Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 27,836 : : Positions : : 21,054 24,568 3,331 169 2,033 769 277 304 146 300 175 : : : : Changes from: September 13, 2022 : : -50 129 355 169 -55 -70 -75 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 88.3 12.0 0.6 7.3 2.8 1.0 1.1 0.5 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 20,339 : : Positions : : 17,016 15,657 555 3,307 1,248 505 0 0 833 0 127 : : : : Changes from: September 13, 2022 : : 387 209 25 375 0 0 0 0 172 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 77.0 2.7 16.3 6.1 2.5 0.0 0.0 4.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 207,074 : : Positions : : 87,649 173,445 9,371 12,048 15,300 33,249 0 2,561 57,743 2,638 718 : : : : Changes from: September 13, 2022 : : 6,386 5,833 -39 -1,061 766 -483 0 499 -190 889 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 83.8 4.5 5.8 7.4 16.1 0.0 1.2 27.9 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 71 : : 28 34 6 4 9 12 0 4 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 74,766 : : Positions : : 59,955 54,280 5,003 7,244 4,122 2,631 6,455 699 629 560 1,326 : : : : Changes from: September 13, 2022 : : -6,271 -3,248 3,469 39 -1,588 236 467 -131 -165 0 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 72.6 6.7 9.7 5.5 3.5 8.6 0.9 0.8 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 16 . . 4 4 4 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 54,232 : : Positions : : 47,070 44,503 5,200 3,244 898 55 2,708 204 135 2,220 455 : : : : Changes from: September 13, 2022 : : -6,540 -2,815 3,700 150 -360 0 0 0 0 -175 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.1 9.6 6.0 1.7 0.1 5.0 0.4 0.2 4.1 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 51,473 : : Positions : : 32,241 26,036 8,074 13,651 5,190 3,732 263 1,570 26 4,310 193 : : : : Changes from: September 13, 2022 : : -144 1,204 626 -668 350 -300 0 0 10 -290 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 50.6 15.7 26.5 10.1 7.3 0.5 3.1 0.1 8.4 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 59,399 : : Positions : : 43,769 27,606 4,078 14,670 8,529 90 2,500 1,731 249 3,322 625 : : : : Changes from: September 13, 2022 : : -29 1,217 673 -633 469 45 390 -355 8 -231 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 46.5 6.9 24.7 14.4 0.2 4.2 2.9 0.4 5.6 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 18 . 6 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 66,691 : : Positions : : 42,527 27,685 20,111 26,068 2,609 0 300 0 959 9,537 7 : : : : Changes from: September 13, 2022 : : 1,458 -99 -685 762 -30 0 0 0 -110 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 41.5 30.2 39.1 3.9 0.0 0.4 0.0 1.4 14.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 81,868 : : Positions : : 53,417 32,537 23,101 35,204 3,332 60 0 0 1,469 10,360 0 : : : : Changes from: September 13, 2022 : : 1,727 274 -435 908 155 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 39.7 28.2 43.0 4.1 0.1 0.0 0.0 1.8 12.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 4 5 6 . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 28,370 : : Positions : : 18,571 27,097 9,294 25 483 0 0 0 0 440 0 : : : : Changes from: September 13, 2022 : : 265 181 -74 0 67 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 95.5 32.8 0.1 1.7 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 43,862 : : Positions : : 35,900 22,533 3,773 6,020 3,570 438 9,400 9 0 2,295 30 : : : : Changes from: September 13, 2022 : : 375 -730 0 1,305 -600 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 51.4 8.6 13.7 8.1 1.0 21.4 0.0 0.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 39,614 : : Positions : : 33,544 19,242 1,153 6,325 4,445 300 9,450 0 0 0 0 : : : : Changes from: September 13, 2022 : : 255 -850 0 1,105 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 48.6 2.9 16.0 11.2 0.8 23.9 0.0 0.0 0.0 0.0 : : : : 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 September 20, 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 160,122 : : Positions : : 76,560 93,385 36,519 34,208 19,094 13,578 704 5,189 4,827 4,079 3,410 : : : : Changes from: September 13, 2022 : : -436 89 -39 105 -64 518 0 163 -26 -180 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 58.3 22.8 21.4 11.9 8.5 0.4 3.2 3.0 2.5 2.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 34 . 4 5 9 . 5 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 32,345 : : Positions : : 21,954 14,792 5,516 10,983 4,232 0 0 0 0 2,200 0 : : : : Changes from: September 13, 2022 : : 0 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 45.7 17.1 34.0 13.1 0.0 0.0 0.0 0.0 6.8 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 September 20, 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 29,862 : : Positions : : 18,817 14,850 6,916 9,188 3,486 0 0 0 0 2,200 0 : : : : Changes from: September 13, 2022 : : 0 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 49.7 23.2 30.8 11.7 0.0 0.0 0.0 0.0 7.4 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 September 20, 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 43,281 : : Positions : : 18,764 24,312 17,735 3,415 6,705 0 8,199 0 0 650 0 : : : : Changes from: September 13, 2022 : : 60 -215 -145 130 -162 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 56.2 41.0 7.9 15.5 0.0 18.9 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 41,146 : : Positions : : 18,556 24,119 14,290 0 8,228 0 8,199 0 0 600 0 : : : : Changes from: September 13, 2022 : : 60 -215 -275 0 -37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 58.6 34.7 0.0 20.0 0.0 19.9 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 6 0 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 109,912 : : Positions : : 45,032 69,601 32,453 28,330 10,060 15,771 400 132 5,199 500 158 : : : : Changes from: September 13, 2022 : : -1,260 75 850 -530 -19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 63.3 29.5 25.8 9.2 14.3 0.4 0.1 4.7 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . 4 6 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 36,606 : : Positions : : 24,371 34,777 11,185 0 888 0 170 0 24 395 26 : : : : Changes from: September 13, 2022 : : -120 370 450 0 9 0 0 0 24 0 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 95.0 30.6 0.0 2.4 0.0 0.5 0.0 0.1 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 55,130 : : Positions : : 43,401 46,795 4,066 1,356 6,654 180 0 125 0 0 0 : : : : Changes from: September 13, 2022 : : 845 2,063 1,208 0 -1,233 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 84.9 7.4 2.5 12.1 0.3 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 38,131 : : Positions : : 21,693 33,851 11,984 1,289 2,265 300 300 0 1,468 225 6 : : : : Changes from: September 13, 2022 : : 1,120 1,245 240 40 105 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 88.8 31.4 3.4 5.9 0.8 0.8 0.0 3.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 14 6 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 42,235 : : Positions : : 21,716 38,468 17,020 1,854 1,618 0 0 0 1,595 100 5 : : : : Changes from: September 13, 2022 : : 540 1,640 1,200 50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 91.1 40.3 4.4 3.8 0.0 0.0 0.0 3.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 6 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 68,227 : : Positions : : 56,279 50,539 9,160 12,192 978 110 961 4 963 3,030 305 : : : : Changes from: September 13, 2022 : : 1,822 1,404 -100 -46 20 0 161 4 -269 0 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 74.1 13.4 17.9 1.4 0.2 1.4 0.0 1.4 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 86,655 : : Positions : : 72,524 66,277 8,689 13,749 1,711 1,482 0 114 1,383 4,268 171 : : : : Changes from: September 13, 2022 : : 2,287 2,384 -52 -85 92 76 -136 -172 0 29 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 76.5 10.0 15.9 2.0 1.7 0.0 0.1 1.6 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 4 4 4 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 49,082 : : Positions : : 31,793 37,685 14,607 9,795 265 1,980 326 136 0 835 30 : : : : Changes from: September 13, 2022 : : -1,429 -1,704 75 330 -90 -5 0 0 0 -30 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 76.8 29.8 20.0 0.5 4.0 0.7 0.3 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 50,732 : : Positions : : 37,091 39,595 12,744 8,030 120 0 382 0 0 1,985 620 : : : : Changes from: September 13, 2022 : : -195 -270 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 78.0 25.1 15.8 0.2 0.0 0.8 0.0 0.0 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 43,543 : : Positions : : 31,105 29,660 2,789 9,549 1,951 6,118 0 1,129 200 190 0 : : : : Changes from: September 13, 2022 : : 1,197 860 -240 0 131 0 0 0 50 89 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 68.1 6.4 21.9 4.5 14.1 0.0 2.6 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 5 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 39,392 : : Positions : : 29,731 26,523 5,666 9,082 1,122 50 150 1,985 100 101 0 : : : : Changes from: September 13, 2022 : : 1,186 -50 -973 642 256 0 128 -10 50 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 67.3 14.4 23.1 2.8 0.1 0.4 5.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 4 . 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 24,526 : : Positions : : 21,268 20,519 1,165 3,028 525 838 125 56 0 0 0 : : : : Changes from: September 13, 2022 : : 513 695 153 0 107 -10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 83.7 4.8 12.3 2.1 3.4 0.5 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 15,139 : : Positions : : 13,105 12,198 1,100 2,311 256 100 0 0 0 0 0 : : : : Changes from: September 13, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 80.6 7.3 15.3 1.7 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 28,537 : : Positions : : 20,292 22,226 5,082 1,553 2,062 25 1,791 383 302 358 2 : : : : Changes from: September 13, 2022 : : 1,592 1,611 58 -4 -2 0 3 24 0 30 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 77.9 17.8 5.4 7.2 0.1 6.3 1.3 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 4 . 5 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 20,137 : : Positions : : 12,637 17,456 3,815 191 1,215 1,905 589 175 45 77 65 : : : : Changes from: September 13, 2022 : : 963 1,038 75 -30 11 0 22 20 -2 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 86.7 18.9 0.9 6.0 9.5 2.9 0.9 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 13,763 : : Positions : : 4,324 12,982 7,437 0 750 365 0 15 794 0 0 : : : : Changes from: September 13, 2022 : : 45 255 70 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 94.3 54.0 0.0 5.4 2.7 0.0 0.1 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 5 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 13,243 : : Positions : : 5,232 12,634 7,248 0 0 0 550 50 696 0 9 : : : : Changes from: September 13, 2022 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 95.4 54.7 0.0 0.0 0.0 4.2 0.4 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 19,549 : : Positions : : 12,174 15,659 5,060 1,995 1,825 0 0 0 90 0 0 : : : : Changes from: September 13, 2022 : : -270 100 460 0 16 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 80.1 25.9 10.2 9.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 45,375 : : Positions : : 17,225 19,324 23,625 23,925 1,721 0 195 0 2,185 0 0 : : : : Changes from: September 13, 2022 : : 0 90 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 42.6 52.1 52.7 3.8 0.0 0.4 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 6 4 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 48,347 : : Positions : : 18,390 19,069 25,466 27,280 1,593 0 195 0 2,130 0 0 : : : : Changes from: September 13, 2022 : : 0 30 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 39.4 52.7 56.4 3.3 0.0 0.4 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 6 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 84,152 : : Positions : : 65,006 57,579 5,486 19,006 5,671 20 40 125 7,011 1,225 60 : : : : Changes from: September 13, 2022 : : 2,082 1,879 82 64 73 0 0 0 -125 331 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 68.4 6.5 22.6 6.7 0.0 0.0 0.1 8.3 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 28 4 6 8 . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 88,650 : : Positions : : 68,333 57,774 6,135 24,007 4,752 281 290 184 8,347 1,291 150 : : : : Changes from: September 13, 2022 : : 1,706 1,204 -270 375 190 126 2 8 2 4 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 65.2 6.9 27.1 5.4 0.3 0.3 0.2 9.4 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 32 . 7 8 . . . 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 668,944 : : Positions : : 360,702 440,112 15,946 9,272 122,280 19,475 3,311 67,445 55,705 326 25,413 : : : : Changes from: September 13, 2022 : : 907 2,095 -1,752 -1,508 784 685 -979 -3,004 -434 11 -1,807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 65.8 2.4 1.4 18.3 2.9 0.5 10.1 8.3 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 89 : : 39 39 4 5 9 11 4 9 16 6 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 23,928 : : Positions : : 18,372 11,127 336 11,147 1,614 400 0 40 2,442 0 0 : : : : Changes from: September 13, 2022 : : 1,215 970 -125 120 215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 46.5 1.4 46.6 6.7 1.7 0.0 0.2 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 21,989 : : Positions : : 16,648 12,010 1,520 8,670 1,294 155 0 15 1,853 0 0 : : : : Changes from: September 13, 2022 : : 950 530 0 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 54.6 6.9 39.4 5.9 0.7 0.0 0.1 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 5 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 4,310 : : Positions : : 1,250 2,800 205 0 290 800 230 20 1,010 275 145 : : : : Changes from: September 13, 2022 : : -865 965 95 -135 50 600 230 -105 295 -820 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 65.0 4.8 0.0 6.7 18.6 5.3 0.5 23.4 6.4 3.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 14 . 0 . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 62,092 : : Positions : : 42,958 40,565 6,723 3,787 5,960 1,099 5,390 1,780 702 2,075 2,488 : : : : Changes from: September 13, 2022 : : 1,027 2,027 128 21 282 0 -885 885 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 65.3 10.8 6.1 9.6 1.8 8.7 2.9 1.1 3.3 4.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 49,562 : : Positions : : 29,566 31,000 9,320 2,345 7,311 600 8,265 0 2,225 85 350 : : : : Changes from: September 13, 2022 : : 131 50 -120 0 20 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 62.5 18.8 4.7 14.8 1.2 16.7 0.0 4.5 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 14 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 86,349 : : Positions : : 59,204 56,365 19,686 22,661 1,757 345 0 290 0 556 20 : : : : Changes from: September 13, 2022 : : 190 5 -185 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 65.3 22.8 26.2 2.0 0.4 0.0 0.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 71,197 : : Positions : : 48,797 42,822 15,744 21,765 1,333 0 0 0 0 371 10 : : : : Changes from: September 13, 2022 : : 300 150 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 60.1 22.1 30.6 1.9 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . 4 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 22,350 : : Positions : : 8,214 14,615 10,243 4,527 816 1,206 430 321 102 0 160 : : : : Changes from: September 13, 2022 : : -600 -675 0 0 0 0 75 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 65.4 45.8 20.3 3.7 5.4 1.9 1.4 0.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 17,047 : : Positions : : 6,409 10,697 7,990 1,467 970 0 2,180 190 112 33 12 : : : : Changes from: September 13, 2022 : : 0 -75 0 0 0 0 75 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 62.8 46.9 8.6 5.7 0.0 12.8 1.1 0.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 14,037 : : Positions : : 10,546 5,820 670 3,166 1,266 0 2,576 0 0 0 0 : : : : Changes from: September 13, 2022 : : 900 1,060 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 41.5 4.8 22.6 9.0 0.0 18.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 11,164 : : Positions : : 8,500 5,521 150 3,408 1,115 0 240 0 0 0 0 : : : : Changes from: September 13, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 49.5 1.3 30.5 10.0 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 84,865 : : Positions : : 30,469 35,924 32,358 28,122 4,281 0 1,125 0 3,925 1,606 0 : : : : Changes from: September 13, 2022 : : 602 1,353 -175 489 -165 0 0 0 1,840 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 42.3 38.1 33.1 5.0 0.0 1.3 0.0 4.6 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 . 5 6 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 81,415 : : Positions : : 30,656 34,923 25,533 26,072 4,346 0 528 264 6,070 861 0 : : : : Changes from: September 13, 2022 : : 1,326 1,582 -150 909 -240 0 0 0 1,840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 42.9 31.4 32.0 5.3 0.0 0.6 0.3 7.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . 4 6 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 24,119 : : Positions : : 12,235 11,240 6,180 4,085 459 0 2,075 0 75 870 0 : : : : Changes from: September 13, 2022 : : 0 -225 -225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 46.6 25.6 16.9 1.9 0.0 8.6 0.0 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 7 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 24,214 : : Positions : : 12,335 11,285 6,140 4,085 459 0 2,075 0 75 870 0 : : : : Changes from: September 13, 2022 : : 0 -225 -225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 46.6 25.4 16.9 1.9 0.0 8.6 0.0 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 7 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 22,122 : : Positions : : 18,780 3,600 860 13,392 2,055 0 0 0 0 2,990 0 : : : : Changes from: September 13, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 16.3 3.9 60.5 9.3 0.0 0.0 0.0 0.0 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,647 : : Positions : : 17,540 2,805 820 12,897 1,810 0 0 0 50 2,990 0 : : : : Changes from: September 13, 2022 : : 1,150 350 0 800 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 13.6 4.0 62.5 8.8 0.0 0.0 0.0 0.2 14.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 4 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 27,301 : : Positions : : 18,990 12,725 529 10,610 688 0 180 0 4,246 285 125 : : : : Changes from: September 13, 2022 : : 95 -275 0 255 30 0 75 0 100 275 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 46.6 1.9 38.9 2.5 0.0 0.7 0.0 15.6 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 6 . 6 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 22,927 : : Positions : : 15,225 12,006 751 6,999 1,602 0 105 0 3,334 225 50 : : : : Changes from: September 13, 2022 : : 20 -334 0 279 146 0 0 0 0 225 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 52.4 3.3 30.5 7.0 0.0 0.5 0.0 14.5 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 6 . 6 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 42,487 : : Positions : : 10,377 28,613 26,083 10,742 495 0 0 0 2,785 0 75 : : : : Changes from: September 13, 2022 : : 205 1,035 1,150 200 0 0 0 0 -120 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 67.3 61.4 25.3 1.2 0.0 0.0 0.0 6.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 14 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 46,158 : : Positions : : 8,652 29,943 30,585 9,870 685 300 597 0 2,875 1,850 80 : : : : Changes from: September 13, 2022 : : 205 1,305 1,350 200 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.7 64.9 66.3 21.4 1.5 0.6 1.3 0.0 6.2 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 10 15 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 64,274 : : Positions : : 24,307 52,010 32,403 6,440 1,779 0 525 300 2,365 820 595 : : : : Changes from: September 13, 2022 : : -5 645 410 -75 115 0 -75 0 0 -90 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 80.9 50.4 10.0 2.8 0.0 0.8 0.5 3.7 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 60,863 : : Positions : : 20,827 48,234 32,717 6,385 1,824 0 525 300 2,215 1,295 630 : : : : Changes from: September 13, 2022 : : 45 779 469 -100 120 0 -75 0 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 79.3 53.8 10.5 3.0 0.0 0.9 0.5 3.6 2.1 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 17,232 : : Positions : : 14,388 2,735 0 12,018 378 0 0 0 0 190 50 : : : : Changes from: September 13, 2022 : : -100 0 0 -225 0 0 0 0 0 125 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 15.9 0.0 69.7 2.2 0.0 0.0 0.0 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 41,535 : : Positions : : 21,086 17,260 2,519 9,885 8,535 2,540 0 0 1,720 840 310 : : : : Changes from: September 13, 2022 : : 0 0 25 25 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 41.6 6.1 23.8 20.5 6.1 0.0 0.0 4.1 2.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 12 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 40,335 : : Positions : : 20,755 15,445 2,645 11,250 8,570 2,540 0 0 1,595 870 330 : : : : Changes from: September 13, 2022 : : -360 90 0 -450 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 38.3 6.6 27.9 21.2 6.3 0.0 0.0 4.0 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 51,409 : : Positions : : 32,560 23,944 2,155 19,290 1,140 2,320 0 0 6,617 765 170 : : : : Changes from: September 13, 2022 : : 275 -300 0 810 -75 25 0 0 150 -60 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 46.6 4.2 37.5 2.2 4.5 0.0 0.0 12.9 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 8 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 44,488 : : Positions : : 28,906 21,181 2,085 16,862 1,645 2,660 0 20 5,252 965 100 : : : : Changes from: September 13, 2022 : : 695 -355 -120 1,050 25 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 47.6 4.7 37.9 3.7 6.0 0.0 0.0 11.8 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 215,791 : : Positions : : 113,207 109,962 41,790 25,748 10,767 0 7,095 180 3,791 15,883 175 : : : : Changes from: September 13, 2022 : : 1,133 778 -327 193 539 0 25 30 315 125 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 51.0 19.4 11.9 5.0 0.0 3.3 0.1 1.8 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 25 5 . 8 0 . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 198,609 : : Positions : : 105,533 101,725 31,295 17,699 15,466 0 7,145 0 3,225 13,529 395 : : : : Changes from: September 13, 2022 : : 1,050 658 65 542 105 0 75 -40 35 -125 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 51.2 15.8 8.9 7.8 0.0 3.6 0.0 1.6 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 25 5 . 7 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 24,355 : : Positions : : 13,550 20,395 5,490 100 1,530 1,300 0 0 0 25 0 : : : : Changes from: September 13, 2022 : : -540 60 600 0 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 83.7 22.5 0.4 6.3 5.3 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 4 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 48,282 : : Positions : : 24,751 21,803 7,982 9,668 6,859 0 1,075 0 210 230 70 : : : : Changes from: September 13, 2022 : : 140 360 -180 -280 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 45.2 16.5 20.0 14.2 0.0 2.2 0.0 0.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 46,808 : : Positions : : 19,960 22,243 8,593 5,320 8,574 0 527 525 0 128 70 : : : : Changes from: September 13, 2022 : : 75 490 -25 -320 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 47.5 18.4 11.4 18.3 0.0 1.1 1.1 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 35,417 : : Positions : : 15,645 23,260 10,815 0 4,932 0 3,400 100 100 0 0 : : : : Changes from: September 13, 2022 : : -25 -175 -150 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 65.7 30.5 0.0 13.9 0.0 9.6 0.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 7 0 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 35,536 : : Positions : : 15,897 21,980 10,296 300 4,088 0 3,873 25 100 140 0 : : : : Changes from: September 13, 2022 : : 165 -225 -250 0 -100 0 0 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 61.9 29.0 0.8 11.5 0.0 10.9 0.1 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 6 . 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 190,280 : : Positions : : 90,425 105,243 22,465 24,973 16,965 2,600 0 2,045 15,201 545 220 : : : : Changes from: September 13, 2022 : : 1,131 1,534 698 -30 -505 0 0 0 -300 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 55.3 11.8 13.1 8.9 1.4 0.0 1.1 8.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 4 5 9 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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 165,560 : : Positions : : 71,202 112,032 17,434 4,843 14,983 3,175 910 540 26,970 819 0 : : : : Changes from: September 13, 2022 : : 867 1,967 65 -1,255 -177 -100 0 50 -300 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 67.7 10.5 2.9 9.0 1.9 0.5 0.3 16.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 5 . 8 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 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_2x16_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064GBY Open Interest is 5,725 : : Positions : : 2,275 4,500 3,100 1,075 0 0 0 0 200 0 0 : : : : Changes from: September 13, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 78.6 54.1 18.8 0.0 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2022