Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 26,912 : : Positions : : 20,656 23,951 2,912 275 2,173 770 73 150 76 205 85 : : : : Changes from: September 27, 2022 : : -752 -765 -468 1 148 26 -329 -75 -70 -110 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 89.0 10.8 1.0 8.1 2.9 0.3 0.6 0.3 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 18,966 : : Positions : : 16,590 14,325 630 3,526 931 300 25 25 293 0 127 : : : : Changes from: September 27, 2022 : : -991 -1,337 75 119 -242 -155 25 -25 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 75.5 3.3 18.6 4.9 1.6 0.1 0.1 1.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 210,073 : : Positions : : 92,702 174,975 18,537 9,790 16,008 28,732 983 4,091 47,906 2,373 980 : : : : Changes from: September 27, 2022 : : 2,084 98 3,784 -961 389 -162 19 239 -6,424 297 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 83.3 8.8 4.7 7.6 13.7 0.5 1.9 22.8 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 70 : : 29 33 6 4 9 8 . 5 7 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 75,734 : : Positions : : 60,831 55,227 5,774 7,784 3,588 2,669 6,680 517 809 652 1,186 : : : : Changes from: September 27, 2022 : : -186 873 679 -329 -142 35 200 -35 181 -80 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 72.9 7.6 10.3 4.7 3.5 8.8 0.7 1.1 0.9 1.6 : : : : 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 October 4, 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 56,362 : : Positions : : 48,484 46,069 5,345 1,940 1,628 55 3,478 207 60 2,672 368 : : : : Changes from: September 27, 2022 : : 2,160 2,525 175 -1,150 450 0 465 0 0 495 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 81.7 9.5 3.4 2.9 0.1 6.2 0.4 0.1 4.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 51,721 : : Positions : : 32,802 25,683 7,950 14,231 5,211 3,132 263 1,570 26 4,255 174 : : : : Changes from: September 27, 2022 : : 66 61 36 355 -54 0 0 0 0 -41 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 49.7 15.4 27.5 10.1 6.1 0.5 3.0 0.1 8.2 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 19 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 61,394 : : Positions : : 45,113 29,153 4,155 14,673 8,429 65 2,610 1,701 208 3,243 669 : : : : Changes from: September 27, 2022 : : 547 416 0 -83 -113 -35 55 0 -166 40 -141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 47.5 6.8 23.9 13.7 0.1 4.3 2.8 0.3 5.3 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 22 . 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 67,208 : : Positions : : 42,542 27,501 20,059 26,434 2,684 0 300 0 863 9,477 42 : : : : Changes from: September 27, 2022 : : 210 -581 -472 491 34 0 0 0 -96 -19 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 40.9 29.8 39.3 4.0 0.0 0.4 0.0 1.3 14.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 82,160 : : Positions : : 53,261 31,881 22,558 36,015 3,278 60 0 0 1,429 10,254 16 : : : : Changes from: September 27, 2022 : : -340 -958 -628 814 -54 0 0 0 -45 -81 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 38.8 27.5 43.8 4.0 0.1 0.0 0.0 1.7 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 4 5 6 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 34,464 : : Positions : : 23,484 32,826 9,930 25 798 0 0 0 0 490 0 : : : : Changes from: September 27, 2022 : : 4,429 4,549 120 0 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 95.2 28.8 0.1 2.3 0.0 0.0 0.0 0.0 1.4 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 October 4, 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 38,374 : : Positions : : 30,832 28,864 1,578 3,619 5,835 0 50 0 25 0 0 : : : : Changes from: September 27, 2022 : : -3,670 -3,920 -50 200 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 75.2 4.1 9.4 15.2 0.0 0.1 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 44,157 : : Positions : : 36,537 22,703 3,723 6,395 3,320 438 9,300 109 0 2,295 30 : : : : Changes from: September 27, 2022 : : 55 -20 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 51.4 8.4 14.5 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 October 4, 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 27, 2022 : : 0 0 0 0 0 0 0 0 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 October 4, 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 157,773 : : Positions : : 76,526 89,726 34,092 35,190 19,023 13,279 116 5,973 4,811 4,669 3,045 : : : : Changes from: September 27, 2022 : : -404 -2,897 -1,781 991 51 69 -597 614 96 506 -362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 56.9 21.6 22.3 12.1 8.4 0.1 3.8 3.0 3.0 1.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 35 . 4 6 8 . 6 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 32,680 : : Positions : : 22,389 15,107 5,396 10,983 4,252 0 0 0 0 2,200 0 : : : : Changes from: September 27, 2022 : : 344 224 -120 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 46.2 16.5 33.6 13.0 0.0 0.0 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 30,169 : : Positions : : 19,244 15,157 6,796 9,188 3,486 0 0 0 0 2,200 0 : : : : Changes from: September 27, 2022 : : 313 193 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 50.2 22.5 30.5 11.6 0.0 0.0 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 49,147 : : Positions : : 20,435 31,383 22,890 2,865 5,690 0 8,534 25 0 650 0 : : : : Changes from: September 27, 2022 : : 1,371 6,591 4,980 -600 -1,015 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 63.9 46.6 5.8 11.6 0.0 17.4 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 45,651 : : Positions : : 20,335 28,898 17,595 0 7,594 0 8,534 25 0 600 0 : : : : Changes from: September 27, 2022 : : 1,479 4,299 3,180 0 -524 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 63.3 38.5 0.0 16.6 0.0 18.7 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 6 0 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 110,342 : : Positions : : 45,861 68,982 31,678 28,950 10,166 15,646 400 257 5,019 550 308 : : : : Changes from: September 27, 2022 : : 450 -1,078 -840 720 46 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 62.5 28.7 26.2 9.2 14.2 0.4 0.2 4.5 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 21 . 4 6 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 42,698 : : Positions : : 29,372 40,717 11,776 0 1,095 0 60 0 50 421 50 : : : : Changes from: September 27, 2022 : : 4,567 4,645 70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 95.4 27.6 0.0 2.6 0.0 0.1 0.0 0.1 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 51,896 : : Positions : : 40,497 43,451 3,679 1,356 6,564 205 0 250 0 50 0 : : : : Changes from: September 27, 2022 : : -4,531 -4,836 -180 0 28 -105 0 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 83.7 7.1 2.6 12.6 0.4 0.0 0.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 44,307 : : Positions : : 24,093 39,742 15,481 1,289 2,150 300 300 0 1,558 200 6 : : : : Changes from: September 27, 2022 : : -40 701 825 0 -75 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 89.7 34.9 2.9 4.9 0.7 0.7 0.0 3.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 15 6 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 47,505 : : Positions : : 23,444 43,797 21,098 1,836 948 0 247 0 1,649 100 5 : : : : Changes from: September 27, 2022 : : 368 665 797 -18 -12 0 247 0 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 92.2 44.4 3.9 2.0 0.0 0.5 0.0 3.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 6 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 71,032 : : Positions : : 59,339 53,996 8,718 11,336 1,177 140 843 4 841 3,072 392 : : : : Changes from: September 27, 2022 : : 1,768 2,272 -96 -895 181 0 195 0 -100 1 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 76.0 12.3 16.0 1.7 0.2 1.2 0.0 1.2 4.3 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 20 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 89,521 : : Positions : : 75,563 69,026 7,938 13,368 2,151 1,530 177 114 1,456 4,239 173 : : : : Changes from: September 27, 2022 : : 1,703 1,409 -257 -299 313 -273 77 -21 23 -1 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 77.1 8.9 14.9 2.4 1.7 0.2 0.1 1.6 4.7 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 24 4 4 4 . 5 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 50,404 : : Positions : : 32,817 38,106 14,771 10,092 519 1,860 326 136 25 1,215 10 : : : : Changes from: September 27, 2022 : : 614 -169 -61 147 92 -225 0 0 0 350 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 75.6 29.3 20.0 1.0 3.7 0.6 0.3 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 50,042 : : Positions : : 37,001 39,130 12,099 7,930 175 0 382 0 0 1,815 610 : : : : Changes from: September 27, 2022 : : 15 -555 -675 -55 55 0 0 0 0 -50 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 78.2 24.2 15.8 0.3 0.0 0.8 0.0 0.0 3.6 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 October 4, 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 46,454 : : Positions : : 34,060 30,646 2,118 11,158 1,740 6,001 0 1,219 200 240 0 : : : : Changes from: September 27, 2022 : : -1,034 -604 0 -177 -27 -120 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 66.0 4.6 24.0 3.7 12.9 0.0 2.6 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 4 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 40,183 : : Positions : : 31,121 24,939 2,374 8,756 3,339 45 527 2,048 100 101 0 : : : : Changes from: September 27, 2022 : : -201 173 10 -275 44 10 277 58 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 62.1 5.9 21.8 8.3 0.1 1.3 5.1 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 29,806 : : Positions : : 24,718 25,579 2,756 2,597 763 760 176 114 0 0 0 : : : : Changes from: September 27, 2022 : : 1,552 3,463 1,561 -441 213 0 46 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 85.8 9.2 8.7 2.6 2.5 0.6 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 20,641 : : Positions : : 18,305 18,751 1,558 982 501 100 0 0 0 0 0 : : : : Changes from: September 27, 2022 : : 3,645 5,033 488 -1,179 220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 90.8 7.5 4.8 2.4 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 29,253 : : Positions : : 21,483 22,452 4,135 1,622 2,142 33 2,380 326 302 158 0 : : : : Changes from: September 27, 2022 : : 620 -228 -925 66 67 8 512 -29 0 -233 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 76.8 14.1 5.5 7.3 0.1 8.1 1.1 1.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 . 4 6 . 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,112 : : Positions : : 14,232 18,109 3,376 355 1,283 1,320 714 159 69 71 41 : : : : Changes from: September 27, 2022 : : 1,165 227 -560 80 21 -585 85 -16 24 -6 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 85.8 16.0 1.7 6.1 6.3 3.4 0.8 0.3 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 13,183 : : Positions : : 3,835 12,433 7,427 0 750 380 0 0 715 0 0 : : : : Changes from: September 27, 2022 : : -489 -699 -235 0 0 15 0 -15 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 94.3 56.3 0.0 5.7 2.9 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 5 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 12,896 : : Positions : : 5,084 12,290 7,051 0 0 0 550 50 699 0 6 : : : : Changes from: September 27, 2022 : : -148 -419 -272 0 0 0 0 0 3 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 95.3 54.7 0.0 0.0 0.0 4.3 0.4 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 0 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 20,950 : : Positions : : 9,329 17,029 8,830 1,210 2,191 0 50 0 90 0 0 : : : : Changes from: September 27, 2022 : : -2,210 1,030 2,795 -785 341 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 81.3 42.1 5.8 10.5 0.0 0.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 45,494 : : Positions : : 16,995 19,394 23,635 23,830 1,800 0 195 0 2,225 0 0 : : : : Changes from: September 27, 2022 : : -190 115 50 -95 -23 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 42.6 52.0 52.4 4.0 0.0 0.4 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 6 4 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 48,607 : : Positions : : 18,320 19,314 25,631 27,160 1,688 0 195 0 2,155 0 0 : : : : Changes from: September 27, 2022 : : -265 140 25 -120 50 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 39.7 52.7 55.9 3.5 0.0 0.4 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 6 5 . 6 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 87,025 : : Positions : : 65,978 58,433 3,322 18,017 7,823 100 40 125 7,359 678 189 : : : : Changes from: September 27, 2022 : : -40 -241 -775 35 793 50 0 0 231 -300 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 67.1 3.8 20.7 9.0 0.1 0.0 0.1 8.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 28 . 7 7 . . . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 91,477 : : Positions : : 69,780 57,607 2,596 23,299 7,163 797 60 290 8,898 892 313 : : : : Changes from: September 27, 2022 : : 725 -891 -1,980 480 1,164 509 -138 16 448 -277 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 63.0 2.8 25.5 7.8 0.9 0.1 0.3 9.7 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 32 . 8 7 5 . . 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 660,415 : : Positions : : 359,949 437,553 26,920 7,597 116,438 14,609 4,365 64,595 46,493 451 28,006 : : : : Changes from: September 27, 2022 : : -6,054 -7,508 4,243 -815 -4,395 -1,620 861 -1,590 -5,082 215 1,844 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 66.3 4.1 1.2 17.6 2.2 0.7 9.8 7.0 0.1 4.2 : : : : Number of Traders in Each Category Total Traders: 92 : : 36 39 6 4 10 9 9 14 17 6 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 25,009 : : Positions : : 19,293 11,593 241 11,412 1,789 400 0 40 2,442 0 0 : : : : Changes from: September 27, 2022 : : 931 -279 -50 1,065 34 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 46.4 1.0 45.6 7.2 1.6 0.0 0.2 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 23,161 : : Positions : : 17,544 12,856 1,436 8,716 1,517 155 0 15 1,853 0 0 : : : : Changes from: September 27, 2022 : : 628 -287 -50 945 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 55.5 6.2 37.6 6.5 0.7 0.0 0.1 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 4 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 4,400 : : Positions : : 670 3,175 0 120 150 1,550 100 50 1,185 350 65 : : : : Changes from: September 27, 2022 : : -1,120 -1,680 0 -880 -240 -255 -5 30 -1,360 -120 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.2 72.2 0.0 2.7 3.4 35.2 2.3 1.1 26.9 8.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 10 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 65,304 : : Positions : : 45,132 44,414 8,298 3,787 5,223 1,099 5,240 1,930 652 2,075 2,588 : : : : Changes from: September 27, 2022 : : -57 408 365 0 -295 0 -150 150 -50 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 68.0 12.7 5.8 8.0 1.7 8.0 3.0 1.0 3.2 4.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 49,974 : : Positions : : 29,938 31,245 9,150 2,345 7,481 600 8,265 0 2,275 80 350 : : : : Changes from: September 27, 2022 : : -158 -165 -60 0 60 0 0 0 50 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.5 18.3 4.7 15.0 1.2 16.5 0.0 4.6 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 October 4, 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 86,683 : : Positions : : 60,242 56,798 18,891 22,301 1,782 295 0 340 0 567 20 : : : : Changes from: September 27, 2022 : : 432 322 0 60 25 -50 0 50 0 11 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 65.5 21.8 25.7 2.1 0.3 0.0 0.4 0.0 0.7 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 October 4, 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 70,600 : : Positions : : 48,704 40,947 14,944 22,605 1,333 0 0 0 0 393 10 : : : : Changes from: September 27, 2022 : : 382 -300 0 660 0 0 0 0 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 58.0 21.2 32.0 1.9 0.0 0.0 0.0 0.0 0.6 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 October 4, 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 24,054 : : Positions : : 13,166 19,657 4,175 530 970 2,910 0 0 340 0 0 : : : : Changes from: September 27, 2022 : : 120 -155 -190 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 81.7 17.4 2.2 4.0 12.1 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 21,900 : : Positions : : 12,526 18,833 3,845 540 227 2,910 0 0 250 0 0 : : : : Changes from: September 27, 2022 : : 150 -80 -190 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 86.0 17.6 2.5 1.0 13.3 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 23,255 : : Positions : : 8,219 14,800 11,073 4,407 991 1,286 1,030 316 0 148 12 : : : : Changes from: September 27, 2022 : : 25 -115 430 0 145 30 600 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 63.6 47.6 19.0 4.3 5.5 4.4 1.4 0.0 0.6 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 October 4, 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 17,937 : : Positions : : 6,564 10,907 8,640 1,512 1,300 0 2,750 190 112 33 12 : : : : Changes from: September 27, 2022 : : 32 -108 575 165 230 0 570 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 60.8 48.2 8.4 7.2 0.0 15.3 1.1 0.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 : : 10,474 5,980 790 3,066 1,266 0 2,576 0 0 0 0 : : : : Changes from: September 27, 2022 : : -152 80 120 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 41.9 5.5 21.5 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 October 4, 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 11,457 : : Positions : : 8,371 5,864 150 3,308 1,115 0 240 0 0 0 0 : : : : Changes from: September 27, 2022 : : -279 193 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 51.2 1.3 28.9 9.7 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 October 4, 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 86,421 : : Positions : : 30,988 37,942 32,083 27,283 4,411 0 1,125 0 4,745 1,541 0 : : : : Changes from: September 27, 2022 : : 354 1,615 30 -521 50 0 0 0 620 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 43.9 37.1 31.6 5.1 0.0 1.3 0.0 5.5 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 . 6 6 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 83,273 : : Positions : : 31,399 36,997 25,648 25,646 4,421 0 528 264 6,890 861 0 : : : : Changes from: September 27, 2022 : : 508 1,639 180 -241 25 0 0 0 620 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 44.4 30.8 30.8 5.3 0.0 0.6 0.3 8.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 4 5 6 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 23,989 : : Positions : : 12,085 11,090 6,160 4,235 664 0 1,925 15 75 850 20 : : : : Changes from: September 27, 2022 : : 0 0 -20 0 -20 0 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 46.2 25.7 17.7 2.8 0.0 8.0 0.1 0.3 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 7 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 24,084 : : Positions : : 12,185 11,135 6,120 4,235 664 0 1,925 15 75 850 20 : : : : Changes from: September 27, 2022 : : 0 0 -20 0 -20 0 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 46.2 25.4 17.6 2.8 0.0 8.0 0.1 0.3 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 7 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 23,322 : : Positions : : 19,980 3,600 860 14,592 2,055 0 0 0 0 2,990 0 : : : : Changes from: September 27, 2022 : : 1,200 0 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 15.4 3.7 62.6 8.8 0.0 0.0 0.0 0.0 12.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 21,877 : : Positions : : 18,770 2,805 820 14,127 1,810 0 0 0 50 2,990 0 : : : : Changes from: September 27, 2022 : : 1,230 0 0 1,230 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 12.8 3.7 64.6 8.3 0.0 0.0 0.0 0.2 13.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 4 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 27,461 : : Positions : : 18,990 13,305 529 10,005 808 0 180 0 4,246 310 100 : : : : Changes from: September 27, 2022 : : 0 580 0 -580 95 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 48.5 1.9 36.4 2.9 0.0 0.7 0.0 15.5 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 October 4, 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 23,117 : : Positions : : 15,244 12,605 751 6,419 1,817 0 105 0 3,334 225 50 : : : : Changes from: September 27, 2022 : : 0 580 0 -580 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 54.5 3.2 27.8 7.9 0.0 0.5 0.0 14.4 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 October 4, 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 43,808 : : Positions : : 9,202 29,809 27,539 9,902 495 0 0 0 2,785 0 75 : : : : Changes from: September 27, 2022 : : 100 900 -100 -825 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 68.0 62.9 22.6 1.1 0.0 0.0 0.0 6.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 47,468 : : Positions : : 7,822 31,243 32,125 9,060 715 300 597 0 2,875 1,850 80 : : : : Changes from: September 27, 2022 : : 370 985 40 -795 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.5 65.8 67.7 19.1 1.5 0.6 1.3 0.0 6.1 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 65,719 : : Positions : : 25,742 53,845 32,528 5,645 1,934 0 525 350 2,395 1,150 390 : : : : Changes from: September 27, 2022 : : 535 690 -20 -275 20 0 0 0 30 130 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 81.9 49.5 8.6 2.9 0.0 0.8 0.5 3.6 1.7 0.6 : : : : 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 October 4, 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 61,633 : : Positions : : 21,908 49,245 32,487 5,655 2,009 0 575 300 2,215 1,595 480 : : : : Changes from: September 27, 2022 : : 311 296 -165 -250 50 0 0 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 79.9 52.7 9.2 3.3 0.0 0.9 0.5 3.6 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 19,465 : : Positions : : 15,256 3,790 0 11,226 1,328 0 0 0 0 870 0 : : : : Changes from: September 27, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 19.5 0.0 57.7 6.8 0.0 0.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 18,117 : : Positions : : 14,843 2,495 0 12,353 863 0 0 0 0 610 50 : : : : Changes from: September 27, 2022 : : 470 -250 0 360 485 0 0 0 0 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 13.8 0.0 68.2 4.8 0.0 0.0 0.0 0.0 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 42,060 : : Positions : : 21,351 17,510 2,774 9,850 8,630 2,540 0 0 1,440 840 510 : : : : Changes from: September 27, 2022 : : 130 145 135 -125 170 0 0 0 -220 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 41.6 6.6 23.4 20.5 6.0 0.0 0.0 3.4 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 12 4 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 40,830 : : Positions : : 21,025 15,505 2,605 11,190 8,815 2,540 0 0 1,390 870 505 : : : : Changes from: September 27, 2022 : : 130 145 35 -225 210 0 0 0 -220 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 38.0 6.4 27.4 21.6 6.2 0.0 0.0 3.4 2.1 1.2 : : : : 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 October 4, 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 52,189 : : Positions : : 33,650 23,464 2,355 20,340 1,235 2,345 100 0 6,367 820 175 : : : : Changes from: September 27, 2022 : : 275 -265 50 285 100 25 100 0 -250 -20 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 45.0 4.5 39.0 2.4 4.5 0.2 0.0 12.2 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 9 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 44,908 : : Positions : : 29,556 21,121 2,295 17,492 1,480 2,635 100 70 5,212 870 120 : : : : Changes from: September 27, 2022 : : -105 -70 60 -30 -110 25 100 0 -75 -95 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.0 5.1 39.0 3.3 5.9 0.2 0.2 11.6 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 11 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 217,999 : : Positions : : 113,455 110,645 39,143 24,853 11,763 100 6,880 215 5,429 15,639 155 : : : : Changes from: September 27, 2022 : : 958 813 -1,598 -938 883 100 235 -15 430 -220 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 50.8 18.0 11.4 5.4 0.0 3.2 0.1 2.5 7.2 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 26 6 . 9 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 199,418 : : Positions : : 105,280 101,933 28,479 16,581 16,776 150 6,490 30 4,475 13,465 210 : : : : Changes from: September 27, 2022 : : 1,061 112 -1,842 -838 1,250 100 445 -15 325 -75 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 51.1 14.3 8.3 8.4 0.1 3.3 0.0 2.2 6.8 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 4 4 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 24,960 : : Positions : : 13,590 19,685 5,240 100 1,730 700 0 0 75 0 0 : : : : Changes from: September 27, 2022 : : 300 -600 -300 0 250 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 78.9 21.0 0.4 6.9 2.8 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 48,604 : : Positions : : 25,646 22,065 8,289 10,283 6,789 0 1,075 0 0 230 70 : : : : Changes from: September 27, 2022 : : 750 125 205 625 -70 0 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 45.4 17.1 21.2 14.0 0.0 2.2 0.0 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 4 6 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 47,403 : : Positions : : 21,080 22,113 8,018 5,995 8,784 0 527 525 0 128 70 : : : : Changes from: September 27, 2022 : : 600 -100 0 700 -260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 46.6 16.9 12.6 18.5 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 October 4, 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 36,457 : : Positions : : 16,035 22,819 9,709 0 5,332 0 3,025 100 100 100 0 : : : : Changes from: September 27, 2022 : : 250 965 265 0 -340 0 -450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 62.6 26.6 0.0 14.6 0.0 8.3 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 October 4, 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 35,651 : : Positions : : 16,172 21,250 9,016 300 4,053 0 3,498 0 100 240 0 : : : : Changes from: September 27, 2022 : : 150 660 60 0 -125 0 -450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 59.6 25.3 0.8 11.4 0.0 9.8 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 October 4, 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 202,496 : : Positions : : 97,995 108,920 28,103 28,264 19,155 2,660 0 2,285 8,841 485 535 : : : : Changes from: September 27, 2022 : : 3,278 1,606 2,640 -568 1,498 -90 0 240 -4,815 -25 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 53.8 13.9 14.0 9.5 1.3 0.0 1.1 4.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 5 5 10 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 175,095 : : Positions : : 80,351 113,054 17,732 5,973 16,624 3,175 925 765 19,410 839 2,695 : : : : Changes from: September 27, 2022 : : 5,156 -277 3,295 2,618 -725 0 90 150 -6,000 200 2,510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 64.6 10.1 3.4 9.5 1.8 0.5 0.4 11.1 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 5 4 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 5,705 : : Positions : : 2,350 4,290 2,915 1,175 0 0 0 0 200 0 0 : : : : Changes from: September 27, 2022 : : 25 -160 -135 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 75.2 51.1 20.6 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 October 7, 2022