Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 27,598 : : Positions : : 20,585 24,621 3,378 170 2,424 875 98 150 51 120 15 : : : : Changes from: October 11, 2022 : : 92 333 281 0 120 5 25 0 25 75 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 89.2 12.2 0.6 8.8 3.2 0.4 0.5 0.2 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 19,864 : : Positions : : 15,523 15,433 755 2,731 1,571 1,595 0 50 228 0 72 : : : : Changes from: October 11, 2022 : : -127 518 -215 -485 475 540 0 0 -165 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 77.7 3.8 13.7 7.9 8.0 0.0 0.3 1.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 210,225 : : Positions : : 96,451 169,549 20,018 9,931 16,822 26,126 560 5,069 43,994 6,894 926 : : : : Changes from: October 11, 2022 : : 3,201 -2,714 2,979 461 -340 -1,088 104 213 -3,191 4,128 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 80.7 9.5 4.7 8.0 12.4 0.3 2.4 20.9 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 70 : : 29 34 5 4 8 8 . 6 6 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 72,492 : : Positions : : 58,567 53,161 5,198 7,959 3,160 2,241 6,492 359 1,474 124 1,142 : : : : Changes from: October 11, 2022 : : 1,224 1,614 -85 260 55 -195 -225 80 515 -170 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 73.3 7.2 11.0 4.4 3.1 9.0 0.5 2.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 15 . . 4 . 7 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 55,368 : : Positions : : 46,396 42,761 5,775 2,478 2,356 300 5,226 72 60 2,270 205 : : : : Changes from: October 11, 2022 : : -95 -800 440 540 -78 225 920 0 0 -90 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 77.2 10.4 4.5 4.3 0.5 9.4 0.1 0.1 4.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 50,841 : : Positions : : 33,192 25,720 7,630 15,096 4,519 3,007 70 1,560 5 3,395 294 : : : : Changes from: October 11, 2022 : : 617 527 -8 703 -583 0 0 0 0 -664 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 50.6 15.0 29.7 8.9 5.9 0.1 3.1 0.0 6.7 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 59,329 : : Positions : : 44,078 28,516 4,428 15,121 7,745 0 2,750 1,575 180 2,601 657 : : : : Changes from: October 11, 2022 : : 574 401 -31 799 -126 0 10 0 14 -722 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 48.1 7.5 25.5 13.1 0.0 4.6 2.7 0.3 4.4 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 . 5 7 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 64,733 : : Positions : : 41,750 26,339 18,898 25,204 2,720 0 300 0 907 10,024 26 : : : : Changes from: October 11, 2022 : : 622 -428 30 522 -30 0 0 0 50 608 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 40.7 29.2 38.9 4.2 0.0 0.5 0.0 1.4 15.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 4 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 78,828 : : Positions : : 52,893 30,996 21,305 34,111 2,646 0 0 0 1,528 10,649 16 : : : : Changes from: October 11, 2022 : : 1,215 370 160 430 -50 0 0 0 60 635 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 39.3 27.0 43.3 3.4 0.0 0.0 0.0 1.9 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 4 5 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 34,295 : : Positions : : 24,357 32,844 8,905 25 781 0 0 0 0 340 0 : : : : Changes from: October 11, 2022 : : 225 100 -125 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 95.8 26.0 0.1 2.3 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 43,130 : : Positions : : 35,990 22,381 3,623 6,080 3,040 338 9,225 109 0 2,265 30 : : : : Changes from: October 11, 2022 : : 503 233 -50 120 50 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 51.9 8.4 14.1 7.0 0.8 21.4 0.3 0.0 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 38,933 : : Positions : : 33,550 18,996 1,083 6,450 3,970 200 9,275 100 0 0 0 : : : : Changes from: October 11, 2022 : : 545 275 -50 120 50 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 48.8 2.8 16.6 10.2 0.5 23.8 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 153,227 : : Positions : : 73,090 87,464 31,850 32,579 19,593 15,160 144 4,947 4,715 5,200 3,169 : : : : Changes from: October 11, 2022 : : -141 534 562 -294 88 421 30 -5 -2 529 241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 57.1 20.8 21.3 12.8 9.9 0.1 3.2 3.1 3.4 2.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 34 . 4 6 8 . 6 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 31,334 : : Positions : : 21,181 14,086 5,340 10,842 4,183 0 0 0 0 2,100 0 : : : : Changes from: October 11, 2022 : : -1 -1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 45.0 17.0 34.6 13.3 0.0 0.0 0.0 0.0 6.7 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 18, 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 28,886 : : Positions : : 18,104 14,159 6,690 9,042 3,462 0 0 0 0 2,100 0 : : : : Changes from: October 11, 2022 : : -3 -3 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 49.0 23.2 31.3 12.0 0.0 0.0 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 49,619 : : Positions : : 20,668 31,540 23,171 3,366 5,714 0 8,284 25 0 650 0 : : : : Changes from: October 11, 2022 : : 910 1,438 796 162 447 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 63.6 46.7 6.8 11.5 0.0 16.7 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 44,865 : : Positions : : 20,796 29,243 17,500 165 6,508 0 8,284 25 0 600 0 : : : : Changes from: October 11, 2022 : : 1,104 1,632 634 0 -812 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 65.2 39.0 0.4 14.5 0.0 18.5 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 107,905 : : Positions : : 44,591 68,088 30,752 27,531 10,522 15,321 200 257 4,922 450 205 : : : : Changes from: October 11, 2022 : : 685 1,127 134 -102 67 0 -100 0 -200 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 63.1 28.5 25.5 9.8 14.2 0.2 0.2 4.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 41,054 : : Positions : : 28,840 39,432 10,792 0 977 0 0 0 60 270 65 : : : : Changes from: October 11, 2022 : : 140 110 -55 0 80 0 0 0 10 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 96.0 26.3 0.0 2.4 0.0 0.0 0.0 0.1 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 49,680 : : Positions : : 37,992 42,802 5,554 1,356 4,975 160 0 250 0 50 0 : : : : Changes from: October 11, 2022 : : 35 661 596 0 -470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 86.2 11.2 2.7 10.0 0.3 0.0 0.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 42,056 : : Positions : : 23,553 37,836 14,152 1,419 2,090 300 300 0 1,572 50 6 : : : : Changes from: October 11, 2022 : : 534 159 -375 75 -45 0 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 90.0 33.7 3.4 5.0 0.7 0.7 0.0 3.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 16 4 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 45,486 : : Positions : : 22,138 42,424 20,570 1,666 753 0 237 0 1,720 100 0 : : : : Changes from: October 11, 2022 : : -5 180 50 0 45 0 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 93.3 45.2 3.7 1.7 0.0 0.5 0.0 3.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 69,240 : : Positions : : 58,753 52,481 7,845 11,041 1,177 115 920 70 544 3,032 317 : : : : Changes from: October 11, 2022 : : 2,387 1,848 14 284 6 0 15 70 -275 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 75.8 11.3 15.9 1.7 0.2 1.3 0.1 0.8 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 21 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 85,257 : : Positions : : 71,549 65,990 6,974 12,560 2,133 1,758 327 134 2,021 3,849 137 : : : : Changes from: October 11, 2022 : : 1,756 2,716 13 140 -44 506 110 -4 546 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 77.4 8.2 14.7 2.5 2.1 0.4 0.2 2.4 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 22 4 5 4 . 6 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 47,232 : : Positions : : 30,796 34,598 14,374 9,565 499 621 208 642 60 1,720 0 : : : : Changes from: October 11, 2022 : : 748 -41 404 -447 20 -1,225 75 642 25 365 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 73.3 30.4 20.3 1.1 1.3 0.4 1.4 0.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 47,949 : : Positions : : 34,893 36,854 12,216 7,990 80 0 725 0 0 1,690 610 : : : : Changes from: October 11, 2022 : : 685 250 0 0 0 0 425 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 76.9 25.5 16.7 0.2 0.0 1.5 0.0 0.0 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 44,353 : : Positions : : 32,298 29,863 2,176 10,157 2,185 6,130 0 1,090 50 225 0 : : : : Changes from: October 11, 2022 : : -413 393 33 -780 569 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 67.3 4.9 22.9 4.9 13.8 0.0 2.5 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 38,221 : : Positions : : 29,494 24,308 2,169 7,369 3,520 35 495 2,048 100 76 0 : : : : Changes from: October 11, 2022 : : -78 710 -25 -653 204 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 63.6 5.7 19.3 9.2 0.1 1.3 5.4 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 31,024 : : Positions : : 26,417 27,789 2,595 2,157 644 747 75 142 0 0 0 : : : : Changes from: October 11, 2022 : : 2,189 2,231 -10 0 0 12 -11 28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 89.6 8.4 7.0 2.1 2.4 0.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 21,929 : : Positions : : 19,593 20,296 1,502 927 395 75 0 0 0 0 0 : : : : Changes from: October 11, 2022 : : 1,369 1,630 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 92.6 6.8 4.2 1.8 0.3 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 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 28,171 : : Positions : : 21,328 21,776 3,611 1,408 2,155 33 2,474 198 230 0 0 : : : : Changes from: October 11, 2022 : : 386 418 -120 -72 53 25 -15 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 77.3 12.8 5.0 7.6 0.1 8.8 0.7 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . 4 6 . 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 21,028 : : Positions : : 14,729 18,283 3,017 268 1,253 1,320 561 200 0 46 36 : : : : Changes from: October 11, 2022 : : 320 292 78 -45 142 0 -32 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 86.9 14.3 1.3 6.0 6.3 2.7 1.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 13,533 : : Positions : : 3,860 12,563 7,882 0 570 135 55 345 665 0 0 : : : : Changes from: October 11, 2022 : : 0 -25 125 0 0 -45 55 45 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 92.8 58.2 0.0 4.2 1.0 0.4 2.5 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 5 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 12,971 : : Positions : : 5,279 12,290 7,126 0 0 0 625 50 504 0 6 : : : : Changes from: October 11, 2022 : : 195 0 0 0 0 0 0 0 -195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 94.7 54.9 0.0 0.0 0.0 4.8 0.4 3.9 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 18, 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 20,505 : : Positions : : 9,084 17,109 8,762 1,085 2,196 0 50 0 80 0 0 : : : : Changes from: October 11, 2022 : : 75 35 -40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 83.4 42.7 5.3 10.7 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 18, 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 45,379 : : Positions : : 15,884 20,303 25,136 22,990 1,711 0 175 0 2,035 0 0 : : : : Changes from: October 11, 2022 : : -176 1,410 1,356 -230 108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 44.7 55.4 50.7 3.8 0.0 0.4 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 6 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 47,950 : : Positions : : 17,109 19,711 26,746 26,240 1,624 0 175 0 1,960 0 0 : : : : Changes from: October 11, 2022 : : -98 1,138 936 -300 216 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 41.1 55.8 54.7 3.4 0.0 0.4 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 6 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 86,439 : : Positions : : 68,094 58,685 2,157 18,550 7,970 255 0 120 6,807 621 278 : : : : Changes from: October 11, 2022 : : 3,672 2,487 0 1,432 -102 150 0 0 -145 29 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 67.9 2.5 21.5 9.2 0.3 0.0 0.1 7.9 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 29 . 7 7 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 87,644 : : Positions : : 68,531 55,462 1,888 24,003 6,752 1,048 159 246 8,366 668 161 : : : : Changes from: October 11, 2022 : : 3,090 1,862 -10 1,420 20 216 99 51 -100 45 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 63.3 2.2 27.4 7.7 1.2 0.2 0.3 9.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 30 . 8 7 4 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 660,082 : : Positions : : 368,404 438,989 30,758 7,686 114,651 13,170 8,742 59,418 43,701 1,028 28,950 : : : : Changes from: October 11, 2022 : : 7,729 2,144 3,838 74 95 -1,215 4,604 -5,022 -2,939 554 953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 66.5 4.7 1.2 17.4 2.0 1.3 9.0 6.6 0.2 4.4 : : : : Number of Traders in Each Category Total Traders: 98 : : 36 40 5 5 10 9 11 15 15 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 24,916 : : Positions : : 19,400 11,898 177 11,019 1,959 420 0 40 2,357 0 0 : : : : Changes from: October 11, 2022 : : 60 410 0 -250 350 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 47.8 0.7 44.2 7.9 1.7 0.0 0.2 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 5 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 23,185 : : Positions : : 17,581 13,416 1,412 7,868 1,886 150 0 15 1,793 0 0 : : : : Changes from: October 11, 2022 : : 230 605 0 -375 280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 57.9 6.1 33.9 8.1 0.6 0.0 0.1 7.7 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 18, 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 64,176 : : Positions : : 45,161 43,591 7,467 4,327 5,093 1,099 4,685 1,925 452 1,940 2,588 : : : : Changes from: October 11, 2022 : : 542 440 -52 60 62 0 -10 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 67.9 11.6 6.7 7.9 1.7 7.3 3.0 0.7 3.0 4.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 51,770 : : Positions : : 30,573 32,999 8,765 1,655 8,381 1,300 8,215 0 2,275 0 300 : : : : Changes from: October 11, 2022 : : 1,255 1,546 -15 0 1,200 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.7 16.9 3.2 16.2 2.5 15.9 0.0 4.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 85,525 : : Positions : : 59,964 55,197 17,630 23,041 1,652 365 0 270 876 587 0 : : : : Changes from: October 11, 2022 : : 367 337 0 150 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 64.5 20.6 26.9 1.9 0.4 0.0 0.3 1.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 69,696 : : Positions : : 48,601 39,651 13,833 23,230 1,233 0 0 0 805 403 0 : : : : Changes from: October 11, 2022 : : 343 313 0 150 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 56.9 19.8 33.3 1.8 0.0 0.0 0.0 1.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 21,699 : : Positions : : 12,836 17,382 2,530 735 940 2,860 0 0 320 0 10 : : : : Changes from: October 11, 2022 : : 15 -1,175 -965 300 -25 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 80.1 11.7 3.4 4.3 13.2 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 20,404 : : Positions : : 12,436 17,204 2,680 795 345 2,860 0 0 190 0 40 : : : : Changes from: October 11, 2022 : : 15 -1,125 -865 300 130 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 84.3 13.1 3.9 1.7 14.0 0.0 0.0 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 22,373 : : Positions : : 8,698 14,397 10,284 4,039 840 1,141 1,380 266 0 103 12 : : : : Changes from: October 11, 2022 : : 825 165 -480 0 -20 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 64.3 46.0 18.1 3.8 5.1 6.2 1.2 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 16,693 : : Positions : : 6,602 9,786 7,606 1,317 1,265 0 3,090 140 84 0 0 : : : : Changes from: October 11, 2022 : : -18 -678 -600 -120 0 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 58.6 45.6 7.9 7.6 0.0 18.5 0.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 84,248 : : Positions : : 32,332 36,081 29,365 26,872 4,459 0 1,100 0 4,235 1,896 0 : : : : Changes from: October 11, 2022 : : 1,472 737 180 920 65 0 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 42.8 34.9 31.9 5.3 0.0 1.3 0.0 5.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 . 5 7 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 82,637 : : Positions : : 32,337 36,072 24,226 26,491 4,253 0 511 264 7,625 1,271 0 : : : : Changes from: October 11, 2022 : : 1,339 1,704 180 1,420 65 0 0 0 1,565 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 43.7 29.3 32.1 5.1 0.0 0.6 0.3 9.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 4 5 7 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 26,974 : : Positions : : 15,710 13,720 3,695 4,150 679 0 1,925 15 1,025 805 265 : : : : Changes from: October 11, 2022 : : 1,880 1,650 -1,340 110 300 0 0 0 975 95 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 50.9 13.7 15.4 2.5 0.0 7.1 0.1 3.8 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 7 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 26,974 : : Positions : : 15,745 13,660 3,600 4,150 679 0 1,925 15 1,025 805 265 : : : : Changes from: October 11, 2022 : : 1,880 1,650 -1,340 110 300 0 0 0 975 95 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 50.6 13.3 15.4 2.5 0.0 7.1 0.1 3.8 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 6 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 22,139 : : Positions : : 19,210 3,355 795 14,179 1,720 0 0 0 0 2,800 0 : : : : Changes from: October 11, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 15.2 3.6 64.0 7.8 0.0 0.0 0.0 0.0 12.6 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 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,949 : : Positions : : 18,215 2,615 765 13,884 1,505 0 0 0 50 2,800 0 : : : : Changes from: October 11, 2022 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 12.5 3.7 66.3 7.2 0.0 0.0 0.0 0.2 13.4 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 18, 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 26,329 : : Positions : : 18,360 13,160 526 9,365 786 0 180 0 4,134 335 75 : : : : Changes from: October 11, 2022 : : 5 30 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 50.0 2.0 35.6 3.0 0.0 0.7 0.0 15.7 1.3 0.3 : : : : 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 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 22,421 : : Positions : : 14,934 12,545 737 6,069 1,551 0 105 0 3,253 225 50 : : : : Changes from: October 11, 2022 : : 5 30 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 56.0 3.3 27.1 6.9 0.0 0.5 0.0 14.5 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 6 . 6 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 41,388 : : Positions : : 8,539 27,985 26,176 9,524 440 0 0 0 2,620 0 50 : : : : Changes from: October 11, 2022 : : -50 0 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 67.6 63.2 23.0 1.1 0.0 0.0 0.0 6.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 4 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 45,721 : : Positions : : 7,918 29,524 30,670 7,975 715 300 589 0 2,490 3,000 275 : : : : Changes from: October 11, 2022 : : 509 49 420 -500 0 0 0 0 -200 1,300 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 64.6 67.1 17.4 1.6 0.7 1.3 0.0 5.4 6.6 0.6 : : : : 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 18, 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 61,399 : : Positions : : 23,547 50,480 30,938 5,010 1,834 0 425 350 2,100 1,090 390 : : : : Changes from: October 11, 2022 : : -50 115 165 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 82.2 50.4 8.2 3.0 0.0 0.7 0.6 3.4 1.8 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 18, 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 57,598 : : Positions : : 19,923 46,115 31,052 5,040 1,869 0 475 300 1,885 1,635 440 : : : : Changes from: October 11, 2022 : : -75 90 165 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 80.1 53.9 8.8 3.2 0.0 0.8 0.5 3.3 2.8 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 18, 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 19,295 : : Positions : : 15,492 3,785 0 11,807 1,138 0 0 0 0 840 15 : : : : Changes from: October 11, 2022 : : 700 -780 -658 1,157 290 0 0 0 0 20 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 19.6 0.0 61.2 5.9 0.0 0.0 0.0 0.0 4.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 18,056 : : Positions : : 15,022 2,565 0 12,682 748 0 0 0 0 665 50 : : : : Changes from: October 11, 2022 : : 900 -460 0 1,600 -183 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 14.2 0.0 70.2 4.1 0.0 0.0 0.0 0.0 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 39,620 : : Positions : : 20,311 16,475 2,419 9,333 8,392 2,430 0 0 1,298 780 495 : : : : Changes from: October 11, 2022 : : 155 285 0 -102 52 0 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 41.6 6.1 23.6 21.2 6.1 0.0 0.0 3.3 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 38,630 : : Positions : : 20,080 14,805 2,220 10,413 8,670 2,430 0 0 1,248 810 490 : : : : Changes from: October 11, 2022 : : 145 325 0 -152 155 0 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 38.3 5.7 27.0 22.4 6.3 0.0 0.0 3.2 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 . 6 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 49,433 : : Positions : : 32,010 22,358 2,265 19,535 1,075 2,090 100 75 6,286 670 215 : : : : Changes from: October 11, 2022 : : -25 0 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 45.2 4.6 39.5 2.2 4.2 0.2 0.2 12.7 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 9 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 42,760 : : Positions : : 28,097 19,956 2,165 17,117 1,000 2,430 100 70 5,418 830 120 : : : : Changes from: October 11, 2022 : : 50 25 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 46.7 5.1 40.0 2.3 5.7 0.2 0.2 12.7 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 9 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 212,338 : : Positions : : 109,101 106,372 36,688 21,096 12,386 150 7,585 180 5,329 16,100 155 : : : : Changes from: October 11, 2022 : : 1,749 3,424 -455 -3,078 1,418 0 0 0 380 1,188 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 50.1 17.3 9.9 5.8 0.1 3.6 0.1 2.5 7.6 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 26 4 5 9 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 194,869 : : Positions : : 99,702 98,378 28,614 14,509 16,230 200 6,170 30 4,865 14,209 180 : : : : Changes from: October 11, 2022 : : 1,573 3,373 275 -2,313 595 0 0 0 490 1,188 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 50.5 14.7 7.4 8.3 0.1 3.2 0.0 2.5 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 4 4 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 24,635 : : Positions : : 14,000 19,260 3,975 75 1,455 625 0 0 555 0 0 : : : : Changes from: October 11, 2022 : : -185 835 520 -20 -510 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 78.2 16.1 0.3 5.9 2.5 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 48,206 : : Positions : : 25,294 23,310 8,814 9,283 6,759 0 925 0 0 180 70 : : : : Changes from: October 11, 2022 : : 175 1,200 1,150 0 -376 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 48.4 18.3 19.3 14.0 0.0 1.9 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 4 6 9 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 47,096 : : Positions : : 21,090 23,213 8,850 5,713 8,317 0 464 525 0 80 70 : : : : Changes from: October 11, 2022 : : 180 1,105 1,050 0 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 49.3 18.8 12.1 17.7 0.0 1.0 1.1 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 4 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 35,245 : : Positions : : 15,260 22,065 10,040 0 5,194 0 2,450 100 75 700 0 : : : : Changes from: October 11, 2022 : : 600 300 300 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 62.6 28.5 0.0 14.7 0.0 7.0 0.3 0.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 7 0 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 34,507 : : Positions : : 15,504 20,500 9,097 300 3,976 0 2,886 0 75 990 0 : : : : Changes from: October 11, 2022 : : 600 -75 0 0 225 0 -75 0 0 750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 59.4 26.4 0.9 11.5 0.0 8.4 0.0 0.2 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 197,350 : : Positions : : 94,759 102,125 27,835 30,581 17,497 2,090 210 2,255 8,812 660 460 : : : : Changes from: October 11, 2022 : : -92 -1,507 810 1,895 310 -180 20 160 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 51.7 14.1 15.5 8.9 1.1 0.1 1.1 4.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 27 5 5 10 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 173,595 : : Positions : : 79,402 108,348 19,209 8,500 14,238 2,820 1,170 595 17,320 838 4,375 : : : : Changes from: October 11, 2022 : : 1,964 -1,611 760 2,015 -271 0 255 -75 -2,040 25 1,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 62.4 11.1 4.9 8.2 1.6 0.7 0.3 10.0 0.5 2.5 : : : : 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 18, 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.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 93,500 : : Positions : : 43,705 55,550 21,450 15,015 8,750 2,865 0 50 2,695 150 55 : : : : Changes from: October 11, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 59.4 22.9 16.1 9.4 3.1 0.0 0.1 2.9 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 4 4 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 21, 2022