Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 28,102 : : Positions : : 21,408 24,716 3,380 274 2,025 744 402 225 146 315 135 : : : : Changes from: September 20, 2022 : : 354 148 49 105 -8 -25 125 -79 0 15 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 88.0 12.0 1.0 7.2 2.6 1.4 0.8 0.5 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20,419 : : Positions : : 17,581 15,662 555 3,407 1,173 455 0 50 408 0 127 : : : : Changes from: September 20, 2022 : : 565 5 0 100 -75 -50 0 50 -425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 76.7 2.7 16.7 5.7 2.2 0.0 0.2 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 209,461 : : Positions : : 90,618 174,877 14,753 10,751 15,619 28,894 964 3,852 54,330 2,076 901 : : : : Changes from: September 20, 2022 : : 2,969 1,432 5,382 -1,297 319 -4,355 964 1,291 -3,413 -562 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 83.5 7.0 5.1 7.5 13.8 0.5 1.8 25.9 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 71 : : 28 33 6 4 9 9 . 5 9 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 75,288 : : Positions : : 61,017 54,354 5,095 8,113 3,730 2,634 6,480 552 628 732 1,252 : : : : Changes from: September 20, 2022 : : 1,062 74 92 869 -392 3 25 -147 -1 172 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 72.2 6.8 10.8 5.0 3.5 8.6 0.7 0.8 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 15 . . 4 4 5 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 53,602 : : Positions : : 46,324 43,544 5,170 3,090 1,178 55 3,013 207 60 2,177 393 : : : : Changes from: September 20, 2022 : : -746 -959 -30 -154 280 0 305 3 -75 -43 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.2 9.6 5.8 2.2 0.1 5.6 0.4 0.1 4.1 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 51,277 : : Positions : : 32,736 25,622 7,914 13,876 5,265 3,132 263 1,570 26 4,296 192 : : : : Changes from: September 20, 2022 : : 495 -414 -160 225 75 -600 0 0 0 -14 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 50.0 15.4 27.1 10.3 6.1 0.5 3.1 0.1 8.4 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 60,480 : : Positions : : 44,566 28,737 4,155 14,756 8,542 100 2,555 1,701 374 3,203 810 : : : : Changes from: September 20, 2022 : : 797 1,131 77 86 13 10 55 -30 125 -119 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 47.5 6.9 24.4 14.1 0.2 4.2 2.8 0.6 5.3 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 . 6 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 66,963 : : Positions : : 42,332 28,082 20,531 25,943 2,650 0 300 0 959 9,496 7 : : : : Changes from: September 20, 2022 : : -195 397 420 -125 41 0 0 0 0 -41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 41.9 30.7 38.7 4.0 0.0 0.4 0.0 1.4 14.2 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 27, 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 82,142 : : Positions : : 53,601 32,839 23,186 35,201 3,332 60 0 0 1,474 10,335 0 : : : : Changes from: September 20, 2022 : : 184 302 85 -3 0 0 0 0 5 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 40.0 28.2 42.9 4.1 0.1 0.0 0.0 1.8 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 22 4 5 6 . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 29,873 : : Positions : : 19,055 28,277 9,810 25 756 0 0 0 0 490 0 : : : : Changes from: September 20, 2022 : : 484 1,180 516 0 273 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 94.7 32.8 0.1 2.5 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 42,214 : : Positions : : 34,502 32,784 1,628 3,419 5,955 0 50 0 25 0 0 : : : : Changes from: September 20, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 77.7 3.9 8.1 14.1 0.0 0.1 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 44,102 : : Positions : : 36,482 22,723 3,723 6,320 3,320 438 9,300 109 0 2,295 30 : : : : Changes from: September 20, 2022 : : 582 190 -50 300 -250 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 51.5 8.4 14.3 7.5 1.0 21.1 0.2 0.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 39,889 : : Positions : : 34,161 19,467 1,103 6,625 4,195 300 9,350 100 0 0 0 : : : : Changes from: September 20, 2022 : : 617 225 -50 300 -250 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 48.8 2.8 16.6 10.5 0.8 23.4 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 159,472 : : Positions : : 76,930 92,623 35,873 34,200 18,972 13,211 713 5,359 4,715 4,163 3,407 : : : : Changes from: September 20, 2022 : : 370 -762 -645 -9 -123 -367 9 170 -111 84 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 58.1 22.5 21.4 11.9 8.3 0.4 3.4 3.0 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 35 . 4 5 8 . 5 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 32,436 : : Positions : : 22,045 14,883 5,516 10,983 4,232 0 0 0 0 2,200 0 : : : : Changes from: September 20, 2022 : : 91 91 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 45.9 17.0 33.9 13.0 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 27, 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 29,976 : : Positions : : 18,931 14,964 6,916 9,188 3,486 0 0 0 0 2,200 0 : : : : Changes from: September 20, 2022 : : 114 114 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 49.9 23.1 30.7 11.6 0.0 0.0 0.0 0.0 7.3 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 27, 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 43,811 : : Positions : : 19,064 24,792 17,910 3,465 6,705 0 8,174 25 0 650 0 : : : : Changes from: September 20, 2022 : : 300 480 175 50 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 56.6 40.9 7.9 15.3 0.0 18.7 0.1 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 41,516 : : Positions : : 18,856 24,599 14,415 0 8,118 0 8,174 25 0 600 0 : : : : Changes from: September 20, 2022 : : 300 480 125 0 -110 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 59.3 34.7 0.0 19.6 0.0 19.7 0.1 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 6 0 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 110,682 : : Positions : : 45,411 70,060 32,518 28,230 10,120 15,646 400 257 5,019 550 308 : : : : Changes from: September 20, 2022 : : 379 459 65 -100 60 -125 0 125 -180 50 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 63.3 29.4 25.5 9.1 14.1 0.4 0.2 4.5 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 20 . 4 6 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 38,058 : : Positions : : 24,805 36,072 11,706 0 1,095 0 60 0 50 421 50 : : : : Changes from: September 20, 2022 : : 434 1,295 521 0 207 0 -110 0 26 26 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 94.8 30.8 0.0 2.9 0.0 0.2 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 27, 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 56,559 : : Positions : : 45,028 48,287 3,859 1,356 6,536 310 0 125 0 50 0 : : : : Changes from: September 20, 2022 : : 1,627 1,492 -207 0 -118 130 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 85.4 6.8 2.4 11.6 0.5 0.0 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 43,301 : : Positions : : 24,133 39,041 14,656 1,289 2,225 300 300 0 1,538 200 6 : : : : Changes from: September 20, 2022 : : 2,440 5,190 2,672 0 -40 0 0 0 70 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 90.2 33.8 3.0 5.1 0.7 0.7 0.0 3.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 13 6 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 46,297 : : Positions : : 23,076 43,132 20,301 1,854 960 0 0 0 1,643 100 5 : : : : Changes from: September 20, 2022 : : 1,360 4,664 3,281 0 -658 0 0 0 48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 93.2 43.8 4.0 2.1 0.0 0.0 0.0 3.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 6 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 69,228 : : Positions : : 57,571 51,724 8,814 12,231 996 140 648 4 941 3,071 342 : : : : Changes from: September 20, 2022 : : 1,292 1,185 -346 39 18 30 -313 0 -22 41 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 74.7 12.7 17.7 1.4 0.2 0.9 0.0 1.4 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 88,052 : : Positions : : 73,860 67,617 8,195 13,667 1,838 1,803 100 135 1,433 4,240 185 : : : : Changes from: September 20, 2022 : : 1,336 1,340 -494 -82 127 321 100 21 50 -28 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 76.8 9.3 15.5 2.1 2.0 0.1 0.2 1.6 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 23 4 4 4 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 50,014 : : Positions : : 32,203 38,275 14,832 9,945 427 2,085 326 136 25 865 40 : : : : Changes from: September 20, 2022 : : 410 590 225 150 162 105 0 0 25 30 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 76.5 29.7 19.9 0.9 4.2 0.7 0.3 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 50,637 : : Positions : : 36,986 39,685 12,774 7,985 120 0 382 0 0 1,865 600 : : : : Changes from: September 20, 2022 : : -105 90 30 -45 0 0 0 0 0 -120 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.4 25.2 15.8 0.2 0.0 0.8 0.0 0.0 3.7 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 46,820 : : Positions : : 35,094 31,250 2,118 11,335 1,767 6,121 0 1,129 200 240 0 : : : : Changes from: September 20, 2022 : : 3,989 1,590 -671 1,786 -184 3 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 66.7 4.5 24.2 3.8 13.1 0.0 2.4 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 39,877 : : Positions : : 31,322 24,766 2,364 9,031 3,295 35 250 1,990 100 101 0 : : : : Changes from: September 20, 2022 : : 1,591 -1,757 -3,302 -51 2,173 -15 100 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 62.1 5.9 22.6 8.3 0.1 0.6 5.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 26,236 : : Positions : : 23,166 22,116 1,195 3,038 550 760 130 114 0 0 0 : : : : Changes from: September 20, 2022 : : 1,898 1,597 30 10 25 -78 5 58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 84.3 4.6 11.6 2.1 2.9 0.5 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . 4 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 16,534 : : Positions : : 14,660 13,718 1,070 2,161 281 100 0 0 0 0 0 : : : : Changes from: September 20, 2022 : : 1,555 1,520 -30 -150 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 83.0 6.5 13.1 1.7 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 29,090 : : Positions : : 20,863 22,680 5,060 1,556 2,075 25 1,868 355 302 391 2 : : : : Changes from: September 20, 2022 : : 571 454 -22 3 13 0 77 -28 0 33 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 78.0 17.4 5.3 7.1 0.1 6.4 1.2 1.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 17 . 4 5 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20,735 : : Positions : : 13,067 17,882 3,936 275 1,262 1,905 629 175 45 77 65 : : : : Changes from: September 20, 2022 : : 430 426 121 84 47 0 40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 86.2 19.0 1.3 6.1 9.2 3.0 0.8 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 13,913 : : Positions : : 4,324 13,132 7,662 0 750 365 0 15 719 0 0 : : : : Changes from: September 20, 2022 : : 0 150 225 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 94.4 55.1 0.0 5.4 2.6 0.0 0.1 5.2 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 27, 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 13,318 : : Positions : : 5,232 12,709 7,323 0 0 0 550 50 696 0 9 : : : : Changes from: September 20, 2022 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 95.4 55.0 0.0 0.0 0.0 4.1 0.4 5.2 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 27, 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 19,914 : : Positions : : 11,539 15,999 6,035 1,995 1,850 0 0 0 90 0 0 : : : : Changes from: September 20, 2022 : : -635 340 975 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 80.3 30.3 10.0 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 27, 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 45,432 : : Positions : : 17,185 19,279 23,585 23,925 1,823 0 195 0 2,185 0 0 : : : : Changes from: September 20, 2022 : : -40 -45 -40 0 102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 42.4 51.9 52.7 4.0 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 27, 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 48,497 : : Positions : : 18,585 19,174 25,606 27,280 1,638 0 195 0 2,130 0 0 : : : : Changes from: September 20, 2022 : : 195 105 140 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 39.5 52.8 56.3 3.4 0.0 0.4 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 6 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 85,398 : : Positions : : 66,018 58,674 4,097 17,982 7,030 50 40 125 7,128 978 142 : : : : Changes from: September 20, 2022 : : 1,012 1,095 -1,389 -1,024 1,359 30 0 0 117 -247 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 68.7 4.8 21.1 8.2 0.1 0.0 0.1 8.3 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 28 4 6 7 . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 89,366 : : Positions : : 69,055 58,498 4,576 22,819 5,999 288 198 274 8,450 1,169 227 : : : : Changes from: September 20, 2022 : : 722 724 -1,559 -1,188 1,247 7 -92 90 103 -122 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 65.5 5.1 25.5 6.7 0.3 0.2 0.3 9.5 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 32 . 7 8 4 . . 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 671,055 : : Positions : : 366,003 445,061 22,677 8,412 120,832 16,229 3,504 66,185 51,575 236 26,162 : : : : Changes from: September 20, 2022 : : 5,301 4,949 6,731 -861 -1,448 -3,246 193 -1,260 -4,130 -90 750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 66.3 3.4 1.3 18.0 2.4 0.5 9.9 7.7 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 94 : : 37 40 4 5 9 12 6 14 18 6 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 24,014 : : Positions : : 18,362 11,872 291 10,347 1,755 400 0 40 2,442 0 0 : : : : Changes from: September 20, 2022 : : -10 745 -45 -800 141 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 49.4 1.2 43.1 7.3 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 27, 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 22,416 : : Positions : : 16,916 13,143 1,486 7,771 1,487 155 0 15 1,853 0 0 : : : : Changes from: September 20, 2022 : : 268 1,133 -34 -899 193 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 58.6 6.6 34.7 6.6 0.7 0.0 0.1 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 4 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 7,525 : : Positions : : 1,790 4,855 0 1,000 390 1,805 105 20 2,545 470 380 : : : : Changes from: September 20, 2022 : : 540 2,055 -205 1,000 100 1,005 -125 0 1,535 195 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 64.5 0.0 13.3 5.2 24.0 1.4 0.3 33.8 6.2 5.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 19 0 . . . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 65,091 : : Positions : : 45,189 44,006 7,933 3,787 5,518 1,099 5,390 1,780 702 2,075 2,488 : : : : Changes from: September 20, 2022 : : 2,231 3,441 1,210 0 -442 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 67.6 12.2 5.8 8.5 1.7 8.3 2.7 1.1 3.2 3.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 50,082 : : Positions : : 30,096 31,410 9,210 2,345 7,421 600 8,265 0 2,225 85 350 : : : : Changes from: September 20, 2022 : : 530 410 -110 0 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 62.7 18.4 4.7 14.8 1.2 16.5 0.0 4.4 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 86,193 : : Positions : : 59,810 56,476 18,891 22,241 1,757 345 0 290 0 556 20 : : : : Changes from: September 20, 2022 : : 606 111 -795 -420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 65.5 21.9 25.8 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 27, 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 70,183 : : Positions : : 48,322 41,247 14,944 21,945 1,333 0 0 0 0 371 10 : : : : Changes from: September 20, 2022 : : -475 -1,575 -800 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 58.8 21.3 31.3 1.9 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 . 4 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 24,129 : : Positions : : 13,046 19,812 4,365 530 970 2,910 0 0 365 0 0 : : : : Changes from: September 20, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 82.1 18.1 2.2 4.0 12.1 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 21,940 : : Positions : : 12,376 18,913 4,035 540 227 2,910 0 0 275 0 0 : : : : Changes from: September 20, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 86.2 18.4 2.5 1.0 13.3 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 22,630 : : Positions : : 8,194 14,915 10,643 4,407 846 1,256 430 321 0 148 12 : : : : Changes from: September 20, 2022 : : -20 300 400 -120 30 50 0 0 -102 148 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 65.9 47.0 19.5 3.7 5.6 1.9 1.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 17,337 : : Positions : : 6,532 11,015 8,065 1,347 1,070 0 2,180 190 112 33 12 : : : : Changes from: September 20, 2022 : : 123 318 75 -120 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 63.5 46.5 7.8 6.2 0.0 12.6 1.1 0.6 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 27, 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 14,257 : : Positions : : 10,626 5,900 670 3,166 1,266 0 2,576 0 0 0 0 : : : : Changes from: September 20, 2022 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 41.4 4.7 22.2 8.9 0.0 18.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 11,364 : : Positions : : 8,650 5,671 150 3,408 1,115 0 240 0 0 0 0 : : : : Changes from: September 20, 2022 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 49.9 1.3 30.0 9.8 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 27, 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 85,284 : : Positions : : 30,634 36,327 32,053 27,804 4,361 0 1,125 0 4,125 1,631 0 : : : : Changes from: September 20, 2022 : : 165 403 -305 -318 80 0 0 0 200 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 42.6 37.6 32.6 5.1 0.0 1.3 0.0 4.8 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 17 . 5 6 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 81,814 : : Positions : : 30,891 35,358 25,468 25,887 4,396 0 528 264 6,270 861 0 : : : : Changes from: September 20, 2022 : : 235 435 -65 -185 50 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 43.2 31.1 31.6 5.4 0.0 0.6 0.3 7.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 4 5 6 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 24,209 : : Positions : : 12,085 11,090 6,180 4,235 684 0 1,925 15 75 870 0 : : : : Changes from: September 20, 2022 : : -150 -150 0 150 225 0 -150 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 45.8 25.5 17.5 2.8 0.0 8.0 0.1 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 7 4 . 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 24,304 : : Positions : : 12,185 11,135 6,140 4,235 684 0 1,925 15 75 870 0 : : : : Changes from: September 20, 2022 : : -150 -150 0 150 225 0 -150 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 45.8 25.3 17.4 2.8 0.0 7.9 0.1 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 7 4 . 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 20, 2022 : : 0 0 0 0 0 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 27, 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 10,585 713 0 180 0 4,246 310 100 : : : : Changes from: September 20, 2022 : : 0 0 0 -25 25 0 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 46.6 1.9 38.8 2.6 0.0 0.7 0.0 15.6 1.1 0.4 : : : : 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 27, 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 22,957 : : Positions : : 15,244 12,025 751 6,999 1,622 0 105 0 3,334 225 50 : : : : Changes from: September 20, 2022 : : 19 19 0 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 52.4 3.3 30.5 7.1 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 27, 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 43,648 : : Positions : : 9,102 28,909 27,639 10,727 495 0 0 0 2,785 0 75 : : : : Changes from: September 20, 2022 : : -1,275 296 1,556 -15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 66.2 63.3 24.6 1.1 0.0 0.0 0.0 6.4 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 47,308 : : Positions : : 7,452 30,258 32,085 9,855 685 300 597 0 2,875 1,850 80 : : : : Changes from: September 20, 2022 : : -1,200 315 1,500 -15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 64.0 67.8 20.8 1.4 0.6 1.3 0.0 6.1 3.9 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 27, 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 65,259 : : Positions : : 25,207 53,155 32,548 5,920 1,914 0 525 350 2,365 1,020 545 : : : : Changes from: September 20, 2022 : : 900 1,145 145 -520 135 0 0 50 0 200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 81.5 49.9 9.1 2.9 0.0 0.8 0.5 3.6 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 61,483 : : Positions : : 21,597 48,949 32,652 5,905 1,959 0 575 300 2,215 1,495 580 : : : : Changes from: September 20, 2022 : : 770 715 -65 -480 135 0 50 0 0 200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 79.6 53.1 9.6 3.2 0.0 0.9 0.5 3.6 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 17,222 : : Positions : : 14,373 2,745 0 11,993 378 0 0 0 0 190 50 : : : : Changes from: September 20, 2022 : : -15 10 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 15.9 0.0 69.6 2.2 0.0 0.0 0.0 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 41,765 : : Positions : : 21,221 17,365 2,639 9,975 8,460 2,540 0 0 1,660 840 360 : : : : Changes from: September 20, 2022 : : 135 105 120 90 -75 0 0 0 -60 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 41.6 6.3 23.9 20.3 6.1 0.0 0.0 4.0 2.0 0.9 : : : : 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 27, 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 40,555 : : Positions : : 20,895 15,360 2,570 11,415 8,605 2,540 0 0 1,610 870 375 : : : : Changes from: September 20, 2022 : : 140 -85 -75 165 35 0 0 0 15 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 37.9 6.3 28.1 21.2 6.3 0.0 0.0 4.0 2.1 0.9 : : : : 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 27, 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 51,949 : : Positions : : 33,375 23,729 2,305 20,055 1,135 2,320 0 0 6,617 840 170 : : : : Changes from: September 20, 2022 : : 815 -215 150 765 -5 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 45.7 4.4 38.6 2.2 4.5 0.0 0.0 12.7 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 9 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 45,048 : : Positions : : 29,661 21,191 2,235 17,522 1,590 2,610 0 70 5,287 965 85 : : : : Changes from: September 20, 2022 : : 755 10 150 660 -55 -50 0 50 35 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.0 5.0 38.9 3.5 5.8 0.0 0.2 11.7 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 216,639 : : Positions : : 112,497 109,832 40,741 25,791 10,880 0 6,645 230 4,999 15,859 72 : : : : Changes from: September 20, 2022 : : -710 -130 -1,049 43 113 0 -450 50 1,208 -24 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 50.7 18.8 11.9 5.0 0.0 3.1 0.1 2.3 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 26 5 . 8 0 . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 198,277 : : Positions : : 104,219 101,821 30,321 17,419 15,526 50 6,045 45 4,150 13,540 320 : : : : Changes from: September 20, 2022 : : -1,314 96 -974 -280 60 50 -1,100 45 925 11 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 51.4 15.3 8.8 7.8 0.0 3.0 0.0 2.1 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 5 . 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 24,710 : : Positions : : 13,290 20,285 5,540 100 1,480 1,300 0 0 75 0 0 : : : : Changes from: September 20, 2022 : : -260 -110 50 0 -50 0 0 0 75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 82.1 22.4 0.4 6.0 5.3 0.0 0.0 0.3 0.0 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 27, 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 48,404 : : Positions : : 24,896 21,940 8,084 9,658 6,859 0 1,075 0 210 230 70 : : : : Changes from: September 20, 2022 : : 145 137 102 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 45.3 16.7 20.0 14.2 0.0 2.2 0.0 0.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 47,353 : : Positions : : 20,480 22,213 8,018 5,295 9,044 0 527 525 0 128 70 : : : : Changes from: September 20, 2022 : : 520 -30 -575 -25 470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 46.9 16.9 11.2 19.1 0.0 1.1 1.1 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 4 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 35,757 : : Positions : : 15,785 21,854 9,444 0 5,672 0 3,475 100 100 100 0 : : : : Changes from: September 20, 2022 : : 140 -1,406 -1,371 0 740 0 75 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 61.1 26.4 0.0 15.9 0.0 9.7 0.3 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 7 0 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 35,166 : : Positions : : 16,022 20,590 8,956 300 4,178 0 3,948 0 100 240 0 : : : : Changes from: September 20, 2022 : : 125 -1,390 -1,340 0 90 0 75 -25 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 58.6 25.5 0.9 11.9 0.0 11.2 0.0 0.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 199,456 : : Positions : : 94,717 107,314 25,463 28,832 17,657 2,750 0 2,045 13,656 510 245 : : : : Changes from: September 20, 2022 : : 4,292 2,071 2,998 3,859 692 150 0 0 -1,545 -35 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 53.8 12.8 14.5 8.9 1.4 0.0 1.0 6.8 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 5 4 9 . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 170,019 : : Positions : : 75,195 113,331 14,437 3,355 17,349 3,175 835 615 25,410 639 185 : : : : Changes from: September 20, 2022 : : 3,993 1,299 -2,997 -1,488 2,366 0 -75 75 -1,560 -180 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 66.7 8.5 2.0 10.2 1.9 0.5 0.4 14.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 5,775 : : Positions : : 2,325 4,450 3,050 1,125 0 0 0 0 200 0 0 : : : : Changes from: September 20, 2022 : : 50 -50 -50 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 77.1 52.8 19.5 0.0 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2022