Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 27,288 : : Positions : : 20,932 24,279 2,948 374 2,320 719 137 150 75 0 0 : : : : Changes from: November 8, 2022 : : 429 289 -34 80 -75 0 25 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 89.0 10.8 1.4 8.5 2.6 0.5 0.5 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 19,529 : : Positions : : 16,095 15,146 215 2,922 1,381 1,460 0 50 268 0 30 : : : : Changes from: November 8, 2022 : : 385 540 155 25 -45 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 77.6 1.1 15.0 7.1 7.5 0.0 0.3 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 213,761 : : Positions : : 108,714 159,232 19,199 8,664 21,581 22,763 4,894 6,896 27,604 5,414 6,303 : : : : Changes from: November 8, 2022 : : 507 -2,353 -773 -1,462 994 -1,416 1,025 630 -1,298 -382 907 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 74.5 9.0 4.1 10.1 10.6 2.3 3.2 12.9 2.5 2.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 29 30 5 4 8 7 5 7 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 76,685 : : Positions : : 63,361 56,540 4,858 8,057 3,679 577 5,907 1,202 1,247 95 1,095 : : : : Changes from: November 8, 2022 : : 1,639 2,003 120 -561 485 -75 205 0 -22 25 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 73.7 6.3 10.5 4.8 0.8 7.7 1.6 1.6 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 14 . . 4 . 6 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 59,002 : : Positions : : 47,980 44,749 6,380 2,899 1,908 684 5,898 948 60 1,970 630 : : : : Changes from: November 8, 2022 : : 300 930 855 75 -312 0 300 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.8 10.8 4.9 3.2 1.2 10.0 1.6 0.1 3.3 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 52,824 : : Positions : : 34,169 28,753 6,774 12,140 6,291 2,782 80 1,550 221 3,360 582 : : : : Changes from: November 8, 2022 : : 988 414 -25 -30 225 0 0 0 161 750 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 54.4 12.8 23.0 11.9 5.3 0.2 2.9 0.4 6.4 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 21 . 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 62,465 : : Positions : : 45,273 30,934 4,377 12,760 9,380 235 4,045 1,465 70 2,812 872 : : : : Changes from: November 8, 2022 : : 363 -569 182 374 -277 170 110 0 0 876 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 49.5 7.0 20.4 15.0 0.4 6.5 2.3 0.1 4.5 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 5 4 9 . 7 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 65,969 : : Positions : : 43,985 26,400 18,117 25,927 2,751 0 200 0 807 10,613 3 : : : : Changes from: November 8, 2022 : : 1,499 907 0 643 20 0 0 0 51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 40.0 27.5 39.3 4.2 0.0 0.3 0.0 1.2 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 20 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 83,767 : : Positions : : 55,561 34,580 23,236 34,466 3,151 0 0 0 1,413 11,175 0 : : : : Changes from: November 8, 2022 : : 1,441 1,331 220 360 160 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 41.3 27.7 41.1 3.8 0.0 0.0 0.0 1.7 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 20 5 4 7 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 34,327 : : Positions : : 24,684 32,779 8,423 25 968 0 0 0 0 270 0 : : : : Changes from: November 8, 2022 : : 295 145 -150 0 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 95.5 24.5 0.1 2.8 0.0 0.0 0.0 0.0 0.8 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 November 15, 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 36,154 : : Positions : : 28,256 30,320 3,500 1,288 4,240 0 0 0 0 300 0 : : : : Changes from: November 8, 2022 : : 200 300 250 0 -225 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 83.9 9.7 3.6 11.7 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 42,314 : : Positions : : 35,566 21,502 3,548 6,098 2,770 388 9,300 9 0 2,605 30 : : : : Changes from: November 8, 2022 : : 342 42 -150 0 0 150 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 50.8 8.4 14.4 6.5 0.9 22.0 0.0 0.0 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 38,176 : : Positions : : 33,358 18,154 1,113 6,915 3,425 250 9,150 0 0 400 0 : : : : Changes from: November 8, 2022 : : 229 -71 -150 0 0 150 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 47.6 2.9 18.1 9.0 0.7 24.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 151,650 : : Positions : : 67,859 84,486 32,426 28,201 22,713 15,812 368 4,566 3,755 7,504 3,674 : : : : Changes from: November 8, 2022 : : -819 3,326 2,376 -2,158 871 -34 122 -108 -871 -621 779 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 55.7 21.4 18.6 15.0 10.4 0.2 3.0 2.5 4.9 2.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 34 4 . 6 7 4 6 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 30,382 : : Positions : : 21,000 13,391 4,549 10,421 4,221 0 0 0 0 2,108 0 : : : : Changes from: November 8, 2022 : : 205 205 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 44.1 15.0 34.3 13.9 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 27,430 : : Positions : : 17,557 12,953 5,749 8,616 3,512 0 0 0 0 2,108 0 : : : : Changes from: November 8, 2022 : : 55 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 47.2 21.0 31.4 12.8 0.0 0.0 0.0 0.0 7.7 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 November 15, 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 49,461 : : Positions : : 19,585 31,576 25,851 3,157 4,005 0 8,159 0 0 2,450 0 : : : : Changes from: November 8, 2022 : : 15 -35 -21 29 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 63.8 52.3 6.4 8.1 0.0 16.5 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 46,132 : : Positions : : 19,803 29,164 20,316 500 5,776 0 8,159 0 0 2,400 0 : : : : Changes from: November 8, 2022 : : 0 -200 -403 0 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 63.2 44.0 1.1 12.5 0.0 17.7 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 111,500 : : Positions : : 44,256 68,723 31,793 24,495 12,920 15,071 250 132 6,137 3,920 205 : : : : Changes from: November 8, 2022 : : 849 4,549 495 -3,777 1,413 0 150 0 -450 -230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 61.6 28.5 22.0 11.6 13.5 0.2 0.1 5.5 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 4 . 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 40,069 : : Positions : : 28,184 38,692 10,628 0 868 0 0 0 25 165 50 : : : : Changes from: November 8, 2022 : : 295 150 -140 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 96.6 26.5 0.0 2.2 0.0 0.0 0.0 0.1 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 49,256 : : Positions : : 37,918 43,583 7,077 1,356 3,670 0 80 210 0 296 4 : : : : Changes from: November 8, 2022 : : 292 180 48 0 -43 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.5 14.4 2.8 7.5 0.0 0.2 0.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 45,928 : : Positions : : 28,019 41,739 13,692 1,270 2,134 200 200 0 1,584 50 0 : : : : Changes from: November 8, 2022 : : 2,505 2,505 0 0 0 0 0 0 120 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 90.9 29.8 2.8 4.6 0.4 0.4 0.0 3.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 48,249 : : Positions : : 25,742 45,015 19,702 1,845 744 0 0 0 1,759 150 0 : : : : Changes from: November 8, 2022 : : 1,212 1,197 -15 0 15 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 93.3 40.8 3.8 1.5 0.0 0.0 0.0 3.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 7 . 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 69,278 : : Positions : : 59,251 52,998 7,481 9,933 1,164 50 1,403 58 619 3,018 169 : : : : Changes from: November 8, 2022 : : 1,663 1,250 -380 -28 16 0 73 0 70 10 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 76.5 10.8 14.3 1.7 0.1 2.0 0.1 0.9 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 83,824 : : Positions : : 72,505 65,059 6,023 11,189 2,560 591 254 440 775 3,711 210 : : : : Changes from: November 8, 2022 : : 1,743 1,047 -797 -24 328 -72 38 10 32 17 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 77.6 7.2 13.3 3.1 0.7 0.3 0.5 0.9 4.4 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 25 4 5 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 45,915 : : Positions : : 30,090 32,892 13,739 8,931 373 75 606 1,293 35 1,735 85 : : : : Changes from: November 8, 2022 : : 105 55 -25 60 0 0 -10 135 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 71.6 29.9 19.5 0.8 0.2 1.3 2.8 0.1 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 46,833 : : Positions : : 34,369 35,308 11,669 8,175 50 0 1,100 0 0 1,600 600 : : : : Changes from: November 8, 2022 : : 85 -65 -75 -75 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 75.4 24.9 17.5 0.1 0.0 2.3 0.0 0.0 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 47,635 : : Positions : : 35,948 33,638 1,873 9,456 2,215 6,005 0 1,040 50 548 25 : : : : Changes from: November 8, 2022 : : 1,902 1,398 0 7 53 0 0 0 -13 485 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 70.6 3.9 19.9 4.6 12.6 0.0 2.2 0.1 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 42,096 : : Positions : : 33,133 27,677 1,992 6,691 3,641 212 379 2,128 150 1,260 1 : : : : Changes from: November 8, 2022 : : 1,060 58 -90 67 -29 212 -13 -62 0 1,070 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 65.7 4.7 15.9 8.6 0.5 0.9 5.1 0.4 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,586 : : Positions : : 8,143 12,824 4,470 122 174 468 82 0 0 0 0 : : : : Changes from: November 8, 2022 : : 292 303 -37 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 94.4 32.9 0.9 1.3 3.4 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 34,821 : : Positions : : 30,521 32,222 2,247 1,752 463 590 106 119 0 0 0 : : : : Changes from: November 8, 2022 : : 993 1,003 0 0 0 0 -10 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 92.5 6.5 5.0 1.3 1.7 0.3 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 26,511 : : Positions : : 24,356 25,238 1,516 872 199 50 142 0 0 0 0 : : : : Changes from: November 8, 2022 : : 793 795 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 95.2 5.7 3.3 0.8 0.2 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 31,242 : : Positions : : 24,585 25,338 3,481 1,237 1,927 0 2,317 257 290 0 0 : : : : Changes from: November 8, 2022 : : 841 904 27 -20 -17 0 63 81 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 81.1 11.1 4.0 6.2 0.0 7.4 0.8 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 17 5 . 6 0 5 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 20,985 : : Positions : : 15,516 18,335 2,345 269 1,237 1,053 457 260 0 20 36 : : : : Changes from: November 8, 2022 : : 877 610 15 55 0 0 107 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 87.4 11.2 1.3 5.9 5.0 2.2 1.2 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 13,262 : : Positions : : 3,956 12,133 7,672 0 570 105 5 545 345 0 0 : : : : Changes from: November 8, 2022 : : 78 -30 -105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 91.5 57.8 0.0 4.3 0.8 0.0 4.1 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 13 5 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 12,557 : : Positions : : 5,001 11,680 6,844 0 0 0 875 0 706 0 2 : : : : Changes from: November 8, 2022 : : 55 25 0 0 0 0 50 0 20 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 93.0 54.5 0.0 0.0 0.0 7.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 45,098 : : Positions : : 17,663 20,406 22,964 22,480 1,867 0 155 0 1,860 0 0 : : : : Changes from: November 8, 2022 : : 350 840 490 0 116 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 45.2 50.9 49.8 4.1 0.0 0.3 0.0 4.1 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 November 15, 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 47,624 : : Positions : : 19,630 20,058 24,214 25,680 1,731 0 155 0 1,790 0 0 : : : : Changes from: November 8, 2022 : : 380 840 460 0 63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 42.1 50.8 53.9 3.6 0.0 0.3 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 7 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 80,820 : : Positions : : 61,306 58,616 2,562 13,211 7,451 364 0 120 8,056 999 167 : : : : Changes from: November 8, 2022 : : -2,640 -2,514 73 306 -405 0 0 0 216 -121 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 72.5 3.2 16.3 9.2 0.5 0.0 0.1 10.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 27 . 6 8 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 84,379 : : Positions : : 61,804 55,976 3,827 16,459 7,150 656 210 220 9,996 3,977 181 : : : : Changes from: November 8, 2022 : : -2,995 -2,138 853 387 -560 104 30 0 185 -23 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 66.3 4.5 19.5 8.5 0.8 0.2 0.3 11.8 4.7 0.2 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 33 4 6 8 . . . 5 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 667,237 : : Positions : : 376,723 428,947 31,542 6,690 118,030 16,039 12,114 55,855 25,084 2,078 42,992 : : : : Changes from: November 8, 2022 : : 14 -912 615 532 1,029 -339 652 1,494 -789 -811 793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 64.3 4.7 1.0 17.7 2.4 1.8 8.4 3.8 0.3 6.4 : : : : Number of Traders in Each Category Total Traders: 107 : : 40 40 5 5 10 8 15 15 13 16 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 22,761 : : Positions : : 17,871 9,733 63 11,354 1,609 290 0 40 2,291 25 0 : : : : Changes from: November 8, 2022 : : -790 -1,490 -60 660 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 42.8 0.3 49.9 7.1 1.3 0.0 0.2 10.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 22,510 : : Positions : : 16,193 13,219 1,543 6,790 2,486 145 0 15 1,741 0 0 : : : : Changes from: November 8, 2022 : : -897 -997 -60 60 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 58.7 6.9 30.2 11.0 0.6 0.0 0.1 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 4 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 5,685 : : Positions : : 2,775 3,975 410 60 120 555 355 265 970 65 415 : : : : Changes from: November 8, 2022 : : 1,110 1,710 375 60 30 0 205 265 855 -45 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 69.9 7.2 1.1 2.1 9.8 6.2 4.7 17.1 1.1 7.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 61,934 : : Positions : : 43,340 42,393 7,016 3,656 5,069 1,099 4,114 2,175 400 2,048 2,440 : : : : Changes from: November 8, 2022 : : 214 682 610 0 -315 0 124 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 68.4 11.3 5.9 8.2 1.8 6.6 3.5 0.6 3.3 3.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 52,368 : : Positions : : 31,032 33,495 7,975 1,112 9,051 1,300 8,215 0 2,700 115 200 : : : : Changes from: November 8, 2022 : : 370 168 -400 2 110 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 64.0 15.2 2.1 17.3 2.5 15.7 0.0 5.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 86,956 : : Positions : : 60,920 55,086 16,784 23,281 1,567 435 0 200 931 576 0 : : : : Changes from: November 8, 2022 : : 1,416 1,836 665 245 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 63.3 19.3 26.8 1.8 0.5 0.0 0.2 1.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 4 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 70,173 : : Positions : : 49,207 39,884 13,577 23,380 1,133 0 0 0 908 356 0 : : : : Changes from: November 8, 2022 : : 1,515 1,925 655 245 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 56.8 19.3 33.3 1.6 0.0 0.0 0.0 1.3 0.5 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 November 15, 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 22,377 : : Positions : : 13,060 17,275 2,250 690 1,300 2,810 0 0 100 0 180 : : : : Changes from: November 8, 2022 : : -508 -83 600 -45 -295 -50 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 77.2 10.1 3.1 5.8 12.6 0.0 0.0 0.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 20,932 : : Positions : : 12,405 16,474 2,445 750 930 2,810 0 0 0 5 205 : : : : Changes from: November 8, 2022 : : -513 -387 650 -45 -80 -50 0 0 -20 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 78.7 11.7 3.6 4.4 13.4 0.0 0.0 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 21,637 : : Positions : : 12,254 12,448 5,440 3,511 1,374 1,281 2,565 191 100 116 0 : : : : Changes from: November 8, 2022 : : -80 -55 25 0 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 57.5 25.1 16.2 6.4 5.9 11.9 0.9 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 4 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 16,359 : : Positions : : 10,116 8,645 3,212 1,392 1,676 0 3,280 115 156 0 0 : : : : Changes from: November 8, 2022 : : -140 -110 0 -25 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 52.8 19.6 8.5 10.2 0.0 20.1 0.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 84,015 : : Positions : : 32,848 36,151 27,769 27,337 4,123 0 1,075 0 5,695 1,776 0 : : : : Changes from: November 8, 2022 : : -632 1,188 1,394 -226 276 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 43.0 33.1 32.5 4.9 0.0 1.3 0.0 6.8 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 5 7 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 85,993 : : Positions : : 33,487 40,990 23,642 23,926 5,748 0 599 176 9,395 1,196 0 : : : : Changes from: November 8, 2022 : : -144 4,876 1,578 -3,192 1,681 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 47.7 27.5 27.8 6.7 0.0 0.7 0.2 10.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 4 5 8 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 26,358 : : Positions : : 15,374 13,778 3,634 4,035 635 0 1,925 15 1,160 560 310 : : : : Changes from: November 8, 2022 : : 190 170 -70 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 52.3 13.8 15.3 2.4 0.0 7.3 0.1 4.4 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 7 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 26,323 : : Positions : : 15,374 13,713 3,534 4,035 635 0 1,925 15 1,160 525 330 : : : : Changes from: November 8, 2022 : : 190 170 -70 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 52.1 13.4 15.3 2.4 0.0 7.3 0.1 4.4 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 6 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 21,776 : : Positions : : 19,035 3,120 730 13,781 1,360 0 0 0 0 3,370 0 : : : : Changes from: November 8, 2022 : : 600 0 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 14.3 3.4 63.3 6.2 0.0 0.0 0.0 0.0 15.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 20,646 : : Positions : : 18,190 2,375 710 13,521 1,175 0 0 0 50 3,370 0 : : : : Changes from: November 8, 2022 : : 600 0 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 11.5 3.4 65.5 5.7 0.0 0.0 0.0 0.2 16.3 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 November 15, 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 25,306 : : Positions : : 17,720 12,645 514 9,095 718 0 70 0 4,026 480 50 : : : : Changes from: November 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 50.0 2.0 35.9 2.8 0.0 0.3 0.0 15.9 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 6 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 21,722 : : Positions : : 14,620 12,120 721 6,030 1,480 0 70 0 3,169 320 50 : : : : Changes from: November 8, 2022 : : 25 0 0 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 55.8 3.3 27.8 6.8 0.0 0.3 0.0 14.6 1.5 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 November 15, 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 39,957 : : Positions : : 8,084 26,878 24,745 9,176 485 0 0 0 3,190 0 10 : : : : Changes from: November 8, 2022 : : 320 340 -400 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 67.3 61.9 23.0 1.2 0.0 0.0 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 4 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 44,393 : : Positions : : 8,258 28,597 28,740 7,500 771 200 476 0 3,110 3,450 175 : : : : Changes from: November 8, 2022 : : 300 450 -220 0 0 0 0 0 600 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 64.4 64.7 16.9 1.7 0.5 1.1 0.0 7.0 7.8 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 17 6 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 60,369 : : Positions : : 22,734 50,115 30,846 4,300 2,019 0 400 350 1,800 915 385 : : : : Changes from: November 8, 2022 : : 12 30 318 150 0 0 250 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 83.0 51.1 7.1 3.3 0.0 0.7 0.6 3.0 1.5 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 November 15, 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 56,574 : : Positions : : 19,478 45,406 30,448 4,405 2,104 0 500 300 1,555 1,510 430 : : : : Changes from: November 8, 2022 : : 120 -385 -155 150 20 0 250 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.4 80.3 53.8 7.8 3.7 0.0 0.9 0.5 2.7 2.7 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 November 15, 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 19,393 : : Positions : : 15,470 2,810 0 12,885 993 0 0 0 0 895 15 : : : : Changes from: November 8, 2022 : : 105 0 0 105 0 0 0 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 14.5 0.0 66.4 5.1 0.0 0.0 0.0 0.0 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 18,265 : : Positions : : 15,136 1,925 0 13,416 798 0 0 0 0 745 50 : : : : Changes from: November 8, 2022 : : 105 0 0 105 0 0 0 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 10.5 0.0 73.5 4.4 0.0 0.0 0.0 0.0 4.1 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 39,688 : : Positions : : 21,494 17,475 2,460 9,242 8,836 2,320 0 0 1,178 855 490 : : : : Changes from: November 8, 2022 : : 778 395 -119 164 -21 0 0 0 35 135 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 44.0 6.2 23.3 22.3 5.8 0.0 0.0 3.0 2.2 1.2 : : : : 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 November 15, 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 38,946 : : Positions : : 21,135 16,221 2,460 9,938 9,115 2,320 0 0 994 820 510 : : : : Changes from: November 8, 2022 : : 785 321 0 305 -125 0 0 0 -99 60 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 41.6 6.3 25.5 23.4 6.0 0.0 0.0 2.6 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 November 15, 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 48,645 : : Positions : : 31,697 21,758 1,910 18,702 1,630 1,610 100 410 6,336 985 95 : : : : Changes from: November 8, 2022 : : 340 100 0 35 150 0 0 0 -30 175 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 44.7 3.9 38.4 3.4 3.3 0.2 0.8 13.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 9 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 41,922 : : Positions : : 27,110 19,997 1,885 15,284 1,555 2,050 100 0 6,107 1,675 35 : : : : Changes from: November 8, 2022 : : 230 125 0 110 -55 0 0 0 30 25 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 47.7 4.5 36.5 3.7 4.9 0.2 0.0 14.6 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 10 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 203,919 : : Positions : : 90,558 95,795 36,270 13,755 17,562 450 7,662 325 5,909 15,925 140 : : : : Changes from: November 8, 2022 : : -1,398 856 2,580 636 26 250 200 0 310 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 47.0 17.8 6.7 8.6 0.2 3.8 0.2 2.9 7.8 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 27 6 . 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 187,948 : : Positions : : 84,570 86,032 29,840 13,913 19,197 450 6,422 0 6,180 14,563 100 : : : : Changes from: November 8, 2022 : : 672 220 2,515 2,926 -110 250 450 0 210 51 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 45.8 15.9 7.4 10.2 0.2 3.4 0.0 3.3 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 26 . 5 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 23,435 : : Positions : : 14,335 18,795 3,325 50 1,400 450 0 0 555 0 0 : : : : Changes from: November 8, 2022 : : -275 -1,030 -710 0 -5 -175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 80.2 14.2 0.2 6.0 1.9 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 51,755 : : Positions : : 28,382 28,241 8,889 7,730 7,417 0 775 0 0 120 70 : : : : Changes from: November 8, 2022 : : 655 330 -325 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 54.6 17.2 14.9 14.3 0.0 1.5 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 7 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 53,874 : : Positions : : 27,005 28,329 6,795 4,875 10,889 0 551 525 470 50 50 : : : : Changes from: November 8, 2022 : : 2,965 -20 -2,785 200 1,925 0 150 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 52.6 12.6 9.0 20.2 0.0 1.0 1.0 0.9 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . 6 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 34,129 : : Positions : : 15,345 21,324 9,510 0 5,189 0 1,850 25 50 1,400 0 : : : : Changes from: November 8, 2022 : : 925 25 -50 0 100 0 -50 25 0 700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 62.5 27.9 0.0 15.2 0.0 5.4 0.1 0.1 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 7 0 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 33,638 : : Positions : : 14,831 19,725 8,823 310 4,149 0 2,049 100 50 1,800 0 : : : : Changes from: November 8, 2022 : : 525 -225 -230 0 280 0 -150 100 0 850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 58.6 26.2 0.9 12.3 0.0 6.1 0.3 0.1 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 5 . 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 195,475 : : Positions : : 101,375 93,699 23,076 35,072 18,998 1,832 820 1,680 3,838 590 1,760 : : : : Changes from: November 8, 2022 : : 2,329 -1,146 -1,155 2,550 510 -5 45 5 -500 -780 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 47.9 11.8 17.9 9.7 0.9 0.4 0.9 2.0 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 6 4 9 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 172,907 : : Positions : : 85,274 98,720 18,229 13,988 15,820 1,997 1,220 653 9,400 1,082 6,030 : : : : Changes from: November 8, 2022 : : 1,362 1,032 1,405 2,475 346 0 0 0 0 -750 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 57.1 10.5 8.1 9.1 1.2 0.7 0.4 5.4 0.6 3.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 5 4 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 99,160 : : Positions : : 50,515 58,075 22,260 18,005 8,225 2,710 100 0 2,695 2,000 505 : : : : Changes from: November 8, 2022 : : -175 -1,780 -485 -460 -50 -205 0 -50 0 1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 58.6 22.4 18.2 8.3 2.7 0.1 0.0 2.7 2.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 92,860 : : Positions : : 48,840 51,165 20,970 16,275 7,205 2,585 100 0 0 4,850 0 : : : : Changes from: November 8, 2022 : : -465 -1,315 -165 -670 -25 -255 0 0 0 1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 55.1 22.6 17.5 7.8 2.8 0.1 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 11,780 : : Positions : : 7,100 7,845 2,000 1,760 880 1,600 0 125 0 1,100 0 : : : : Changes from: November 8, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 66.6 17.0 14.9 7.5 13.6 0.0 1.1 0.0 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2022