Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 29,991 : : Positions : : 23,542 26,312 4,075 0 1,736 131 1,022 150 143 637 117 : : : : Changes from: June 28, 2022 : : -2,383 -2,507 171 0 -127 -220 2 0 3 130 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 87.7 13.6 0.0 5.8 0.4 3.4 0.5 0.5 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,963 : : Positions : : 18,957 17,325 492 2,202 1,809 75 281 20 275 66 260 : : : : Changes from: June 28, 2022 : : -2,104 -1,210 230 -664 -295 -174 186 -246 275 -100 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 78.9 2.2 10.0 8.2 0.3 1.3 0.1 1.3 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 207,720 : : Positions : : 85,435 166,089 3,856 11,718 19,891 26,989 1,908 3,784 64,495 1,634 1,861 : : : : Changes from: June 28, 2022 : : -121 -291 -244 -338 210 1,267 -153 -420 -1,618 44 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 80.0 1.9 5.6 9.6 13.0 0.9 1.8 31.0 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 29 32 . 8 9 9 . 6 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 87,006 : : Positions : : 73,360 58,683 1,116 6,022 7,709 2,100 11,878 858 197 466 1,249 : : : : Changes from: June 28, 2022 : : 34 -644 -50 69 205 0 527 -158 53 69 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 67.4 1.3 6.9 8.9 2.4 13.7 1.0 0.2 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 16 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 58,365 : : Positions : : 54,105 47,142 1,044 2,981 1,623 230 2,690 370 435 3,304 255 : : : : Changes from: June 28, 2022 : : 667 -86 0 500 82 3 84 0 15 187 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 80.8 1.8 5.1 2.8 0.4 4.6 0.6 0.7 5.7 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 52,843 : : Positions : : 30,482 25,033 6,837 17,452 4,611 9,977 0 80 0 5,013 62 : : : : Changes from: June 28, 2022 : : -328 -427 -209 -22 -11 -100 0 80 0 -60 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 47.4 12.9 33.0 8.7 18.9 0.0 0.2 0.0 9.5 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 5 4 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 65,095 : : Positions : : 44,423 25,822 4,013 22,332 8,500 4,501 148 2,099 186 4,154 911 : : : : Changes from: June 28, 2022 : : 45 -271 24 -332 118 0 97 100 0 97 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 39.7 6.2 34.3 13.1 6.9 0.2 3.2 0.3 6.4 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 16 5 4 8 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 77,117 : : Positions : : 48,192 30,540 24,593 29,888 3,089 0 300 0 742 12,775 0 : : : : Changes from: June 28, 2022 : : 219 61 140 120 -120 0 0 0 -108 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 39.6 31.9 38.8 4.0 0.0 0.4 0.0 1.0 16.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 4 5 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 92,771 : : Positions : : 59,412 32,016 27,903 43,445 3,324 148 100 0 1,348 13,701 0 : : : : Changes from: June 28, 2022 : : 348 213 258 418 -60 148 0 0 -108 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 34.5 30.1 46.8 3.6 0.2 0.1 0.0 1.5 14.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 19 4 6 6 . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,227 : : Positions : : 16,849 26,234 9,828 100 388 150 0 0 0 280 0 : : : : Changes from: June 28, 2022 : : 407 317 -90 0 37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 96.4 36.1 0.4 1.4 0.6 0.0 0.0 0.0 1.0 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 July 5, 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 40,812 : : Positions : : 31,182 30,388 1,752 3,139 7,280 420 0 0 50 0 0 : : : : Changes from: June 28, 2022 : : 186 295 9 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 74.5 4.3 7.7 17.8 1.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 44,996 : : Positions : : 35,057 22,212 3,663 4,485 5,755 488 10,175 9 0 2,360 0 : : : : Changes from: June 28, 2022 : : 2,500 50 -1,550 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 49.4 8.1 10.0 12.8 1.1 22.6 0.0 0.0 5.2 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 July 5, 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 41,222 : : Positions : : 33,305 19,885 590 4,182 6,938 350 10,025 0 0 0 0 : : : : Changes from: June 28, 2022 : : 2,364 -36 -1,318 1,082 118 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 48.2 1.4 10.1 16.8 0.8 24.3 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 July 5, 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 143,485 : : Positions : : 84,829 78,708 20,294 33,771 16,466 7,279 1,333 5,289 5,299 4,464 3,371 : : : : Changes from: June 28, 2022 : : -1,405 1,153 2,877 2 261 -469 -75 405 604 334 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 54.9 14.1 23.5 11.5 5.1 0.9 3.7 3.7 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 34 . 4 5 7 . 6 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 35,598 : : Positions : : 23,110 17,890 8,239 11,406 3,582 0 0 0 0 2,500 0 : : : : Changes from: June 28, 2022 : : 930 0 0 0 0 0 0 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 50.3 23.1 32.0 10.1 0.0 0.0 0.0 0.0 7.0 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 July 5, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 32,700 : : Positions : : 19,447 17,332 9,564 9,626 3,022 0 0 0 0 2,500 0 : : : : Changes from: June 28, 2022 : : 930 0 0 0 0 0 0 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 53.0 29.2 29.4 9.2 0.0 0.0 0.0 0.0 7.6 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 July 5, 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 42,364 : : Positions : : 16,906 26,388 17,692 5,485 7,534 0 2,857 0 0 100 0 : : : : Changes from: June 28, 2022 : : 1,377 437 177 1,117 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 62.3 41.8 12.9 17.8 0.0 6.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 37,975 : : Positions : : 15,804 25,671 13,977 1,485 7,962 0 2,857 0 0 0 0 : : : : Changes from: June 28, 2022 : : 1,404 444 -100 860 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 67.6 36.8 3.9 21.0 0.0 7.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 4 . 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 91,658 : : Positions : : 49,254 52,471 16,507 26,045 10,119 8,905 770 0 4,784 650 679 : : : : Changes from: June 28, 2022 : : 588 2,613 1,028 203 63 300 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 57.2 18.0 28.4 11.0 9.7 0.8 0.0 5.2 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 36,652 : : Positions : : 23,565 34,078 10,708 115 1,501 415 0 250 135 385 0 : : : : Changes from: June 28, 2022 : : 193 114 -90 0 90 -9 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 93.0 29.2 0.3 4.1 1.1 0.0 0.7 0.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 57,431 : : Positions : : 44,685 46,958 2,510 2,227 8,106 1,792 0 0 0 135 0 : : : : Changes from: June 28, 2022 : : 329 298 0 -4 -96 -5 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 81.8 4.4 3.9 14.1 3.1 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 July 5, 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 37,473 : : Positions : : 22,984 32,819 10,642 3,013 1,136 300 300 0 1,871 0 25 : : : : Changes from: June 28, 2022 : : 490 490 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 87.6 28.4 8.0 3.0 0.8 0.8 0.0 5.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 5 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 39,840 : : Positions : : 25,202 30,929 10,357 5,674 1,662 0 1,360 0 2,232 0 22 : : : : Changes from: June 28, 2022 : : 504 258 25 0 0 0 310 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 77.6 26.0 14.2 4.2 0.0 3.4 0.0 5.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 5 4 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 74,174 : : Positions : : 60,252 58,225 10,553 14,199 990 460 33 21 1,061 0 339 : : : : Changes from: June 28, 2022 : : 149 149 112 0 -1 0 13 5 4 0 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 78.5 14.2 19.1 1.3 0.6 0.0 0.0 1.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 19 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 96,854 : : Positions : : 77,890 76,861 10,904 17,057 1,210 2,979 295 1,149 2,081 0 46 : : : : Changes from: June 28, 2022 : : 35 414 248 -148 118 -133 110 86 166 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.4 11.3 17.6 1.2 3.1 0.3 1.2 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 22 4 4 4 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 59,566 : : Positions : : 40,630 48,329 15,633 8,573 587 1,665 426 719 0 913 12 : : : : Changes from: June 28, 2022 : : 65 4 0 -25 0 51 1 130 0 126 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.1 26.2 14.4 1.0 2.8 0.7 1.2 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 56,384 : : Positions : : 40,838 45,423 14,230 8,035 415 0 371 0 130 1,545 595 : : : : Changes from: June 28, 2022 : : 20 45 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 80.6 25.2 14.3 0.7 0.0 0.7 0.0 0.2 2.7 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 July 5, 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 46,484 : : Positions : : 30,343 33,057 3,414 6,478 4,186 6,773 302 1,399 0 176 0 : : : : Changes from: June 28, 2022 : : 254 80 -19 1,284 29 1,117 32 8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 71.1 7.3 13.9 9.0 14.6 0.6 3.0 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 July 5, 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 43,418 : : Positions : : 28,205 27,302 9,589 9,420 1,692 455 1,190 2,732 0 180 0 : : : : Changes from: June 28, 2022 : : 103 -132 -25 310 0 310 255 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 62.9 22.1 21.7 3.9 1.0 2.7 6.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 4 . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 22,029 : : Positions : : 17,341 16,707 1,643 3,642 1,052 973 175 5 0 0 0 : : : : Changes from: June 28, 2022 : : 249 143 -11 -12 12 -452 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 75.8 7.5 16.5 4.8 4.4 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 30,180 : : Positions : : 20,322 21,308 5,893 1,839 2,217 148 3,788 634 430 123 4 : : : : Changes from: June 28, 2022 : : -118 75 428 154 -19 0 99 -5 -19 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 70.6 19.5 6.1 7.3 0.5 12.6 2.1 1.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,542 : : Positions : : 12,355 18,371 4,599 662 1,275 2,445 497 166 135 142 36 : : : : Changes from: June 28, 2022 : : -46 38 210 -19 0 -35 10 -10 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 85.3 21.3 3.1 5.9 11.3 2.3 0.8 0.6 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 14,245 : : Positions : : 5,253 13,521 7,240 0 600 310 0 15 635 0 90 : : : : Changes from: June 28, 2022 : : -205 -157 20 0 0 45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 94.9 50.8 0.0 4.2 2.2 0.0 0.1 4.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 13,477 : : Positions : : 5,418 13,337 7,342 0 0 0 125 0 690 0 15 : : : : Changes from: June 28, 2022 : : -183 -630 -447 0 0 0 0 0 2 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 99.0 54.5 0.0 0.0 0.0 0.9 0.0 5.1 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 July 5, 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 46,429 : : Positions : : 18,465 18,442 22,873 25,870 1,837 0 0 0 2,710 0 0 : : : : Changes from: June 28, 2022 : : -50 -10 -70 -100 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 39.7 49.3 55.7 4.0 0.0 0.0 0.0 5.8 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 July 5, 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 49,858 : : Positions : : 18,930 18,542 25,983 29,500 1,536 0 0 0 2,665 0 0 : : : : Changes from: June 28, 2022 : : -30 -50 -120 -30 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 37.2 52.1 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 July 5, 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 90,348 : : Positions : : 65,092 58,375 14,227 26,334 2,268 479 590 65 7,221 635 0 : : : : Changes from: June 28, 2022 : : 70 -1,858 -285 386 140 79 225 0 0 -211 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 64.6 15.7 29.1 2.5 0.5 0.7 0.1 8.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 28 4 6 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 107,038 : : Positions : : 79,719 63,109 14,477 36,243 1,835 8 1,210 255 9,822 1,660 22 : : : : Changes from: June 28, 2022 : : 410 -1,364 180 506 -215 8 -304 -37 16 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 59.0 13.5 33.9 1.7 0.0 1.1 0.2 9.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 29 . 8 8 . 5 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 684,326 : : Positions : : 354,846 437,513 23,465 3,642 117,692 16,091 8,752 80,038 56,816 1,050 34,200 : : : : Changes from: June 28, 2022 : : -8,035 -12,495 1,448 -291 -4,209 -338 -1,558 -307 -6,903 7 -1,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 63.9 3.4 0.5 17.2 2.4 1.3 11.7 8.3 0.2 5.0 : : : : Number of Traders in Each Category Total Traders: 95 : : 41 40 5 5 9 10 7 10 17 7 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 18,164 : : Positions : : 11,678 9,265 1,815 7,800 473 310 416 15 3,132 0 0 : : : : Changes from: June 28, 2022 : : 0 -175 9 110 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 51.0 10.0 42.9 2.6 1.7 2.3 0.1 17.2 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 July 5, 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 15,792 : : Positions : : 10,697 8,352 1,780 6,568 380 0 370 55 2,216 0 0 : : : : Changes from: June 28, 2022 : : -57 -57 0 105 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 52.9 11.3 41.6 2.4 0.0 2.3 0.3 14.0 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 July 5, 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 12,325 : : Positions : : 8,365 9,185 45 1,475 100 760 785 5 1,705 195 315 : : : : Changes from: June 28, 2022 : : -3,715 -3,130 -35 -515 55 -525 100 -30 540 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 74.5 0.4 12.0 0.8 6.2 6.4 0.0 13.8 1.6 2.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 17 . . . . . . 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 58,671 : : Positions : : 39,743 38,693 6,783 3,045 5,309 785 4,085 1,885 1,340 2,936 2,678 : : : : Changes from: June 28, 2022 : : 1,477 1,781 238 -67 -138 0 -45 -175 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 65.9 11.6 5.2 9.0 1.3 7.0 3.2 2.3 5.0 4.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 4 . 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 41,051 : : Positions : : 25,032 20,090 6,960 3,615 7,369 1,000 8,215 0 310 830 300 : : : : Changes from: June 28, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 48.9 17.0 8.8 18.0 2.4 20.0 0.0 0.8 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 89,335 : : Positions : : 60,374 61,422 21,984 21,310 1,226 250 165 575 306 0 0 : : : : Changes from: June 28, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 68.8 24.6 23.9 1.4 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 July 5, 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 72,933 : : Positions : : 48,568 46,127 18,027 20,712 943 0 200 0 401 0 6 : : : : Changes from: June 28, 2022 : : 0 40 40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.2 24.7 28.4 1.3 0.0 0.3 0.0 0.5 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 July 5, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 14,182 : : Positions : : 9,665 9,135 578 2,615 2,092 1,305 0 150 0 0 0 : : : : Changes from: June 28, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 64.4 4.1 18.4 14.8 9.2 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 26,483 : : Positions : : 12,947 14,991 8,336 7,581 740 1,791 205 496 57 0 205 : : : : Changes from: June 28, 2022 : : -80 187 847 600 0 0 0 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 56.6 31.5 28.6 2.8 6.8 0.8 1.9 0.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 18,703 : : Positions : : 9,064 9,726 6,414 3,745 1,065 0 2,010 420 196 123 12 : : : : Changes from: June 28, 2022 : : -135 240 925 625 0 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 52.0 34.3 20.0 5.7 0.0 10.7 2.2 1.0 0.7 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 July 5, 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 15,076 : : Positions : : 11,518 5,170 873 3,671 1,186 0 3,536 0 0 0 0 : : : : Changes from: June 28, 2022 : : 247 250 53 50 630 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 34.3 5.8 24.3 7.9 0.0 23.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 96,071 : : Positions : : 36,315 40,005 38,170 33,465 4,634 0 900 0 1,315 1,575 5 : : : : Changes from: June 28, 2022 : : 25 -45 25 35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 41.6 39.7 34.8 4.8 0.0 0.9 0.0 1.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 90,588 : : Positions : : 34,980 38,664 29,484 29,760 4,349 0 255 200 4,570 970 5 : : : : Changes from: June 28, 2022 : : -100 -70 0 -90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 42.7 32.5 32.9 4.8 0.0 0.3 0.2 5.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . 4 6 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 29,278 : : Positions : : 15,405 13,944 7,055 4,526 513 0 2,560 0 150 1,340 30 : : : : Changes from: June 28, 2022 : : 765 1,264 995 6 -206 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 47.6 24.1 15.5 1.8 0.0 8.7 0.0 0.5 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 29,298 : : Positions : : 15,420 13,979 7,065 4,526 508 0 2,560 0 150 1,340 30 : : : : Changes from: June 28, 2022 : : 730 1,264 1,020 6 -206 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 47.7 24.1 15.4 1.7 0.0 8.7 0.0 0.5 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 30,735 : : Positions : : 19,895 15,300 1,142 10,705 1,825 0 0 0 4,938 0 0 : : : : Changes from: June 28, 2022 : : -240 0 120 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 49.8 3.7 34.8 5.9 0.0 0.0 0.0 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 26,131 : : Positions : : 15,235 14,770 1,646 6,030 3,694 0 0 0 3,859 0 0 : : : : Changes from: June 28, 2022 : : -240 0 120 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 56.5 6.3 23.1 14.1 0.0 0.0 0.0 14.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 44,775 : : Positions : : 10,165 29,638 30,448 12,760 220 0 0 0 1,580 0 0 : : : : Changes from: June 28, 2022 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 66.2 68.0 28.5 0.5 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 47,286 : : Positions : : 7,922 29,449 34,357 11,895 320 300 345 55 1,580 2,550 0 : : : : Changes from: June 28, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 62.3 72.7 25.2 0.7 0.6 0.7 0.1 3.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 15 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 67,200 : : Positions : : 25,515 52,635 32,805 8,865 1,625 125 725 300 3,325 300 455 : : : : Changes from: June 28, 2022 : : 40 2,140 0 -925 235 0 0 0 10 -1,165 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 78.3 48.8 13.2 2.4 0.2 1.1 0.4 4.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 64,550 : : Positions : : 22,940 50,020 32,785 8,585 1,655 175 725 300 3,250 460 595 : : : : Changes from: June 28, 2022 : : 190 2,290 350 -775 235 0 0 0 10 -965 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 77.5 50.8 13.3 2.6 0.3 1.1 0.5 5.0 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,451 : : Positions : : 16,921 4,635 664 13,075 734 0 0 0 0 565 0 : : : : Changes from: June 28, 2022 : : -5 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 21.6 3.1 61.0 3.4 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 19,972 : : Positions : : 16,518 3,345 135 13,768 616 0 0 0 0 230 45 : : : : Changes from: June 28, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 16.7 0.7 68.9 3.1 0.0 0.0 0.0 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 48,271 : : Positions : : 22,600 18,975 3,370 12,826 9,090 4,820 0 0 1,911 1,315 385 : : : : Changes from: June 28, 2022 : : 175 770 -189 -1,424 669 -650 0 0 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 39.3 7.0 26.6 18.8 10.0 0.0 0.0 4.0 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 14 . 6 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 47,363 : : Positions : : 23,276 16,358 3,420 15,665 8,495 4,670 0 0 1,718 1,345 405 : : : : Changes from: June 28, 2022 : : 320 725 -400 -1,435 1,080 -650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 34.5 7.2 33.1 17.9 9.9 0.0 0.0 3.6 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 56,008 : : Positions : : 34,934 30,555 1,540 15,690 2,585 2,182 0 248 7,087 0 360 : : : : Changes from: June 28, 2022 : : 170 10 -103 457 -631 -180 0 0 15 -585 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 54.6 2.7 28.0 4.6 3.9 0.0 0.4 12.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . 4 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 48,834 : : Positions : : 32,016 28,723 1,995 12,847 2,065 2,095 0 90 5,523 255 330 : : : : Changes from: June 28, 2022 : : 520 10 -460 650 -300 20 0 0 0 -600 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 58.8 4.1 26.3 4.2 4.3 0.0 0.2 11.3 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 236,418 : : Positions : : 119,342 119,289 46,793 23,467 11,832 0 8,082 35 3,620 18,802 495 : : : : Changes from: June 28, 2022 : : 3,660 -934 71 3,730 -1,158 0 -830 0 -1,765 0 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 50.5 19.8 9.9 5.0 0.0 3.4 0.0 1.5 8.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 5 . 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 221,671 : : Positions : : 115,233 112,033 34,448 15,745 17,443 0 8,599 50 2,800 16,247 505 : : : : Changes from: June 28, 2022 : : 3,820 -259 -9 3,085 -831 0 -630 0 -1,565 20 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 50.5 15.5 7.1 7.9 0.0 3.9 0.0 1.3 7.3 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 27 5 . 8 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 29,135 : : Positions : : 14,795 23,955 7,580 225 2,045 1,625 0 150 0 0 0 : : : : Changes from: June 28, 2022 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 82.2 26.0 0.8 7.0 5.6 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 51,425 : : Positions : : 24,327 22,767 9,947 9,935 7,023 0 1,075 0 0 348 152 : : : : Changes from: June 28, 2022 : : 0 125 125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 44.3 19.3 19.3 13.7 0.0 2.1 0.0 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 5 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 49,588 : : Positions : : 19,612 23,951 8,925 4,576 9,284 950 300 100 45 175 75 : : : : Changes from: June 28, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 48.3 18.0 9.2 18.7 1.9 0.6 0.2 0.1 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 43,866 : : Positions : : 20,901 27,611 11,835 1,575 6,005 0 4,000 100 175 0 0 : : : : Changes from: June 28, 2022 : : 120 0 -120 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 62.9 27.0 3.6 13.7 0.0 9.1 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 5 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 42,406 : : Positions : : 19,431 24,846 11,390 550 5,720 0 5,600 0 175 0 0 : : : : Changes from: June 28, 2022 : : 120 0 -120 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 58.6 26.9 1.3 13.5 0.0 13.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 6 . 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 224,012 : : Positions : : 117,650 132,728 18,444 23,977 18,863 3,610 0 2,260 17,293 302 545 : : : : Changes from: June 28, 2022 : : 100 -2,475 -358 992 -475 -25 0 0 -1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 59.3 8.2 10.7 8.4 1.6 0.0 1.0 7.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 25 4 5 8 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 174,956 : : Positions : : 75,613 120,065 18,696 6,076 15,814 4,019 290 650 28,610 652 10 : : : : Changes from: June 28, 2022 : : 427 -243 -425 170 460 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 68.6 10.7 3.5 9.0 2.3 0.2 0.4 16.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 25 5 . 8 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated July 08, 2022