Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 27,784 : : Positions : : 20,968 24,815 3,438 389 2,265 719 137 150 100 0 0 : : : : Changes from: November 15, 2022 : : 36 536 490 15 -55 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 89.3 12.4 1.4 8.2 2.6 0.5 0.5 0.4 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 22, 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 19,649 : : Positions : : 15,990 15,296 470 2,899 1,376 1,462 0 48 243 0 30 : : : : Changes from: November 15, 2022 : : -105 150 255 -23 -5 2 0 -2 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.8 2.4 14.8 7.0 7.4 0.0 0.2 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 214,478 : : Positions : : 108,512 160,717 19,594 8,923 21,548 23,441 1,570 7,161 25,523 5,833 7,996 : : : : Changes from: November 15, 2022 : : -202 1,485 395 259 -33 678 -3,324 265 -2,081 419 1,693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 74.9 9.1 4.2 10.0 10.9 0.7 3.3 11.9 2.7 3.7 : : : : Number of Traders in Each Category Total Traders: 71 : : 30 30 5 4 8 8 5 7 6 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 78,698 : : Positions : : 64,360 57,804 4,735 8,098 4,001 652 5,578 1,802 1,412 230 1,055 : : : : Changes from: November 15, 2022 : : 999 1,264 -123 41 322 75 -329 600 165 135 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 73.5 6.0 10.3 5.1 0.8 7.1 2.3 1.8 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 14 . . 4 . 6 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 60,217 : : Positions : : 47,605 45,929 6,795 2,759 2,108 684 5,898 948 475 1,385 1,190 : : : : Changes from: November 15, 2022 : : -375 1,180 415 -140 200 0 0 0 415 -585 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.3 11.3 4.6 3.5 1.1 9.8 1.6 0.8 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 53,666 : : Positions : : 35,151 28,841 6,566 12,112 6,338 2,782 80 1,550 234 4,084 578 : : : : Changes from: November 15, 2022 : : 982 88 -208 -28 47 0 0 0 13 724 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 53.7 12.2 22.6 11.8 5.2 0.1 2.9 0.4 7.6 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 4 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 63,541 : : Positions : : 46,348 31,557 4,472 13,349 9,146 317 3,895 1,470 70 2,998 883 : : : : Changes from: November 15, 2022 : : 1,075 623 95 589 -234 82 -150 5 0 186 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 49.7 7.0 21.0 14.4 0.5 6.1 2.3 0.1 4.7 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 5 4 9 . 6 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,691 : : Positions : : 44,712 26,408 18,142 26,317 2,764 0 200 0 747 10,913 14 : : : : Changes from: November 15, 2022 : : 727 8 25 390 13 0 0 0 -60 300 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 39.6 27.2 39.5 4.1 0.0 0.3 0.0 1.1 16.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 86,055 : : Positions : : 56,964 35,900 24,136 35,046 3,196 0 60 0 1,353 11,475 0 : : : : Changes from: November 15, 2022 : : 1,403 1,320 900 580 45 0 60 0 -60 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 41.7 28.0 40.7 3.7 0.0 0.1 0.0 1.6 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 5 4 7 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 35,553 : : Positions : : 25,549 34,175 8,963 25 788 0 0 0 0 270 0 : : : : Changes from: November 15, 2022 : : 865 1,396 540 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 96.1 25.2 0.1 2.2 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 22, 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 36,894 : : Positions : : 29,203 31,365 4,198 1,888 3,335 0 0 0 0 300 0 : : : : Changes from: November 15, 2022 : : 947 1,045 698 600 -905 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 85.0 11.4 5.1 9.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 44,168 : : Positions : : 35,699 22,341 4,043 5,923 3,960 388 9,300 9 0 2,605 30 : : : : Changes from: November 15, 2022 : : 133 839 495 -175 1,190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 50.6 9.2 13.4 9.0 0.9 21.1 0.0 0.0 5.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 40,296 : : Positions : : 33,333 18,429 3,108 8,610 3,575 250 9,150 0 0 400 0 : : : : Changes from: November 15, 2022 : : -25 275 1,995 1,695 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 45.7 7.7 21.4 8.9 0.6 22.7 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 22, 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 155,920 : : Positions : : 69,771 83,196 33,961 32,079 23,316 16,149 256 4,543 3,308 8,304 4,050 : : : : Changes from: November 15, 2022 : : 1,912 -1,290 1,535 3,878 603 337 -112 -22 -447 800 376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 53.4 21.8 20.6 15.0 10.4 0.2 2.9 2.1 5.3 2.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 34 . 5 6 7 . 6 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 32,000 : : Positions : : 20,758 15,249 6,589 10,421 3,981 0 0 0 0 2,108 0 : : : : Changes from: November 15, 2022 : : -242 1,858 2,040 0 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 47.7 20.6 32.6 12.4 0.0 0.0 0.0 0.0 6.6 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 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 29,347 : : Positions : : 17,614 15,110 7,789 8,616 3,272 0 0 0 0 2,108 0 : : : : Changes from: November 15, 2022 : : 57 2,157 2,040 0 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 51.5 26.5 29.4 11.1 0.0 0.0 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 50,400 : : Positions : : 19,709 32,500 26,251 2,757 4,420 0 8,159 0 0 2,450 0 : : : : Changes from: November 15, 2022 : : 124 924 400 -400 415 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 64.5 52.1 5.5 8.8 0.0 16.2 0.0 0.0 4.9 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 22, 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 46,579 : : Positions : : 20,022 29,583 20,566 500 5,790 0 8,159 0 0 2,400 0 : : : : Changes from: November 15, 2022 : : 219 419 250 0 14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 63.5 44.2 1.1 12.4 0.0 17.5 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 22, 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 115,884 : : Positions : : 47,147 68,374 33,720 29,012 12,570 15,071 250 132 5,437 3,920 807 : : : : Changes from: November 15, 2022 : : 2,891 -349 1,927 4,517 -350 0 0 0 -700 0 602 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 59.0 29.1 25.0 10.8 13.0 0.2 0.1 4.7 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 . 4 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 42,168 : : Positions : : 29,923 40,947 11,168 0 688 0 0 0 25 165 50 : : : : Changes from: November 15, 2022 : : 1,739 2,255 540 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 97.1 26.5 0.0 1.6 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 22, 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 49,903 : : Positions : : 37,928 44,356 7,826 1,356 3,278 0 80 210 0 378 4 : : : : Changes from: November 15, 2022 : : 10 773 749 0 -392 0 0 0 0 82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 88.9 15.7 2.7 6.6 0.0 0.2 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 45,966 : : Positions : : 28,057 41,727 13,642 1,270 2,184 200 200 0 1,584 50 0 : : : : Changes from: November 15, 2022 : : 38 -12 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 90.8 29.7 2.8 4.8 0.4 0.4 0.0 3.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 16 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 48,728 : : Positions : : 26,221 45,259 19,517 1,845 929 0 0 0 1,759 200 0 : : : : Changes from: November 15, 2022 : : 479 244 -185 0 185 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 92.9 40.1 3.8 1.9 0.0 0.0 0.0 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 7 . 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 71,804 : : Positions : : 60,991 55,876 8,281 9,556 974 50 1,518 58 836 3,093 138 : : : : Changes from: November 15, 2022 : : 1,740 2,878 800 -377 -190 0 115 0 217 75 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 77.8 11.5 13.3 1.4 0.1 2.1 0.1 1.2 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 86,447 : : Positions : : 74,350 68,433 6,968 10,773 2,310 468 181 495 945 3,679 147 : : : : Changes from: November 15, 2022 : : 1,845 3,374 945 -416 -250 -123 -73 55 170 -32 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 79.2 8.1 12.5 2.7 0.5 0.2 0.6 1.1 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 21 26 5 4 4 . 6 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 42,435 : : Positions : : 26,260 29,062 14,089 9,081 373 75 606 1,293 35 1,935 85 : : : : Changes from: November 15, 2022 : : -3,830 -3,830 350 150 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 68.5 33.2 21.4 0.9 0.2 1.4 3.0 0.1 4.6 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 42,123 : : Positions : : 29,584 30,588 11,744 8,235 50 0 1,100 0 0 1,550 600 : : : : Changes from: November 15, 2022 : : -4,785 -4,720 75 60 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 72.6 27.9 19.5 0.1 0.0 2.6 0.0 0.0 3.7 1.4 : : : : 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 22, 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 47,972 : : Positions : : 38,847 33,147 1,873 9,785 2,221 3,365 0 1,040 50 1,041 25 : : : : Changes from: November 15, 2022 : : 2,899 -491 0 329 6 -2,640 0 0 0 493 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 69.1 3.9 20.4 4.6 7.0 0.0 2.2 0.1 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 42,678 : : Positions : : 33,418 27,947 1,977 6,549 3,782 436 379 2,025 200 1,652 1 : : : : Changes from: November 15, 2022 : : 285 270 -15 -142 141 224 0 -103 50 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 65.5 4.6 15.3 8.9 1.0 0.9 4.7 0.5 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 14,195 : : Positions : : 8,455 13,366 4,620 122 186 468 82 0 0 0 0 : : : : Changes from: November 15, 2022 : : 312 542 150 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 94.2 32.5 0.9 1.3 3.3 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 22, 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 36,967 : : Positions : : 32,595 34,371 2,247 1,752 463 640 77 133 0 0 0 : : : : Changes from: November 15, 2022 : : 2,074 2,149 0 0 0 50 -29 14 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 93.0 6.1 4.7 1.3 1.7 0.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 28,306 : : Positions : : 26,150 27,033 1,526 872 199 50 142 0 0 0 0 : : : : Changes from: November 15, 2022 : : 1,794 1,795 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 95.5 5.4 3.1 0.7 0.2 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 32,017 : : Positions : : 25,229 26,184 3,760 1,195 1,883 0 2,306 257 235 0 0 : : : : Changes from: November 15, 2022 : : 644 846 279 -42 -44 0 -11 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 81.8 11.7 3.7 5.9 0.0 7.2 0.8 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 5 . 6 0 5 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,249 : : Positions : : 15,765 18,544 2,361 256 1,261 1,053 462 275 0 20 36 : : : : Changes from: November 15, 2022 : : 249 209 16 -13 24 0 5 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 87.3 11.1 1.2 5.9 5.0 2.2 1.3 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 13,505 : : Positions : : 4,279 12,348 7,667 0 570 105 5 545 245 0 25 : : : : Changes from: November 15, 2022 : : 323 215 -5 0 0 0 0 0 -100 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 91.4 56.8 0.0 4.2 0.8 0.0 4.0 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 5 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 12,862 : : Positions : : 5,151 11,985 6,894 0 0 0 875 0 811 0 2 : : : : Changes from: November 15, 2022 : : 150 305 50 0 0 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 93.2 53.6 0.0 0.0 0.0 6.8 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 46,118 : : Positions : : 19,048 21,326 22,474 22,480 1,967 0 155 0 1,885 0 0 : : : : Changes from: November 15, 2022 : : 1,385 920 -490 0 100 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 46.2 48.7 48.7 4.3 0.0 0.3 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 6 6 . 6 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 48,584 : : Positions : : 21,285 21,068 23,544 25,680 1,681 0 155 0 1,815 0 0 : : : : Changes from: November 15, 2022 : : 1,655 1,010 -670 0 -50 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 43.4 48.5 52.9 3.5 0.0 0.3 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 7 6 . 6 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 82,160 : : Positions : : 61,682 59,662 3,701 13,955 6,891 364 0 120 8,541 1,026 91 : : : : Changes from: November 15, 2022 : : 376 1,046 1,139 744 -560 0 0 0 485 27 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.6 4.5 17.0 8.4 0.4 0.0 0.1 10.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 27 . 6 7 . 0 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 86,423 : : Positions : : 62,098 57,608 5,011 17,084 6,698 676 180 220 11,142 4,249 88 : : : : Changes from: November 15, 2022 : : 294 1,632 1,184 625 -452 20 -30 0 1,146 272 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 66.7 5.8 19.8 7.8 0.8 0.2 0.3 12.9 4.9 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 31 4 6 7 . . . 5 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 675,666 : : Positions : : 381,995 435,527 29,389 7,042 121,347 18,516 9,786 55,338 24,624 3,040 43,119 : : : : Changes from: November 15, 2022 : : 5,272 6,580 -2,153 352 3,317 2,477 -2,328 -517 -460 962 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 64.5 4.3 1.0 18.0 2.7 1.4 8.2 3.6 0.4 6.4 : : : : Number of Traders in Each Category Total Traders: 103 : : 40 40 6 4 10 11 9 15 14 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 23,005 : : Positions : : 17,627 10,227 63 10,754 1,959 290 0 40 2,291 25 0 : : : : Changes from: November 15, 2022 : : -244 494 0 -600 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 44.5 0.3 46.7 8.5 1.3 0.0 0.2 10.0 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 22, 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 22,803 : : Positions : : 15,998 13,762 2,083 6,730 2,296 145 0 15 1,741 0 0 : : : : Changes from: November 15, 2022 : : -195 543 540 -60 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 60.4 9.1 29.5 10.1 0.6 0.0 0.1 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 4,500 : : Positions : : 1,865 3,050 480 90 10 580 175 135 640 55 465 : : : : Changes from: November 15, 2022 : : -910 -925 70 30 -110 25 -180 -130 -330 -10 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 67.8 10.7 2.0 0.2 12.9 3.9 3.0 14.2 1.2 10.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 62,066 : : Positions : : 43,502 42,544 6,855 3,544 5,171 1,099 4,129 2,180 400 2,048 2,440 : : : : Changes from: November 15, 2022 : : 162 151 -161 -112 102 0 15 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 68.5 11.0 5.7 8.3 1.8 6.7 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 22, 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 52,808 : : Positions : : 29,842 34,085 8,655 1,197 8,701 1,300 8,220 0 4,000 225 200 : : : : Changes from: November 15, 2022 : : -1,190 590 680 85 -350 0 5 0 1,300 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 64.5 16.4 2.3 16.5 2.5 15.6 0.0 7.6 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 89,053 : : Positions : : 62,293 55,864 17,014 24,106 1,779 435 0 200 931 576 0 : : : : Changes from: November 15, 2022 : : 1,373 778 230 825 212 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 62.7 19.1 27.1 2.0 0.5 0.0 0.2 1.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 71,652 : : Positions : : 50,343 40,270 13,827 24,380 1,187 0 0 0 908 356 0 : : : : Changes from: November 15, 2022 : : 1,136 386 250 1,000 54 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 56.2 19.3 34.0 1.7 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 22, 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 2,600 1,040 950 2,810 0 0 100 0 180 : : : : Changes from: November 15, 2022 : : 0 0 350 350 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 77.2 11.6 4.6 4.2 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 22, 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 2,795 1,100 580 2,810 0 0 0 5 205 : : : : Changes from: November 15, 2022 : : 0 0 350 350 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 78.7 13.4 5.3 2.8 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 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 23,777 : : Positions : : 14,474 14,608 5,430 3,561 1,274 1,281 2,565 191 100 116 0 : : : : Changes from: November 15, 2022 : : 2,220 2,160 -10 50 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 61.4 22.8 15.0 5.4 5.4 10.8 0.8 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 4 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 16,269 : : Positions : : 9,636 8,013 3,252 1,492 1,566 0 3,280 115 156 0 0 : : : : Changes from: November 15, 2022 : : -480 -632 40 100 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 49.3 20.0 9.2 9.6 0.0 20.2 0.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 18,059 : : Positions : : 9,045 15,095 4,280 0 893 2,490 780 50 0 100 0 : : : : Changes from: November 15, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 83.6 23.7 0.0 4.9 13.8 4.3 0.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 5 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 84,715 : : Positions : : 33,788 36,571 27,899 27,087 4,083 0 1,075 0 4,795 1,776 600 : : : : Changes from: November 15, 2022 : : 940 420 130 -250 -40 0 0 0 -900 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 43.2 32.9 32.0 4.8 0.0 1.3 0.0 5.7 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 5 7 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 86,609 : : Positions : : 34,272 41,677 23,740 23,222 5,748 0 599 176 8,495 1,196 600 : : : : Changes from: November 15, 2022 : : 785 687 98 -704 0 0 0 0 -900 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 48.1 27.4 26.8 6.6 0.0 0.7 0.2 9.8 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 5 4 8 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 26,446 : : Positions : : 15,334 13,983 3,894 4,035 623 0 1,925 15 1,160 560 310 : : : : Changes from: November 15, 2022 : : -40 205 260 0 -12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 52.9 14.7 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 22, 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 26,411 : : Positions : : 15,334 13,918 3,794 4,035 623 0 1,925 15 1,160 525 330 : : : : Changes from: November 15, 2022 : : -40 205 260 0 -12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 52.7 14.4 15.3 2.4 0.0 7.3 0.1 4.4 2.0 1.2 : : : : 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 22, 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 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 22, 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 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 22, 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 25,456 : : Positions : : 17,855 11,990 514 9,890 718 0 70 0 4,041 480 50 : : : : Changes from: November 15, 2022 : : 135 -655 0 795 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 47.1 2.0 38.9 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 22, 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 21,737 : : Positions : : 14,620 11,510 721 6,645 1,480 0 70 0 3,184 320 50 : : : : Changes from: November 15, 2022 : : 0 -610 0 615 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 53.0 3.3 30.6 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 22, 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.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 8,273 : : Positions : : 5,165 1,325 755 5,395 255 250 0 0 575 0 0 : : : : Changes from: November 15, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 16.0 9.1 65.2 3.1 3.0 0.0 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 8,155 : : Positions : : 5,125 1,285 695 5,335 205 250 0 0 575 0 0 : : : : Changes from: November 15, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 15.8 8.5 65.4 2.5 3.1 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 39,961 : : Positions : : 8,334 27,053 24,670 9,176 485 0 0 0 3,190 0 10 : : : : Changes from: November 15, 2022 : : 250 175 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 67.7 61.7 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 22, 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 44,437 : : Positions : : 8,408 28,797 28,790 7,500 771 200 476 0 3,110 3,450 175 : : : : Changes from: November 15, 2022 : : 150 200 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 64.8 64.8 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 22, 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 60,679 : : Positions : : 23,069 50,550 30,946 4,300 1,894 0 400 350 1,800 915 385 : : : : Changes from: November 15, 2022 : : 335 435 100 0 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 83.3 51.0 7.1 3.1 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 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 57,014 : : Positions : : 19,573 46,041 30,913 4,400 1,984 0 500 300 1,555 1,440 430 : : : : Changes from: November 15, 2022 : : 95 635 465 -5 -120 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 80.8 54.2 7.7 3.5 0.0 0.9 0.5 2.7 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 19,613 : : Positions : : 15,665 2,910 0 13,005 993 0 0 0 0 870 15 : : : : Changes from: November 15, 2022 : : 195 100 0 120 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 14.8 0.0 66.3 5.1 0.0 0.0 0.0 0.0 4.4 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 22, 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 18,485 : : Positions : : 15,331 2,025 0 13,536 798 0 0 0 0 720 50 : : : : Changes from: November 15, 2022 : : 195 100 0 120 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 11.0 0.0 73.2 4.3 0.0 0.0 0.0 0.0 3.9 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 22, 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 39,708 : : Positions : : 21,494 17,425 2,604 9,386 8,702 2,320 0 0 1,178 905 440 : : : : Changes from: November 15, 2022 : : 0 -50 144 144 -134 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 43.9 6.6 23.6 21.9 5.8 0.0 0.0 3.0 2.3 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 38,936 : : Positions : : 21,175 16,211 2,460 9,938 9,065 2,320 0 0 994 870 460 : : : : Changes from: November 15, 2022 : : 40 -10 0 0 -50 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 41.6 6.3 25.5 23.3 6.0 0.0 0.0 2.6 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 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 49,495 : : Positions : : 31,922 22,163 2,270 18,912 1,570 1,710 0 410 6,321 1,150 55 : : : : Changes from: November 15, 2022 : : 225 405 360 210 -60 100 -100 0 -15 165 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 44.8 4.6 38.2 3.2 3.5 0.0 0.8 12.8 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 9 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 42,761 : : Positions : : 27,190 20,332 2,125 15,524 1,485 2,375 0 0 6,086 1,834 35 : : : : Changes from: November 15, 2022 : : 80 335 240 240 -70 325 -100 0 -21 159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 47.5 5.0 36.3 3.5 5.6 0.0 0.0 14.2 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 10 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 206,641 : : Positions : : 90,318 98,985 37,790 12,401 16,768 350 8,312 325 7,269 15,925 125 : : : : Changes from: November 15, 2022 : : -240 3,190 1,520 -1,354 -794 -100 650 0 1,360 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 47.9 18.3 6.0 8.1 0.2 4.0 0.2 3.5 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 6 . 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 190,041 : : Positions : : 84,574 88,898 30,350 11,772 19,422 350 7,297 0 7,389 14,557 0 : : : : Changes from: November 15, 2022 : : 4 2,866 510 -2,141 225 -100 875 0 1,209 -6 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 46.8 16.0 6.2 10.2 0.2 3.8 0.0 3.9 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . 5 7 . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 15, 2022 : : 0 0 0 0 0 0 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 22, 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 51,930 : : Positions : : 28,522 28,211 9,039 7,705 7,472 0 750 0 0 490 70 : : : : Changes from: November 15, 2022 : : 140 -30 150 -25 55 0 -25 0 0 370 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 54.3 17.4 14.8 14.4 0.0 1.4 0.0 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . 7 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 54,209 : : Positions : : 27,925 28,329 6,620 4,875 10,999 0 526 525 20 370 350 : : : : Changes from: November 15, 2022 : : 920 0 -175 0 110 0 -25 0 -450 320 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 52.3 12.2 9.0 20.3 0.0 1.0 1.0 0.0 0.7 0.6 : : : : 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 22, 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 34,066 : : Positions : : 15,502 21,061 8,940 140 5,409 0 1,750 25 50 1,300 0 : : : : Changes from: November 15, 2022 : : 157 -263 -570 140 220 0 -100 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 61.8 26.2 0.4 15.9 0.0 5.1 0.1 0.1 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 6 . 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 33,572 : : Positions : : 14,830 19,579 8,503 310 4,394 0 1,974 100 50 1,700 0 : : : : Changes from: November 15, 2022 : : -1 -146 -320 0 245 0 -75 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 58.3 25.3 0.9 13.1 0.0 5.9 0.3 0.1 5.1 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 22, 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 194,506 : : Positions : : 100,185 91,065 21,390 34,317 19,958 1,832 945 1,555 3,830 970 2,200 : : : : Changes from: November 15, 2022 : : -1,190 -2,634 -1,686 -755 960 0 125 -125 -8 380 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 46.8 11.0 17.6 10.3 0.9 0.5 0.8 2.0 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 6 4 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 172,839 : : Positions : : 86,548 97,040 17,130 14,068 16,365 1,983 1,320 603 7,570 962 6,580 : : : : Changes from: November 15, 2022 : : 1,274 -1,680 -1,099 80 545 -14 100 -50 -1,830 -120 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 56.1 9.9 8.1 9.5 1.1 0.8 0.3 4.4 0.6 3.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 27 6 . 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 102,100 : : Positions : : 53,325 59,185 21,460 18,905 9,025 2,710 100 0 2,695 2,000 505 : : : : Changes from: November 15, 2022 : : 2,810 1,110 -800 900 800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 58.0 21.0 18.5 8.8 2.7 0.1 0.0 2.6 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 22, 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 95,320 : : Positions : : 51,640 52,265 20,170 17,175 7,265 2,585 100 0 0 4,850 0 : : : : Changes from: November 15, 2022 : : 2,800 1,100 -800 900 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 54.8 21.2 18.0 7.6 2.7 0.1 0.0 0.0 5.1 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 22, 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 15, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 2022