Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 27,908 : : Positions : : 20,838 24,792 3,333 320 2,408 880 183 150 84 0 35 : : : : Changes from: October 18, 2022 : : 253 171 -45 150 -16 5 85 0 33 -120 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 88.8 11.9 1.1 8.6 3.2 0.7 0.5 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 20,662 : : Positions : : 16,123 15,635 700 3,351 1,596 1,685 0 50 418 0 30 : : : : Changes from: October 18, 2022 : : 600 202 -55 620 25 90 0 0 190 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 75.7 3.4 16.2 7.7 8.2 0.0 0.2 2.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 214,808 : : Positions : : 98,624 169,429 20,590 10,730 17,779 25,429 1,389 7,076 43,783 6,994 1,042 : : : : Changes from: October 18, 2022 : : 2,173 -120 572 799 957 -697 829 2,007 -211 100 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 78.9 9.6 5.0 8.3 11.8 0.6 3.3 20.4 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 73 : : 29 33 5 4 8 7 6 6 7 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 73,453 : : Positions : : 59,878 53,210 5,528 8,427 3,095 1,449 6,802 491 1,462 89 1,199 : : : : Changes from: October 18, 2022 : : 1,311 49 330 468 -65 -792 310 132 -12 -35 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 72.4 7.5 11.5 4.2 2.0 9.3 0.7 2.0 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 15 . . 4 . 7 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 55,753 : : Positions : : 46,771 42,786 5,875 2,778 2,266 300 5,326 72 60 2,320 205 : : : : Changes from: October 18, 2022 : : 375 25 100 300 -90 0 100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 76.7 10.5 5.0 4.1 0.5 9.6 0.1 0.1 4.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 50,513 : : Positions : : 33,637 25,728 7,377 15,404 3,942 3,007 70 1,560 65 3,345 284 : : : : Changes from: October 18, 2022 : : 445 8 -253 308 -577 0 0 0 60 -50 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 50.9 14.6 30.5 7.8 6.0 0.1 3.1 0.1 6.6 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 61,142 : : Positions : : 45,549 29,653 4,423 14,713 7,958 0 3,755 1,575 180 2,478 660 : : : : Changes from: October 18, 2022 : : 1,471 1,137 -5 -408 213 0 1,005 0 0 -123 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 48.5 7.2 24.1 13.0 0.0 6.1 2.6 0.3 4.1 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 7 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 65,430 : : Positions : : 42,332 26,523 19,283 25,604 2,840 0 300 0 595 10,024 29 : : : : Changes from: October 18, 2022 : : 582 184 385 400 120 0 0 0 -312 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 40.5 29.5 39.1 4.3 0.0 0.5 0.0 0.9 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 20 4 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 80,846 : : Positions : : 53,731 32,377 22,279 34,241 3,153 0 0 0 1,227 10,649 16 : : : : Changes from: October 18, 2022 : : 838 1,381 974 130 507 0 0 0 -301 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 40.0 27.6 42.4 3.9 0.0 0.0 0.0 1.5 13.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 5 4 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 34,310 : : Positions : : 24,377 32,784 8,825 25 856 0 0 0 0 340 0 : : : : Changes from: October 18, 2022 : : 20 -60 -80 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 95.6 25.7 0.1 2.5 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 37,708 : : Positions : : 29,709 30,444 2,248 1,688 5,570 0 0 0 25 0 0 : : : : Changes from: October 18, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 80.7 6.0 4.5 14.8 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 43,395 : : Positions : : 36,450 22,251 3,238 6,185 3,230 338 9,225 109 0 2,365 30 : : : : Changes from: October 18, 2022 : : 460 -130 -385 105 190 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 51.3 7.5 14.3 7.4 0.8 21.3 0.3 0.0 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 39,428 : : Positions : : 34,075 18,931 1,083 6,940 3,940 200 9,275 100 0 100 0 : : : : Changes from: October 18, 2022 : : 525 -65 0 490 -30 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 48.0 2.7 17.6 10.0 0.5 23.5 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 150,689 : : Positions : : 71,286 86,106 30,122 32,125 19,519 15,464 231 4,863 4,957 4,435 3,255 : : : : Changes from: October 18, 2022 : : -1,804 -1,359 -1,728 -454 -74 303 87 -84 241 -765 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 57.1 20.0 21.3 13.0 10.3 0.2 3.2 3.3 2.9 2.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 34 . 4 6 6 . 5 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 30,839 : : Positions : : 21,311 14,144 5,315 10,842 3,583 0 0 0 0 2,148 0 : : : : Changes from: October 18, 2022 : : 130 58 -25 0 -600 0 0 0 0 48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 45.9 17.2 35.2 11.6 0.0 0.0 0.0 0.0 7.0 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 25, 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 28,316 : : Positions : : 18,159 14,142 6,665 9,042 2,862 0 0 0 0 2,148 0 : : : : Changes from: October 18, 2022 : : 55 -17 -25 0 -600 0 0 0 0 48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 49.9 23.5 31.9 10.1 0.0 0.0 0.0 0.0 7.6 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 25, 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 49,839 : : Positions : : 20,756 31,940 23,173 3,056 5,844 0 8,284 25 0 650 0 : : : : Changes from: October 18, 2022 : : 88 400 2 -310 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 64.1 46.5 6.1 11.7 0.0 16.6 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 25, 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 45,347 : : Positions : : 20,884 29,643 17,812 165 6,590 0 8,284 25 0 600 0 : : : : Changes from: October 18, 2022 : : 88 400 312 0 82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 65.4 39.3 0.4 14.5 0.0 18.3 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 25, 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 107,803 : : Positions : : 45,075 68,618 30,500 27,182 10,239 15,321 200 257 4,870 450 205 : : : : Changes from: October 18, 2022 : : 484 530 -252 -349 -283 0 0 0 -52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 63.7 28.3 25.2 9.5 14.2 0.2 0.2 4.5 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 25, 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 41,461 : : Positions : : 29,315 39,727 10,612 0 1,089 0 0 0 60 270 65 : : : : Changes from: October 18, 2022 : : 475 295 -180 0 112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 95.8 25.6 0.0 2.6 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 25, 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 50,152 : : Positions : : 38,490 43,386 5,746 1,356 4,781 160 0 250 0 150 0 : : : : Changes from: October 18, 2022 : : 498 584 192 0 -194 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 86.5 11.5 2.7 9.5 0.3 0.0 0.5 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 42,833 : : Positions : : 24,125 38,518 14,307 1,469 2,085 300 300 0 1,627 100 6 : : : : Changes from: October 18, 2022 : : 572 682 155 50 -5 0 0 0 55 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 89.9 33.4 3.4 4.9 0.7 0.7 0.0 3.8 0.2 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 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 46,155 : : Positions : : 22,717 42,821 20,537 1,741 786 0 242 0 1,810 200 0 : : : : Changes from: October 18, 2022 : : 579 397 -33 75 33 0 5 0 90 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 92.8 44.5 3.8 1.7 0.0 0.5 0.0 3.9 0.4 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 25, 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 69,828 : : Positions : : 59,260 53,140 7,889 10,930 1,178 115 1,007 70 688 3,082 209 : : : : Changes from: October 18, 2022 : : 507 659 44 -111 1 0 87 0 144 50 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 76.1 11.3 15.7 1.7 0.2 1.4 0.1 1.0 4.4 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 86,355 : : Positions : : 73,474 66,913 6,892 12,215 2,158 1,058 267 507 1,512 3,849 187 : : : : Changes from: October 18, 2022 : : 1,925 923 -82 -345 25 -700 -60 373 -509 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 77.5 8.0 14.1 2.5 1.2 0.3 0.6 1.8 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 24 4 4 4 . 6 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 47,597 : : Positions : : 31,146 34,668 14,214 9,520 589 446 233 817 70 1,695 75 : : : : Changes from: October 18, 2022 : : 350 70 -160 -45 90 -175 25 175 10 -25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 72.8 29.9 20.0 1.2 0.9 0.5 1.7 0.1 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 48,099 : : Positions : : 35,068 36,904 12,191 7,990 80 0 725 0 0 1,790 610 : : : : Changes from: October 18, 2022 : : 175 50 -25 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 76.7 25.3 16.6 0.2 0.0 1.5 0.0 0.0 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 44,915 : : Positions : : 32,745 30,286 2,124 10,187 2,292 6,130 0 1,090 100 220 5 : : : : Changes from: October 18, 2022 : : 447 423 -52 30 107 0 0 0 50 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 67.4 4.7 22.7 5.1 13.6 0.0 2.4 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 4 . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 38,314 : : Positions : : 29,518 24,368 2,169 7,388 3,514 40 495 2,048 200 76 0 : : : : Changes from: October 18, 2022 : : 24 60 0 19 -6 5 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 63.6 5.7 19.3 9.2 0.1 1.3 5.3 0.5 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 25, 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 34,113 : : Positions : : 29,474 30,697 2,551 2,137 645 615 103 154 0 0 0 : : : : Changes from: October 18, 2022 : : 3,057 2,908 -44 -20 1 -132 28 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 90.0 7.5 6.3 1.9 1.8 0.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,717 : : Positions : : 22,426 23,277 1,497 927 395 75 0 0 0 0 0 : : : : Changes from: October 18, 2022 : : 2,833 2,981 -5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 94.2 6.1 3.8 1.6 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 29,317 : : Positions : : 22,162 23,481 3,738 938 2,308 67 2,193 237 230 0 0 : : : : Changes from: October 18, 2022 : : 834 1,705 127 -470 153 34 -281 39 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 80.1 12.8 3.2 7.9 0.2 7.5 0.8 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 5 . 6 . 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,332 : : Positions : : 14,021 17,611 3,028 282 1,250 1,308 526 200 0 46 36 : : : : Changes from: October 18, 2022 : : -708 -672 11 14 -3 -12 -35 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 86.6 14.9 1.4 6.1 6.4 2.6 1.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 13,713 : : Positions : : 3,915 12,743 7,812 0 570 350 0 400 590 0 0 : : : : Changes from: October 18, 2022 : : 55 180 -70 0 0 215 -55 55 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 92.9 57.0 0.0 4.2 2.6 0.0 2.9 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 5 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 13,026 : : Positions : : 5,334 12,345 7,126 0 0 0 625 50 504 0 6 : : : : Changes from: October 18, 2022 : : 55 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 94.8 54.7 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 25, 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 20,550 : : Positions : : 9,079 17,154 8,812 1,085 2,196 0 50 0 80 0 0 : : : : Changes from: October 18, 2022 : : -5 45 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 83.5 42.9 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 25, 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 44,901 : : Positions : : 15,806 19,825 24,736 22,990 1,711 0 175 0 2,035 0 0 : : : : Changes from: October 18, 2022 : : -78 -478 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 44.2 55.1 51.2 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 25, 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 47,667 : : Positions : : 17,226 19,428 26,346 26,240 1,624 0 175 0 1,960 0 0 : : : : Changes from: October 18, 2022 : : 117 -283 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 40.8 55.3 55.0 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 25, 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 87,620 : : Positions : : 68,410 61,764 2,022 16,108 8,308 255 0 120 7,385 701 323 : : : : Changes from: October 18, 2022 : : 316 3,079 -135 -2,442 338 0 0 0 578 80 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 70.5 2.3 18.4 9.5 0.3 0.0 0.1 8.4 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 29 . 6 7 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 88,264 : : Positions : : 67,680 58,029 1,541 20,751 7,621 1,048 184 246 9,326 728 208 : : : : Changes from: October 18, 2022 : : -851 2,567 -347 -3,252 869 0 25 0 960 60 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 65.7 1.7 23.5 8.6 1.2 0.2 0.3 10.6 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 30 . 7 7 4 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 657,149 : : Positions : : 367,974 436,586 31,046 8,939 113,417 13,717 7,018 58,694 42,013 2,642 29,370 : : : : Changes from: October 18, 2022 : : -431 -2,403 289 1,253 -1,234 547 -1,724 -724 -1,688 1,614 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 66.4 4.7 1.4 17.3 2.1 1.1 8.9 6.4 0.4 4.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 40 40 4 6 10 7 14 14 14 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,816 : : Positions : : 19,385 11,623 177 11,319 1,834 420 0 40 2,357 0 0 : : : : Changes from: October 18, 2022 : : -15 -275 0 300 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 46.8 0.7 45.6 7.4 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 25, 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 23,100 : : Positions : : 17,581 13,156 1,412 8,168 1,761 150 0 15 1,793 0 0 : : : : Changes from: October 18, 2022 : : 0 -260 0 300 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 57.0 6.1 35.4 7.6 0.6 0.0 0.1 7.8 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 25, 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 64,263 : : Positions : : 45,078 43,187 6,827 4,327 5,588 1,099 4,360 2,240 452 1,940 2,588 : : : : Changes from: October 18, 2022 : : -83 -404 -640 0 495 0 -325 315 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 67.2 10.6 6.7 8.7 1.7 6.8 3.5 0.7 3.0 4.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 52,045 : : Positions : : 30,759 33,064 8,865 1,865 8,381 1,300 8,215 0 2,275 0 300 : : : : Changes from: October 18, 2022 : : 186 65 100 210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.5 17.0 3.6 16.1 2.5 15.8 0.0 4.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 86,117 : : Positions : : 60,089 55,502 17,630 22,861 1,652 365 0 270 876 587 0 : : : : Changes from: October 18, 2022 : : 125 305 0 -180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 64.4 20.5 26.5 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 25, 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 69,549 : : Positions : : 48,341 39,691 13,833 22,990 1,233 0 0 0 873 411 0 : : : : Changes from: October 18, 2022 : : -260 40 0 -240 0 0 0 0 68 8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 57.1 19.9 33.1 1.8 0.0 0.0 0.0 1.3 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 25, 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 21,829 : : Positions : : 12,776 17,392 2,600 735 820 2,860 0 0 320 0 10 : : : : Changes from: October 18, 2022 : : -60 10 70 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 79.7 11.9 3.4 3.8 13.1 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 25, 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 20,524 : : Positions : : 12,316 17,204 2,800 795 345 2,860 0 0 190 0 40 : : : : Changes from: October 18, 2022 : : -120 0 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 83.8 13.6 3.9 1.7 13.9 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 25, 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 23,653 : : Positions : : 11,109 14,611 8,369 3,919 1,050 1,451 1,800 216 100 115 0 : : : : Changes from: October 18, 2022 : : 2,411 214 -1,915 -120 210 310 420 -50 100 12 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 61.8 35.4 16.6 4.4 6.1 7.6 0.9 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 18,162 : : Positions : : 9,048 10,712 5,971 1,197 1,427 0 3,100 140 184 0 0 : : : : Changes from: October 18, 2022 : : 2,446 926 -1,635 -120 162 0 10 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 59.0 32.9 6.6 7.9 0.0 17.1 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 16,611 : : Positions : : 9,965 12,710 2,436 712 953 1,545 825 255 0 100 0 : : : : Changes from: October 18, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 76.5 14.7 4.3 5.7 9.3 5.0 1.5 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 5 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 84,639 : : Positions : : 33,258 36,018 28,336 26,872 4,459 0 1,100 0 4,275 1,896 0 : : : : Changes from: October 18, 2022 : : 926 -63 -1,029 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 42.6 33.5 31.7 5.3 0.0 1.3 0.0 5.1 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . 5 7 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 83,611 : : Positions : : 33,051 37,017 23,807 26,191 4,253 0 511 264 7,975 1,271 0 : : : : Changes from: October 18, 2022 : : 714 945 -419 -300 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 44.3 28.5 31.3 5.1 0.0 0.6 0.3 9.5 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 17 4 5 7 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 27,169 : : Positions : : 15,905 13,780 3,695 4,250 679 0 1,925 15 1,025 840 265 : : : : Changes from: October 18, 2022 : : 195 60 0 100 0 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 50.7 13.6 15.6 2.5 0.0 7.1 0.1 3.8 3.1 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 25, 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 27,134 : : Positions : : 15,905 13,720 3,600 4,250 679 0 1,925 15 1,025 805 265 : : : : Changes from: October 18, 2022 : : 160 60 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 50.6 13.3 15.7 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 25, 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 18, 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 25, 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 18, 2022 : : 0 0 0 0 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 25, 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 18, 2022 : : 0 0 0 0 0 0 0 0 0 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 25, 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 18, 2022 : : 0 0 0 0 0 0 0 0 0 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 25, 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 41,338 : : Positions : : 8,489 27,935 26,169 9,524 440 0 0 0 2,620 0 50 : : : : Changes from: October 18, 2022 : : -50 -50 -7 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 67.6 63.3 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 25, 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 45,954 : : Positions : : 8,348 29,584 30,593 7,925 715 300 589 0 2,490 3,350 275 : : : : Changes from: October 18, 2022 : : 430 60 -77 -50 0 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 64.4 66.6 17.2 1.6 0.7 1.3 0.0 5.4 7.3 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 25, 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 62,584 : : Positions : : 24,732 51,665 30,938 5,010 1,834 0 425 350 2,100 1,090 390 : : : : Changes from: October 18, 2022 : : 1,185 1,185 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 82.6 49.4 8.0 2.9 0.0 0.7 0.6 3.4 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 25, 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 58,418 : : Positions : : 20,743 46,935 31,052 5,040 1,869 0 475 300 1,885 1,635 440 : : : : Changes from: October 18, 2022 : : 820 820 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 80.3 53.2 8.6 3.2 0.0 0.8 0.5 3.2 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 25, 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 19,475 : : Positions : : 15,672 3,785 0 11,987 1,138 0 0 0 0 840 15 : : : : Changes from: October 18, 2022 : : 180 0 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 19.4 0.0 61.6 5.8 0.0 0.0 0.0 0.0 4.3 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 25, 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 18, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 25, 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 : : 20,341 16,475 2,419 9,333 8,392 2,430 0 0 1,268 780 495 : : : : Changes from: October 18, 2022 : : 30 0 0 0 0 0 0 0 -30 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 3.2 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 25, 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 38,585 : : Positions : : 20,065 14,790 2,220 10,383 8,700 2,430 0 0 1,218 810 490 : : : : Changes from: October 18, 2022 : : -15 -15 0 -30 30 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 38.3 5.8 26.9 22.5 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 25, 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 49,488 : : Positions : : 32,130 22,358 2,265 19,255 1,105 1,740 100 410 6,286 720 165 : : : : Changes from: October 18, 2022 : : 120 0 0 -280 30 -350 0 335 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 45.2 4.6 38.9 2.2 3.5 0.2 0.8 12.7 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 9 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 42,170 : : Positions : : 27,527 20,516 2,165 15,887 1,180 2,080 100 70 5,718 880 70 : : : : Changes from: October 18, 2022 : : -570 560 0 -1,230 180 -350 0 0 300 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 48.7 5.1 37.7 2.8 4.9 0.2 0.2 13.6 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 9 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 214,210 : : Positions : : 106,626 108,135 34,966 15,786 15,036 150 7,410 430 5,804 16,100 155 : : : : Changes from: October 18, 2022 : : -2,475 1,763 -1,722 -5,310 2,650 0 -175 250 475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 50.5 16.3 7.4 7.0 0.1 3.5 0.2 2.7 7.5 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 5 4 9 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 196,926 : : Positions : : 99,011 99,802 27,466 11,561 17,545 200 5,995 30 5,305 14,509 160 : : : : Changes from: October 18, 2022 : : -691 1,424 -1,148 -2,948 1,315 0 -175 0 440 300 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 50.7 13.9 5.9 8.9 0.1 3.0 0.0 2.7 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . 6 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,505 : : Positions : : 14,100 19,660 4,275 75 1,255 625 0 0 555 0 0 : : : : Changes from: October 18, 2022 : : 100 400 300 0 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 80.2 17.4 0.3 5.1 2.6 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 25, 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 48,526 : : Positions : : 26,549 23,845 7,614 8,803 7,024 0 925 0 0 180 70 : : : : Changes from: October 18, 2022 : : 1,255 535 -1,200 -480 265 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 49.1 15.7 18.1 14.5 0.0 1.9 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 4 6 9 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 48,606 : : Positions : : 22,600 23,978 7,230 5,138 9,637 0 464 525 300 80 70 : : : : Changes from: October 18, 2022 : : 1,510 765 -1,620 -575 1,320 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 49.3 14.9 10.6 19.8 0.0 1.0 1.1 0.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 4 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 35,220 : : Positions : : 15,235 22,040 10,040 0 5,194 0 2,450 100 75 700 0 : : : : Changes from: October 18, 2022 : : -25 -25 0 0 0 0 0 0 0 0 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 25, 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 34,837 : : Positions : : 15,514 20,580 9,167 300 4,226 0 2,886 0 75 990 0 : : : : Changes from: October 18, 2022 : : 10 80 70 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 59.1 26.3 0.9 12.1 0.0 8.3 0.0 0.2 2.8 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 25, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 199,135 : : Positions : : 96,889 101,417 24,380 29,494 18,272 2,030 200 2,265 8,802 1,370 460 : : : : Changes from: October 18, 2022 : : 2,130 -708 -3,455 -1,087 775 -60 -10 10 -10 710 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 50.9 12.2 14.8 9.2 1.0 0.1 1.1 4.4 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 5 5 10 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 174,254 : : Positions : : 81,198 106,934 16,379 8,245 14,877 2,715 1,170 595 17,260 1,548 4,300 : : : : Changes from: October 18, 2022 : : 1,796 -1,414 -2,830 -255 639 -105 0 0 -60 710 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 61.4 9.4 4.7 8.5 1.6 0.7 0.3 9.9 0.9 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 27 6 . 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 95,230 : : Positions : : 44,985 57,470 21,670 15,115 8,870 2,865 0 50 3,245 0 205 : : : : Changes from: October 18, 2022 : : 1,280 1,920 220 100 120 0 0 0 550 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 60.3 22.8 15.9 9.3 3.0 0.0 0.1 3.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 4 4 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2022