0 10.3 0.0 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 48,058 : : Positions : : 22,105 18,555 1,274 14,395 8,011 8,717 0 0 1,911 1,295 405 : : : : Changes from: June 14, 2022 : : 135 -605 -510 230 330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 38.6 2.7 30.0 16.7 18.1 0.0 0.0 4.0 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 . 4 6 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 46,595 : : Positions : : 22,361 15,708 960 16,670 7,440 8,567 0 0 1,718 1,345 405 : : : : Changes from: June 14, 2022 : : 360 -150 -300 210 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 33.7 2.1 35.8 16.0 18.4 0.0 0.0 3.7 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 . 5 5 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 56,263 : : Positions : : 33,804 31,415 983 12,510 3,426 2,312 60 1,232 6,889 585 150 : : : : Changes from: June 14, 2022 : : 245 90 210 430 -170 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 55.8 1.7 22.2 6.1 4.1 0.1 2.2 12.2 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 49,721 : : Positions : : 30,536 29,233 1,655 9,715 2,650 2,025 60 1,074 5,371 855 105 : : : : Changes from: June 14, 2022 : : 485 -70 85 85 -65 -600 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 58.8 3.3 19.5 5.3 4.1 0.1 2.2 10.8 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 234,594 : : Positions : : 117,451 118,727 42,234 22,010 12,104 3,378 8,887 1,116 5,285 18,609 175 : : : : Changes from: June 14, 2022 : : 667 -3 65 1,330 -634 0 -630 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 50.6 18.0 9.4 5.2 1.4 3.8 0.5 2.3 7.9 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 . 4 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 219,729 : : Positions : : 112,585 111,099 32,195 15,102 16,573 2,092 9,104 2,184 4,365 16,075 175 : : : : Changes from: June 14, 2022 : : 823 163 -430 1,425 -1,028 0 -1,230 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 50.6 14.7 6.9 7.5 1.0 4.1 1.0 2.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 . . 6 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 36,314 : : Positions : : 14,655 23,935 7,700 225 1,925 1,805 0 7,569 0 0 0 : : : : Changes from: June 14, 2022 : : 0 -200 0 0 0 -200 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 65.9 21.2 0.6 5.3 5.0 0.0 20.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 51,706 : : Positions : : 24,387 22,502 9,722 8,720 6,713 0 2,290 784 0 480 120 : : : : Changes from: June 14, 2022 : : 335 625 0 10 20 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 43.5 18.8 16.9 13.0 0.0 4.4 1.5 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 4 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 50,057 : : Positions : : 19,627 23,966 8,925 3,088 9,149 950 1,788 704 45 175 75 : : : : Changes from: June 14, 2022 : : 80 -60 0 -160 20 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 47.9 17.8 6.2 18.3 1.9 3.6 1.4 0.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 43,000 : : Positions : : 19,870 27,250 8,065 1,260 5,460 4,125 4,000 375 175 0 0 : : : : Changes from: June 14, 2022 : : 0 50 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 63.4 18.8 2.9 12.7 9.6 9.3 0.9 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,292 : : Positions : : 19,296 24,781 5,820 550 5,400 5,700 5,600 3,211 175 0 0 : : : : Changes from: June 14, 2022 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 54.7 12.8 1.2 11.9 12.6 12.4 7.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 232,313 : : Positions : : 117,811 135,831 19,164 19,608 19,108 3,685 3,464 8,056 18,613 300 515 : : : : Changes from: June 14, 2022 : : 97 1,277 1,752 -818 171 0 0 0 -1,320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 58.5 8.2 8.4 8.2 1.6 1.5 3.5 8.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 25 4 4 7 . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 181,490 : : Positions : : 74,701 119,853 19,111 1,471 15,384 3,969 4,595 8,245 28,715 652 10 : : : : Changes from: June 14, 2022 : : -950 825 1,665 0 -591 750 0 -80 -570 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 66.0 10.5 0.8 8.5 2.2 2.5 4.5 15.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 24 5 . 7 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 24, 2022