Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 28,180 : : Positions : : 21,855 24,330 3,427 0 1,931 323 736 275 149 763 125 : : : : Changes from: July 26, 2022 : : -2,229 -1,795 -321 0 0 289 -398 -46 -4 -22 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 86.3 12.2 0.0 6.9 1.1 2.6 1.0 0.5 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 19,936 : : Positions : : 16,987 15,978 286 1,809 1,879 0 130 0 559 0 140 : : : : Changes from: July 26, 2022 : : -1,825 -1,377 -81 -393 -5 -75 -201 -20 0 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 80.1 1.4 9.1 9.4 0.0 0.7 0.0 2.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 208,549 : : Positions : : 90,087 167,280 2,289 11,998 19,910 25,254 64 6,406 61,928 1,096 1,329 : : : : Changes from: July 26, 2022 : : 1,416 2,983 -1,124 -227 584 1,990 64 -501 292 -55 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 80.2 1.1 5.8 9.5 12.1 0.0 3.1 29.7 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 32 4 7 9 9 . 6 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 84,808 : : Positions : : 71,934 59,589 750 6,968 7,354 2,100 8,647 590 399 221 1,285 : : : : Changes from: July 26, 2022 : : 1,170 1,176 -39 -87 309 0 -102 -30 -177 -69 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 70.3 0.9 8.2 8.7 2.5 10.2 0.7 0.5 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 15 . 4 4 . 5 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 57,747 : : Positions : : 53,393 47,085 1,479 2,611 1,698 6 2,745 354 150 2,824 430 : : : : Changes from: July 26, 2022 : : 993 1,143 375 -350 50 0 55 0 -285 175 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 81.5 2.6 4.5 2.9 0.0 4.8 0.6 0.3 4.9 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 52,489 : : Positions : : 29,718 26,070 7,164 16,053 5,045 9,682 40 90 0 4,903 77 : : : : Changes from: July 26, 2022 : : -226 492 33 -494 66 0 0 0 0 82 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 49.7 13.6 30.6 9.6 18.4 0.1 0.2 0.0 9.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 63,586 : : Positions : : 43,268 27,366 3,794 19,705 8,703 4,272 463 2,170 266 3,790 733 : : : : Changes from: July 26, 2022 : : -124 700 -32 -967 103 65 74 0 34 75 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 43.0 6.0 31.0 13.7 6.7 0.7 3.4 0.4 6.0 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 16 . 6 8 5 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 73,846 : : Positions : : 46,471 28,689 23,133 28,633 3,019 0 300 0 761 12,690 0 : : : : Changes from: July 26, 2022 : : 517 382 0 0 0 0 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 38.8 31.3 38.8 4.1 0.0 0.4 0.0 1.0 17.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 18 4 4 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 89,836 : : Positions : : 57,458 31,397 26,563 41,223 3,207 463 100 0 1,353 13,454 0 : : : : Changes from: July 26, 2022 : : 562 817 -9 109 -6 74 0 0 -3 -102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 34.9 29.6 45.9 3.6 0.5 0.1 0.0 1.5 15.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 4 5 6 . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 27,758 : : Positions : : 17,363 26,921 9,896 25 387 100 0 0 0 215 0 : : : : Changes from: July 26, 2022 : : 1,617 1,382 -185 0 109 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 97.0 35.7 0.1 1.4 0.4 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 44,254 : : Positions : : 34,703 22,595 4,083 4,515 4,825 438 9,950 9 0 2,355 0 : : : : Changes from: July 26, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 51.1 9.2 10.2 10.9 1.0 22.5 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 39,917 : : Positions : : 32,438 19,555 793 4,080 6,190 300 9,900 0 0 0 0 : : : : Changes from: July 26, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 49.0 2.0 10.2 15.5 0.8 24.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 147,559 : : Positions : : 86,787 80,153 18,445 32,145 20,943 5,732 754 6,297 5,541 3,932 3,210 : : : : Changes from: July 26, 2022 : : 916 -964 -1,164 -18 16 -470 0 201 49 254 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 54.3 12.5 21.8 14.2 3.9 0.5 4.3 3.8 2.7 2.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 34 . 4 5 7 . 5 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 34,501 : : Positions : : 22,929 16,841 7,133 11,265 3,785 0 0 0 0 2,400 0 : : : : Changes from: July 26, 2022 : : -50 50 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 48.8 20.7 32.7 11.0 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 31,743 : : Positions : : 19,435 16,632 8,633 9,480 3,021 0 0 0 0 2,400 0 : : : : Changes from: July 26, 2022 : : -100 0 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 52.4 27.2 29.9 9.5 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 August 2, 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 43,875 : : Positions : : 15,909 26,928 20,242 5,875 7,464 0 2,857 0 0 650 0 : : : : Changes from: July 26, 2022 : : 172 -230 -452 -120 402 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 61.4 46.1 13.4 17.0 0.0 6.5 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 38,986 : : Positions : : 15,163 26,062 16,057 1,855 7,511 0 2,857 0 0 600 0 : : : : Changes from: July 26, 2022 : : 323 -79 -452 -120 396 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 66.8 41.2 4.8 19.3 0.0 7.3 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 91,829 : : Positions : : 49,215 52,091 15,631 26,461 10,454 9,130 620 0 5,429 600 628 : : : : Changes from: July 26, 2022 : : 172 404 50 -182 -118 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 56.7 17.0 28.8 11.4 9.9 0.7 0.0 5.9 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 August 2, 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 36,856 : : Positions : : 23,963 34,395 10,466 135 1,557 577 0 100 68 397 0 : : : : Changes from: July 26, 2022 : : 1,589 1,309 -175 75 90 2 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 93.3 28.4 0.4 4.2 1.6 0.0 0.3 0.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 58,628 : : Positions : : 44,166 48,265 3,785 1,416 8,775 1,569 45 0 0 68 0 : : : : Changes from: July 26, 2022 : : 862 2,974 1,541 -436 534 173 45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 82.3 6.5 2.4 15.0 2.7 0.1 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 4 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 36,955 : : Positions : : 20,987 32,189 11,237 1,876 2,225 300 300 0 1,695 100 25 : : : : Changes from: July 26, 2022 : : -497 360 360 -557 559 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 87.1 30.4 5.1 6.0 0.8 0.8 0.0 4.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 15 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 41,168 : : Positions : : 22,778 35,871 14,475 2,272 1,549 0 1,169 0 1,961 50 22 : : : : Changes from: July 26, 2022 : : -193 6,647 4,139 -2,800 -198 0 118 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 87.1 35.2 5.5 3.8 0.0 2.8 0.0 4.8 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 5 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 73,236 : : Positions : : 58,970 57,391 10,927 14,254 975 460 90 58 1,252 0 88 : : : : Changes from: July 26, 2022 : : 538 641 151 0 -2 0 -30 30 -68 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 78.4 14.9 19.5 1.3 0.6 0.1 0.1 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 93,132 : : Positions : : 75,669 73,953 10,047 16,686 1,554 3,006 280 304 1,990 40 8 : : : : Changes from: July 26, 2022 : : 1,147 704 -206 -29 28 -72 -2 -44 -169 40 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 79.4 10.8 17.9 1.7 3.2 0.3 0.3 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 23 4 4 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 57,965 : : Positions : : 38,799 45,683 16,066 9,917 383 1,821 474 563 0 915 30 : : : : Changes from: July 26, 2022 : : 620 -206 385 1,125 0 -50 0 0 0 51 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 78.8 27.7 17.1 0.7 3.1 0.8 1.0 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 9 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 54,098 : : Positions : : 39,007 43,087 13,860 8,040 360 0 321 0 0 1,590 700 : : : : Changes from: July 26, 2022 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 79.6 25.6 14.9 0.7 0.0 0.6 0.0 0.0 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 46,574 : : Positions : : 32,025 32,531 2,640 8,584 2,789 7,341 0 1,281 100 153 0 : : : : Changes from: July 26, 2022 : : 1,368 -209 -60 1,595 -119 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 69.8 5.7 18.4 6.0 15.8 0.0 2.8 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 5 . 6 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 44,687 : : Positions : : 31,169 28,323 7,603 11,560 1,379 1,097 0 2,344 50 154 0 : : : : Changes from: July 26, 2022 : : 1,587 272 -240 1,249 -75 118 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 63.4 17.0 25.9 3.1 2.5 0.0 5.2 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 11,599 : : Positions : : 6,013 10,437 3,961 350 317 0 240 0 0 0 0 : : : : Changes from: July 26, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 90.0 34.1 3.0 2.7 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 22,081 : : Positions : : 17,953 17,659 1,299 3,029 877 1,122 150 16 0 0 0 : : : : Changes from: July 26, 2022 : : 54 -11 -24 47 -31 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 80.0 5.9 13.7 4.0 5.1 0.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 4 4 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 14,495 : : Positions : : 12,690 12,374 1,220 1,696 80 125 0 0 0 0 0 : : : : Changes from: July 26, 2022 : : 15 18 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 85.4 8.4 11.7 0.6 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 30,798 : : Positions : : 21,510 22,710 5,346 1,127 2,490 40 3,298 661 356 244 25 : : : : Changes from: July 26, 2022 : : 1,264 1,264 15 46 63 40 -48 -4 -1 102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 73.7 17.4 3.7 8.1 0.1 10.7 2.1 1.2 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 4 . 5 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 21,495 : : Positions : : 13,551 18,472 3,931 485 1,298 1,810 499 246 105 119 36 : : : : Changes from: July 26, 2022 : : 280 486 26 -5 14 -154 -159 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 85.9 18.3 2.3 6.0 8.4 2.3 1.1 0.5 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 13,845 : : Positions : : 5,130 13,137 7,118 0 600 220 0 15 648 0 77 : : : : Changes from: July 26, 2022 : : -421 -752 -310 0 0 -40 0 0 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 94.9 51.4 0.0 4.3 1.6 0.0 0.1 4.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 13,255 : : Positions : : 5,220 13,143 7,320 0 0 0 100 0 693 0 12 : : : : Changes from: July 26, 2022 : : -183 -429 -272 0 0 0 -25 0 3 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 99.2 55.2 0.0 0.0 0.0 0.8 0.0 5.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,726 : : Positions : : 6,784 11,679 6,691 2,185 1,382 100 0 0 160 0 0 : : : : Changes from: July 26, 2022 : : 565 495 -80 -280 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 74.3 42.5 13.9 8.8 0.6 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 47,470 : : Positions : : 18,890 19,746 23,571 25,350 1,909 0 185 10 2,535 0 0 : : : : Changes from: July 26, 2022 : : -330 1,305 1,615 0 4 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 41.6 49.7 53.4 4.0 0.0 0.4 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 50,121 : : Positions : : 19,415 19,056 25,707 28,920 1,680 0 185 10 2,520 0 0 : : : : Changes from: July 26, 2022 : : -255 525 760 0 -1 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 38.0 51.3 57.7 3.4 0.0 0.4 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 7 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 88,221 : : Positions : : 67,810 58,956 9,442 23,964 2,761 434 515 125 6,945 827 0 : : : : Changes from: July 26, 2022 : : 2,309 -637 -1,735 560 192 -15 0 0 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 66.8 10.7 27.2 3.1 0.5 0.6 0.1 7.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 29 4 6 7 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 104,285 : : Positions : : 82,197 62,756 9,973 33,611 1,900 60 1,122 239 9,189 3,247 25 : : : : Changes from: July 26, 2022 : : 1,668 -258 -825 331 -31 20 106 -34 144 40 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 60.2 9.6 32.2 1.8 0.1 1.1 0.2 8.8 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 31 . 8 7 . 7 . 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 676,027 : : Positions : : 357,951 432,555 18,282 8,817 116,231 17,691 7,943 77,923 55,144 330 31,216 : : : : Changes from: July 26, 2022 : : -10,820 -12,223 -1,855 358 -2,669 -228 -2,053 -2,411 -1,246 49 -2,033 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 64.0 2.7 1.3 17.2 2.6 1.2 11.5 8.2 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 94 : : 44 39 5 5 10 11 4 9 20 4 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 19,169 : : Positions : : 12,732 9,582 1,964 8,257 739 340 158 50 3,027 0 0 : : : : Changes from: July 26, 2022 : : 1,190 -80 245 1,060 100 0 -208 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 50.0 10.2 43.1 3.9 1.8 0.8 0.3 15.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,964 : : Positions : : 11,854 8,741 1,750 7,236 505 0 255 170 2,142 0 0 : : : : Changes from: July 26, 2022 : : 1,083 88 30 1,025 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 51.5 10.3 42.7 3.0 0.0 1.5 1.0 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 6,565 : : Positions : : 4,495 4,025 575 0 200 150 145 100 90 1,620 245 : : : : Changes from: July 26, 2022 : : 85 -515 -430 0 140 -165 -710 -30 -255 660 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 61.3 8.8 0.0 3.0 2.3 2.2 1.5 1.4 24.7 3.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 16 . 0 . . . . . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 61,270 : : Positions : : 41,652 40,869 8,120 3,292 5,437 820 4,938 1,290 1,225 2,831 2,588 : : : : Changes from: July 26, 2022 : : 1,620 1,489 446 0 15 0 572 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 66.7 13.3 5.4 8.9 1.3 8.1 2.1 2.0 4.6 4.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 48,800 : : Positions : : 31,265 29,914 7,720 3,260 6,089 776 8,165 0 2,405 115 450 : : : : Changes from: July 26, 2022 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 61.3 15.8 6.7 12.5 1.6 16.7 0.0 4.9 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 90,893 : : Positions : : 62,574 62,827 21,348 20,670 1,946 145 150 490 0 401 99 : : : : Changes from: July 26, 2022 : : 550 -40 -540 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 69.1 23.5 22.7 2.1 0.2 0.2 0.5 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 73,816 : : Positions : : 50,544 47,495 17,476 20,022 1,469 0 200 0 0 339 30 : : : : Changes from: July 26, 2022 : : 695 35 -540 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 64.3 23.7 27.1 2.0 0.0 0.3 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,067 : : Positions : : 13,479 20,991 6,490 770 735 1,800 0 0 220 0 10 : : : : Changes from: July 26, 2022 : : -30 -30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 83.7 25.9 3.1 2.9 7.2 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 25,488 : : Positions : : 11,518 15,845 8,532 5,633 1,090 1,896 230 471 102 0 160 : : : : Changes from: July 26, 2022 : : -60 1,295 530 -825 265 25 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 62.2 33.5 22.1 4.3 7.4 0.9 1.8 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 17,512 : : Positions : : 8,311 10,124 6,055 2,337 1,180 0 1,900 420 168 93 12 : : : : Changes from: July 26, 2022 : : -37 548 0 -585 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 57.8 34.6 13.3 6.7 0.0 10.8 2.4 1.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 15,216 : : Positions : : 11,549 5,417 823 3,607 1,336 0 3,216 0 0 0 0 : : : : Changes from: July 26, 2022 : : 780 255 0 525 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 35.6 5.4 23.7 8.8 0.0 21.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 92,693 : : Positions : : 35,546 38,511 35,726 31,950 4,901 0 875 0 1,525 1,596 0 : : : : Changes from: July 26, 2022 : : 84 404 86 -130 -32 0 0 0 245 106 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 41.5 38.5 34.5 5.3 0.0 0.9 0.0 1.6 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 5 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 87,370 : : Positions : : 33,502 37,231 27,443 28,160 4,791 122 0 317 4,720 981 0 : : : : Changes from: July 26, 2022 : : -172 368 51 -410 -32 0 0 0 185 71 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 42.6 31.4 32.2 5.5 0.1 0.0 0.4 5.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 4 6 . 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 28,023 : : Positions : : 14,500 13,544 6,925 4,331 493 0 2,375 0 200 1,145 30 : : : : Changes from: July 26, 2022 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 48.3 24.7 15.5 1.8 0.0 8.5 0.0 0.7 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 28,043 : : Positions : : 14,525 13,564 6,930 4,331 488 0 2,375 0 200 1,145 30 : : : : Changes from: July 26, 2022 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 48.4 24.7 15.4 1.7 0.0 8.5 0.0 0.7 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 29,990 : : Positions : : 20,275 14,735 575 10,655 1,677 0 105 0 4,630 0 0 : : : : Changes from: July 26, 2022 : : 380 0 -180 200 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 49.1 1.9 35.5 5.6 0.0 0.4 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 25,708 : : Positions : : 15,950 14,290 1,064 6,310 3,251 0 105 0 3,636 0 0 : : : : Changes from: July 26, 2022 : : 380 0 -180 200 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 55.6 4.1 24.5 12.6 0.0 0.4 0.0 14.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 44,435 : : Positions : : 10,440 30,844 28,179 11,090 495 0 0 0 3,160 0 0 : : : : Changes from: July 26, 2022 : : 20 740 -420 -855 0 0 0 0 280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 69.4 63.4 25.0 1.1 0.0 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 47,817 : : Positions : : 8,407 31,070 32,605 10,135 905 300 697 0 3,155 2,600 5 : : : : Changes from: July 26, 2022 : : 20 1,000 -325 -1,020 325 0 0 0 280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 65.0 68.2 21.2 1.9 0.6 1.5 0.0 6.6 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 14 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 72,015 : : Positions : : 28,015 59,100 35,825 7,985 1,500 0 650 300 3,330 0 525 : : : : Changes from: July 26, 2022 : : 450 1,525 1,565 520 -215 0 0 0 140 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 82.1 49.7 11.1 2.1 0.0 0.9 0.4 4.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 67,240 : : Positions : : 23,375 54,025 36,005 7,930 1,545 25 650 300 3,205 590 370 : : : : Changes from: July 26, 2022 : : 190 1,675 1,865 530 -210 0 0 0 150 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 80.3 53.5 11.8 2.3 0.0 1.0 0.4 4.8 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 20,606 : : Positions : : 16,227 4,480 598 12,470 734 0 0 0 0 520 0 : : : : Changes from: July 26, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 21.7 2.9 60.5 3.6 0.0 0.0 0.0 0.0 2.5 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 August 2, 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 19,167 : : Positions : : 15,819 3,195 110 13,169 610 0 0 0 0 210 45 : : : : Changes from: July 26, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 16.7 0.6 68.7 3.2 0.0 0.0 0.0 0.0 1.1 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 August 2, 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 46,351 : : Positions : : 22,481 19,025 3,780 11,861 8,865 3,285 0 0 1,895 940 385 : : : : Changes from: July 26, 2022 : : 6 60 -195 -19 85 0 0 0 150 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 41.0 8.2 25.6 19.1 7.1 0.0 0.0 4.1 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 12 . 6 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 45,843 : : Positions : : 23,251 16,973 2,970 13,435 9,395 3,185 0 0 1,738 970 405 : : : : Changes from: July 26, 2022 : : -100 70 0 0 -25 0 0 0 150 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 37.0 6.5 29.3 20.5 6.9 0.0 0.0 3.8 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 56,772 : : Positions : : 36,669 27,304 1,975 19,765 1,520 2,017 0 178 6,701 745 110 : : : : Changes from: July 26, 2022 : : 315 -1,815 0 1,775 335 125 0 -10 0 470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 48.1 3.5 34.8 2.7 3.6 0.0 0.3 11.8 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 8 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 48,090 : : Positions : : 31,039 23,964 1,875 16,212 2,215 2,715 0 70 5,306 960 105 : : : : Changes from: July 26, 2022 : : 315 -1,780 0 1,750 780 125 0 0 0 470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 49.8 3.9 33.7 4.6 5.6 0.0 0.1 11.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 10 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 235,168 : : Positions : : 121,948 118,974 46,251 27,642 9,590 0 7,142 185 3,620 17,961 250 : : : : Changes from: July 26, 2022 : : 130 1,346 1,046 -135 210 0 125 -50 175 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 50.6 19.7 11.8 4.1 0.0 3.0 0.1 1.5 7.6 0.1 : : : : 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 August 2, 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 217,311 : : Positions : : 116,840 109,730 32,694 19,214 15,492 0 8,304 0 3,215 15,616 0 : : : : Changes from: July 26, 2022 : : 555 1,394 449 -365 123 0 125 0 175 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 50.5 15.0 8.8 7.1 0.0 3.8 0.0 1.5 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 26 4 4 8 0 4 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 27,805 : : Positions : : 14,500 22,805 6,825 200 2,040 1,500 0 150 0 0 0 : : : : Changes from: July 26, 2022 : : -5 -5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 82.0 24.5 0.7 7.3 5.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 51,597 : : Positions : : 25,318 22,645 9,797 10,750 6,947 0 1,125 0 0 298 152 : : : : Changes from: July 26, 2022 : : 328 563 335 0 15 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 43.9 19.0 20.8 13.5 0.0 2.2 0.0 0.0 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 6 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 50,015 : : Positions : : 20,705 22,849 8,838 5,574 9,802 0 527 525 22 150 98 : : : : Changes from: July 26, 2022 : : 428 163 108 0 15 -123 227 73 -23 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 45.7 17.7 11.1 19.6 0.0 1.1 1.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 41,418 : : Positions : : 19,076 26,951 11,575 345 5,732 0 3,775 100 150 0 0 : : : : Changes from: July 26, 2022 : : 110 -55 -1,020 -855 352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 65.1 27.9 0.8 13.8 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 August 2, 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 40,152 : : Positions : : 18,053 24,396 10,716 150 5,658 0 4,373 25 150 0 0 : : : : Changes from: July 26, 2022 : : 95 130 -665 -450 465 0 -250 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 60.8 26.7 0.4 14.1 0.0 10.9 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 6 . 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 210,195 : : Positions : : 108,235 123,736 20,116 24,802 19,845 3,825 0 1,765 16,679 327 395 : : : : Changes from: July 26, 2022 : : 962 -468 -585 945 601 100 0 -70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 58.9 9.6 11.8 9.4 1.8 0.0 0.8 7.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 4 4 9 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 172,455 : : Positions : : 73,410 117,768 19,524 6,202 16,359 4,039 1,030 580 28,480 603 33 : : : : Changes from: July 26, 2022 : : 246 572 -12 -215 29 0 -100 0 0 -23 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 68.3 11.3 3.6 9.5 2.3 0.6 0.3 16.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 26 5 4 8 . . . 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 05, 2022