Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 28,340 : : Positions : : 22,065 24,340 2,857 0 2,056 723 971 276 114 493 154 : : : : Changes from: August 9, 2022 : : 5 -230 -370 0 75 0 35 1 55 -115 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 85.9 10.1 0.0 7.3 2.6 3.4 1.0 0.4 1.7 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 20,517 : : Positions : : 17,417 16,128 300 2,073 1,860 0 130 0 535 6 320 : : : : Changes from: August 9, 2022 : : 375 150 45 220 -125 0 0 0 -44 6 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 78.6 1.5 10.1 9.1 0.0 0.6 0.0 2.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 205,936 : : Positions : : 89,796 168,590 6,164 13,000 15,669 25,430 0 6,294 60,614 1,037 995 : : : : Changes from: August 9, 2022 : : 1,355 1,432 1,424 -33 -1,142 -99 0 96 -1,352 -14 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 81.9 3.0 6.3 7.6 12.3 0.0 3.1 29.4 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 68 : : 27 32 5 6 9 11 0 5 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 82,583 : : Positions : : 70,444 59,072 625 8,060 6,027 2,862 6,870 501 352 515 1,403 : : : : Changes from: August 9, 2022 : : 1,695 833 0 1,180 -695 476 4 22 55 220 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 71.5 0.8 9.8 7.3 3.5 8.3 0.6 0.4 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 16 . 4 4 4 4 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 59,618 : : Positions : : 55,093 49,091 1,550 3,191 1,481 25 2,523 319 135 2,228 785 : : : : Changes from: August 9, 2022 : : 1,904 2,065 -50 0 75 25 -36 80 0 -145 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 82.3 2.6 5.4 2.5 0.0 4.2 0.5 0.2 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 51,366 : : Positions : : 30,069 25,107 7,195 17,208 3,756 9,557 50 80 0 4,822 152 : : : : Changes from: August 9, 2022 : : 736 -148 -72 820 -330 0 0 0 0 -8 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 48.9 14.0 33.5 7.3 18.6 0.1 0.2 0.0 9.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 4 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 60,506 : : Positions : : 41,674 26,157 3,277 18,707 8,417 3,925 515 2,081 340 3,799 625 : : : : Changes from: August 9, 2022 : : 656 917 -420 -576 388 -45 100 10 21 -15 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 43.2 5.4 30.9 13.9 6.5 0.9 3.4 0.6 6.3 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 19 . 6 9 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 69,136 : : Positions : : 42,831 28,174 22,323 27,078 2,794 0 300 0 765 10,295 0 : : : : Changes from: August 9, 2022 : : 48 -55 45 140 -40 0 0 0 0 8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 40.8 32.3 39.2 4.0 0.0 0.4 0.0 1.1 14.9 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 16, 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 83,951 : : Positions : : 54,135 31,386 24,270 37,679 3,382 315 50 0 1,311 11,009 0 : : : : Changes from: August 9, 2022 : : 520 195 -432 -107 284 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 37.4 28.9 44.9 4.0 0.4 0.1 0.0 1.6 13.1 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 16, 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 27,287 : : Positions : : 16,829 26,342 10,046 25 350 50 0 0 0 355 0 : : : : Changes from: August 9, 2022 : : 490 400 0 0 0 0 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 96.5 36.8 0.1 1.3 0.2 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 44,253 : : Positions : : 35,189 23,374 3,898 4,285 4,525 438 9,700 9 0 2,325 30 : : : : Changes from: August 9, 2022 : : -180 170 0 -350 0 0 0 0 0 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 52.8 8.8 9.7 10.2 1.0 21.9 0.0 0.0 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 : : 32,785 19,915 973 4,500 5,665 300 9,675 0 0 0 0 : : : : Changes from: August 9, 2022 : : -117 -67 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 49.9 2.4 11.3 14.2 0.8 24.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 148,057 : : Positions : : 82,775 81,867 20,861 34,103 19,101 10,928 704 5,295 5,292 3,765 3,108 : : : : Changes from: August 9, 2022 : : 488 1,418 -437 -740 128 761 -50 166 -311 -60 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 55.3 14.1 23.0 12.9 7.4 0.5 3.6 3.6 2.5 2.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 33 . 4 5 8 . 5 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 33,021 : : Positions : : 22,607 15,736 6,102 11,124 3,671 0 0 0 0 2,300 0 : : : : Changes from: August 9, 2022 : : 480 -240 -720 0 -114 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 47.7 18.5 33.7 11.1 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 16, 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 30,317 : : Positions : : 19,233 15,602 7,552 9,334 2,891 0 0 0 0 2,300 0 : : : : Changes from: August 9, 2022 : : 480 -240 -720 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 51.5 24.9 30.8 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 16, 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 44,287 : : Positions : : 18,474 24,799 18,631 3,534 7,105 0 8,199 0 0 650 0 : : : : Changes from: August 9, 2022 : : 523 -297 -795 -25 87 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 56.0 42.1 8.0 16.0 0.0 18.5 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 41,634 : : Positions : : 18,132 24,412 15,081 74 8,349 0 8,199 0 0 600 0 : : : : Changes from: August 9, 2022 : : 659 -161 -795 -25 465 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 58.6 36.2 0.2 20.1 0.0 19.7 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 97,367 : : Positions : : 48,490 55,215 17,443 30,444 9,354 15,062 510 0 5,289 550 408 : : : : Changes from: August 9, 2022 : : -742 144 140 -150 -10 650 0 0 -50 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 56.7 17.9 31.3 9.6 15.5 0.5 0.0 5.4 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . . 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 36,017 : : Positions : : 23,614 33,854 10,691 165 1,167 267 0 100 3 450 42 : : : : Changes from: August 9, 2022 : : 1,310 1,139 -64 0 30 0 0 0 3 123 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 94.0 29.7 0.5 3.2 0.7 0.0 0.3 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 56,576 : : Positions : : 44,183 47,362 3,598 1,471 7,483 862 75 125 0 0 0 : : : : Changes from: August 9, 2022 : : 791 352 -344 0 44 -75 15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 83.7 6.4 2.6 13.2 1.5 0.1 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 4 . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 34,412 : : Positions : : 19,189 29,866 10,764 1,821 2,120 300 300 0 1,563 100 25 : : : : Changes from: August 9, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 86.8 31.3 5.3 6.2 0.9 0.9 0.0 4.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 14 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 38,792 : : Positions : : 21,039 34,049 13,942 2,151 1,736 0 604 0 1,757 50 22 : : : : Changes from: August 9, 2022 : : 99 -26 -75 50 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 87.8 35.9 5.5 4.5 0.0 1.6 0.0 4.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 70,018 : : Positions : : 56,709 51,536 9,907 13,860 975 285 81 45 1,507 3,030 141 : : : : Changes from: August 9, 2022 : : 1,172 -1,974 0 276 0 0 25 0 165 3,030 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 73.6 14.1 19.8 1.4 0.4 0.1 0.1 2.2 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 88,764 : : Positions : : 72,620 66,297 9,526 16,226 1,519 2,366 86 203 1,985 4,279 13 : : : : Changes from: August 9, 2022 : : 955 -3,360 0 326 85 -24 -14 21 98 4,239 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 74.7 10.7 18.3 1.7 2.7 0.1 0.2 2.2 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 4 5 5 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 54,511 : : Positions : : 36,345 42,674 15,180 9,535 325 1,937 485 397 0 1,050 45 : : : : Changes from: August 9, 2022 : : 96 -137 75 35 0 -25 88 25 0 160 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 78.3 27.8 17.5 0.6 3.6 0.9 0.7 0.0 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 10 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 51,695 : : Positions : : 37,514 40,666 13,177 8,035 240 0 314 0 0 1,840 600 : : : : Changes from: August 9, 2022 : : 420 -30 -525 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 78.7 25.5 15.5 0.5 0.0 0.6 0.0 0.0 3.6 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 45,553 : : Positions : : 31,620 31,555 2,786 9,818 2,076 7,842 0 780 100 128 0 : : : : Changes from: August 9, 2022 : : 45 1,005 554 -346 46 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 69.3 6.1 21.6 4.6 17.2 0.0 1.7 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 16, 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 41,758 : : Positions : : 29,209 28,984 7,380 9,542 892 1,687 0 1,372 50 127 0 : : : : Changes from: August 9, 2022 : : -373 3,213 866 -2,450 -130 0 -44 -46 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 69.4 17.7 22.9 2.1 4.0 0.0 3.3 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 10,293 : : Positions : : 5,191 9,292 3,711 330 229 0 200 0 0 0 0 : : : : Changes from: August 9, 2022 : : 0 0 -12 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 90.3 36.1 3.2 2.2 0.0 1.9 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 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 21,332 : : Positions : : 17,921 17,304 1,210 3,292 376 1,147 125 16 0 0 0 : : : : Changes from: August 9, 2022 : : 1,144 898 95 609 -450 232 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 81.1 5.7 15.4 1.8 5.4 0.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 4 . 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 14,840 : : Positions : : 13,216 12,746 1,054 1,794 60 125 0 0 0 0 0 : : : : Changes from: August 9, 2022 : : 1,075 1,075 0 24 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 85.9 7.1 12.1 0.4 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 28,913 : : Positions : : 20,130 22,117 4,936 699 2,672 0 2,531 474 328 254 25 : : : : Changes from: August 9, 2022 : : -41 118 -58 -180 170 -30 -40 13 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 76.5 17.1 2.4 9.2 0.0 8.8 1.6 1.1 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 4 . 5 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 20,089 : : Positions : : 12,514 17,382 3,913 271 1,215 1,810 554 191 75 95 36 : : : : Changes from: August 9, 2022 : : -30 34 124 60 -48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 86.5 19.5 1.3 6.0 9.0 2.8 1.0 0.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 13,690 : : Positions : : 4,520 13,032 7,498 0 600 295 0 15 698 0 27 : : : : Changes from: August 9, 2022 : : -610 -135 350 0 0 75 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 95.2 54.8 0.0 4.4 2.2 0.0 0.1 5.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 13,671 : : Positions : : 5,395 13,218 7,395 0 0 0 450 0 868 0 3 : : : : Changes from: August 9, 2022 : : 25 75 0 0 0 0 25 0 75 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 96.7 54.1 0.0 0.0 0.0 3.3 0.0 6.3 0.0 0.0 : : : : 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 16, 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 18,744 : : Positions : : 11,119 14,489 4,853 2,140 2,040 50 0 0 150 0 0 : : : : Changes from: August 9, 2022 : : 2,100 1,150 -950 0 550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 77.3 25.9 11.4 10.9 0.3 0.0 0.0 0.8 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 16, 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 45,868 : : Positions : : 17,760 18,925 23,307 24,630 1,898 0 190 5 2,360 0 0 : : : : Changes from: August 9, 2022 : : 65 165 40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 41.3 50.8 53.7 4.1 0.0 0.4 0.0 5.1 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 16, 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 48,745 : : Positions : : 18,625 18,460 25,313 28,100 1,770 0 190 5 2,325 0 0 : : : : Changes from: August 9, 2022 : : 380 420 40 0 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 37.9 51.9 57.6 3.6 0.0 0.4 0.0 4.8 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 16, 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 85,095 : : Positions : : 64,803 58,792 8,295 20,729 4,286 129 250 131 6,863 647 0 : : : : Changes from: August 9, 2022 : : 768 1,826 -147 -1,180 1,405 -26 0 11 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.1 9.7 24.4 5.0 0.2 0.3 0.2 8.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 28 4 6 7 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 98,174 : : Positions : : 75,427 63,191 10,377 28,031 2,939 74 834 205 8,603 2,554 75 : : : : Changes from: August 9, 2022 : : 1,283 2,619 107 -1,408 1,005 -15 39 0 -20 105 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 64.4 10.6 28.6 3.0 0.1 0.8 0.2 8.8 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 31 . 7 8 . 6 . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 681,414 : : Positions : : 364,101 436,966 15,273 10,417 115,889 17,977 8,823 79,942 58,721 164 28,564 : : : : Changes from: August 9, 2022 : : 7,208 4,386 -2,967 1,001 2,037 1,534 810 56 168 -16 776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 64.1 2.2 1.5 17.0 2.6 1.3 11.7 8.6 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 94 : : 43 41 4 5 9 9 7 9 16 7 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 21,639 : : Positions : : 16,351 9,729 894 10,878 829 395 158 45 2,836 0 0 : : : : Changes from: August 9, 2022 : : 460 -1,540 0 2,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 45.0 4.1 50.3 3.8 1.8 0.7 0.2 13.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 19,690 : : Positions : : 14,661 10,406 1,660 8,376 688 0 50 170 2,041 0 0 : : : : Changes from: August 9, 2022 : : 460 -1,540 0 2,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 52.8 8.4 42.5 3.5 0.0 0.3 0.9 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 7,075 : : Positions : : 3,815 4,425 400 0 220 290 615 375 1,540 1,045 245 : : : : Changes from: August 9, 2022 : : -430 545 190 -145 -5 215 115 155 270 -465 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 62.5 5.7 0.0 3.1 4.1 8.7 5.3 21.8 14.8 3.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 26 4 0 . . . 4 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 59,926 : : Positions : : 41,344 38,620 7,928 3,456 5,224 760 6,565 1,055 977 2,453 2,538 : : : : Changes from: August 9, 2022 : : 184 224 40 11 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 64.4 13.2 5.8 8.7 1.3 11.0 1.8 1.6 4.1 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 16, 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 48,471 : : Positions : : 31,266 29,506 6,950 2,570 6,789 701 8,315 0 2,250 100 400 : : : : Changes from: August 9, 2022 : : 237 427 -30 0 -20 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 60.9 14.3 5.3 14.0 1.4 17.2 0.0 4.6 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 88,377 : : Positions : : 60,539 59,594 20,857 21,475 1,926 245 75 390 0 481 44 : : : : Changes from: August 9, 2022 : : 988 768 680 840 50 0 0 0 0 60 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 67.4 23.6 24.3 2.2 0.3 0.1 0.4 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 72,801 : : Positions : : 49,456 45,636 17,210 20,608 1,404 0 100 0 0 361 20 : : : : Changes from: August 9, 2022 : : 1,594 1,462 480 600 0 0 0 0 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 62.7 23.6 28.3 1.9 0.0 0.1 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 16, 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 24,037 : : Positions : : 12,937 20,283 5,470 625 805 2,400 0 0 310 0 10 : : : : Changes from: August 9, 2022 : : -19 367 -385 -50 100 600 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 84.4 22.8 2.6 3.3 10.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 23,326 : : Positions : : 9,827 14,800 8,855 4,980 893 1,576 255 446 102 0 160 : : : : Changes from: August 9, 2022 : : 60 120 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 63.4 38.0 21.3 3.8 6.8 1.1 1.9 0.4 0.0 0.7 : : : : 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 16, 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 16,364 : : Positions : : 7,238 9,646 6,218 1,922 970 0 1,965 355 140 63 12 : : : : Changes from: August 9, 2022 : : 35 105 70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 58.9 38.0 11.7 5.9 0.0 12.0 2.2 0.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 13,595 : : Positions : : 9,972 4,767 720 3,174 1,241 0 2,896 0 0 0 0 : : : : Changes from: August 9, 2022 : : 62 62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 35.1 5.3 23.3 9.1 0.0 21.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 10,072 : : Positions : : 7,619 4,330 175 3,307 995 0 300 0 0 0 0 : : : : Changes from: August 9, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 43.0 1.7 32.8 9.9 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 87,372 : : Positions : : 33,150 36,870 33,446 29,410 4,716 0 700 0 1,730 1,511 0 : : : : Changes from: August 9, 2022 : : 244 474 30 40 -100 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 42.2 38.3 33.7 5.4 0.0 0.8 0.0 2.0 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 16, 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 82,786 : : Positions : : 31,656 35,613 26,081 26,280 4,706 97 0 317 4,400 921 0 : : : : Changes from: August 9, 2022 : : 140 410 30 0 0 0 0 0 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 43.0 31.5 31.7 5.7 0.1 0.0 0.4 5.3 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 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 26,261 : : Positions : : 13,420 12,477 6,710 4,133 476 0 2,375 0 150 1,065 0 : : : : Changes from: August 9, 2022 : : 0 45 150 0 0 0 0 0 0 105 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 47.5 25.6 15.7 1.8 0.0 9.0 0.0 0.6 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 26,316 : : Positions : : 13,470 12,492 6,675 4,133 471 0 2,375 0 150 1,065 0 : : : : Changes from: August 9, 2022 : : 0 45 150 0 0 0 0 0 0 105 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 47.5 25.4 15.7 1.8 0.0 9.0 0.0 0.6 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 28,450 : : Positions : : 19,550 14,130 540 10,315 1,232 0 105 0 4,435 0 0 : : : : Changes from: August 9, 2022 : : -10 65 0 -25 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 49.7 1.9 36.3 4.3 0.0 0.4 0.0 15.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 24,208 : : Positions : : 15,595 13,480 781 6,325 2,546 0 105 0 3,484 0 0 : : : : Changes from: August 9, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 55.7 3.2 26.1 10.5 0.0 0.4 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 42,094 : : Positions : : 9,644 28,524 27,010 11,200 495 0 0 0 2,910 0 0 : : : : Changes from: August 9, 2022 : : 60 0 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 67.8 64.2 26.6 1.2 0.0 0.0 0.0 6.9 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 16, 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 45,702 : : Positions : : 7,869 29,196 31,384 10,430 805 300 647 0 2,905 2,225 5 : : : : Changes from: August 9, 2022 : : 50 -10 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 63.9 68.7 22.8 1.8 0.7 1.4 0.0 6.4 4.9 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 16, 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 67,104 : : Positions : : 26,242 54,905 33,183 7,395 1,489 0 625 300 3,005 0 535 : : : : Changes from: August 9, 2022 : : 387 -40 -357 10 9 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 81.8 49.5 11.0 2.2 0.0 0.9 0.4 4.5 0.0 0.8 : : : : 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 16, 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 62,854 : : Positions : : 21,997 50,445 33,498 7,285 1,539 0 625 300 2,870 540 370 : : : : Changes from: August 9, 2022 : : 327 -30 -357 0 9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 80.3 53.3 11.6 2.4 0.0 1.0 0.5 4.6 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 19,741 : : Positions : : 15,505 4,255 480 11,955 734 0 0 0 0 370 75 : : : : Changes from: August 9, 2022 : : 45 0 0 150 0 0 0 0 0 -105 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 21.6 2.4 60.6 3.7 0.0 0.0 0.0 0.0 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 18,377 : : Positions : : 15,094 2,975 85 12,719 545 0 0 0 0 85 150 : : : : Changes from: August 9, 2022 : : 45 0 0 150 0 0 0 0 0 -105 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 16.2 0.5 69.2 3.0 0.0 0.0 0.0 0.0 0.5 0.8 : : : : 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 16, 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 43,630 : : Positions : : 21,856 17,775 2,815 10,681 8,844 2,750 0 0 1,555 950 335 : : : : Changes from: August 9, 2022 : : 530 0 -425 -10 124 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 40.7 6.5 24.5 20.3 6.3 0.0 0.0 3.6 2.2 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 16, 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 43,079 : : Positions : : 22,333 15,854 2,720 12,650 8,910 2,700 0 0 1,414 980 355 : : : : Changes from: August 9, 2022 : : 530 0 0 425 -285 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 36.8 6.3 29.4 20.7 6.3 0.0 0.0 3.3 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 53,528 : : Positions : : 34,604 25,884 1,885 18,875 1,225 2,146 0 99 6,462 770 110 : : : : Changes from: August 9, 2022 : : 480 65 0 465 -385 150 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 48.4 3.5 35.3 2.3 4.0 0.0 0.2 12.1 1.4 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 16, 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 45,635 : : Positions : : 29,710 22,830 1,830 15,787 1,875 2,650 0 70 5,150 920 100 : : : : Changes from: August 9, 2022 : : 420 80 25 465 -315 150 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 50.0 4.0 34.6 4.1 5.8 0.0 0.2 11.3 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 10 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 223,651 : : Positions : : 115,890 114,103 44,280 25,279 9,836 0 6,971 235 2,925 16,617 450 : : : : Changes from: August 9, 2022 : : -983 637 490 -1,225 264 0 150 0 -80 -175 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 51.0 19.8 11.3 4.4 0.0 3.1 0.1 1.3 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 5 . 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 206,020 : : Positions : : 109,761 105,429 32,208 16,951 15,265 0 7,752 0 2,540 14,447 250 : : : : Changes from: August 9, 2022 : : -625 890 480 -1,260 131 0 150 0 -200 -175 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 51.2 15.6 8.2 7.4 0.0 3.8 0.0 1.2 7.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 4 4 8 0 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 26,260 : : Positions : : 14,320 21,470 5,795 125 2,135 1,300 0 75 0 0 0 : : : : Changes from: August 9, 2022 : : 160 -60 -220 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 81.8 22.1 0.5 8.1 5.0 0.0 0.3 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 16, 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 49,150 : : Positions : : 24,644 21,600 8,572 9,970 6,990 0 1,100 0 0 264 111 : : : : Changes from: August 9, 2022 : : 30 140 150 -50 -5 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 43.9 17.4 20.3 14.2 0.0 2.2 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . 6 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 47,900 : : Positions : : 20,025 21,956 8,384 5,388 9,263 0 477 525 0 128 95 : : : : Changes from: August 9, 2022 : : -125 -25 150 50 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 45.8 17.5 11.2 19.3 0.0 1.0 1.1 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 38,390 : : Positions : : 17,263 24,753 10,735 175 5,607 0 3,450 100 125 0 0 : : : : Changes from: August 9, 2022 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 64.5 28.0 0.5 14.6 0.0 9.0 0.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 6 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 38,064 : : Positions : : 17,055 22,873 9,966 250 5,553 0 4,023 25 125 0 0 : : : : Changes from: August 9, 2022 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 60.1 26.2 0.7 14.6 0.0 10.6 0.1 0.3 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 16, 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 201,871 : : Positions : : 102,057 118,084 19,344 22,351 20,115 3,060 0 1,995 16,284 300 296 : : : : Changes from: August 9, 2022 : : -250 -1,120 -710 -400 -50 -180 0 180 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 58.5 9.6 11.1 10.0 1.5 0.0 1.0 8.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 4 4 9 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 166,428 : : Positions : : 69,968 112,810 18,401 5,834 16,208 3,572 1,020 510 28,070 552 33 : : : : Changes from: August 9, 2022 : : -498 -1,223 -295 60 -65 -70 0 0 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 67.8 11.1 3.5 9.7 2.1 0.6 0.3 16.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 25 5 4 8 . . . 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 19, 2022