Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 26,096 : : Positions : : 21,137 22,938 2,135 775 2,197 395 106 0 11 0 50 : : : : Changes from: December 6, 2022 : : -6 -298 -173 -34 29 -79 0 0 -89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 87.9 8.2 3.0 8.4 1.5 0.4 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 19,359 : : Positions : : 15,814 14,715 188 3,263 1,308 1,526 0 48 435 0 25 : : : : Changes from: December 6, 2022 : : 120 -141 -177 188 -5 54 0 0 50 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 76.0 1.0 16.9 6.8 7.9 0.0 0.2 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 209,080 : : Positions : : 109,921 157,960 19,836 14,660 18,587 22,782 1,314 3,881 24,270 3,491 8,737 : : : : Changes from: December 6, 2022 : : 5,363 1,608 -544 3,181 -43 -1,864 -41 55 489 -1,033 -219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 75.6 9.5 7.0 8.9 10.9 0.6 1.9 11.6 1.7 4.2 : : : : Number of Traders in Each Category Total Traders: 70 : : 30 32 4 7 9 8 . 6 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 78,378 : : Positions : : 63,978 59,508 4,204 7,942 4,387 1,062 3,576 1,607 1,170 10 1,305 : : : : Changes from: December 6, 2022 : : 2,139 1,492 384 949 -309 -146 -330 9 -371 -225 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 75.9 5.4 10.1 5.6 1.4 4.6 2.1 1.5 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 14 . . 4 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 59,112 : : Positions : : 46,292 44,225 6,036 3,780 2,787 689 5,304 924 1,068 1,165 912 : : : : Changes from: December 6, 2022 : : 603 47 -476 236 571 -70 27 0 273 5 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 74.8 10.2 6.4 4.7 1.2 9.0 1.6 1.8 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 53,668 : : Positions : : 36,039 29,321 6,586 12,361 5,622 2,557 90 1,540 0 4,001 655 : : : : Changes from: December 6, 2022 : : 565 139 82 185 -164 0 0 0 0 318 -311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 54.6 12.3 23.0 10.5 4.8 0.2 2.9 0.0 7.5 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 5 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 64,645 : : Positions : : 46,999 32,792 5,036 13,275 9,183 347 3,640 1,358 35 3,400 862 : : : : Changes from: December 6, 2022 : : 1,703 1,028 132 155 170 -25 -20 20 0 688 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 50.7 7.8 20.5 14.2 0.5 5.6 2.1 0.1 5.3 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 6 4 8 . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 65,855 : : Positions : : 44,606 27,409 17,104 24,815 2,994 0 100 0 865 10,466 11 : : : : Changes from: December 6, 2022 : : 89 1,059 70 100 150 0 0 0 -2 -1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 41.6 26.0 37.7 4.5 0.0 0.2 0.0 1.3 15.9 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 21 4 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 85,743 : : Positions : : 57,112 37,787 23,828 33,509 2,984 0 90 0 1,460 11,010 0 : : : : Changes from: December 6, 2022 : : 193 1,313 120 0 150 0 0 0 0 -1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 44.1 27.8 39.1 3.5 0.0 0.1 0.0 1.7 12.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 5 4 7 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 34,520 : : Positions : : 24,412 33,647 9,478 25 397 0 0 0 0 175 0 : : : : Changes from: December 6, 2022 : : -765 -238 420 0 -373 0 0 0 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 97.5 27.5 0.1 1.2 0.0 0.0 0.0 0.0 0.5 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 December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 42,012 : : Positions : : 33,848 21,020 3,993 5,428 3,705 388 9,075 9 0 2,745 30 : : : : Changes from: December 6, 2022 : : -1,851 -1,321 -50 -495 -255 0 -225 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 50.0 9.5 12.9 8.8 0.9 21.6 0.0 0.0 6.5 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 4 . 5 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 38,540 : : Positions : : 31,887 16,778 3,138 8,880 3,235 250 8,925 0 0 600 0 : : : : Changes from: December 6, 2022 : : -1,446 -1,651 30 270 -340 0 -225 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 43.5 8.1 23.0 8.4 0.6 23.2 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 147,536 : : Positions : : 63,960 79,894 30,992 28,608 24,108 15,358 14 4,455 3,299 5,694 4,635 : : : : Changes from: December 6, 2022 : : -4,275 -3,907 -540 -3,066 340 -1,311 -15 -138 151 992 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 54.2 21.0 19.4 16.3 10.4 0.0 3.0 2.2 3.9 3.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 31 33 . 5 6 9 . 6 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 30,586 : : Positions : : 19,778 14,511 6,508 10,180 3,646 0 0 0 0 2,008 0 : : : : Changes from: December 6, 2022 : : -895 -653 -81 -241 -335 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 47.4 21.3 33.3 11.9 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 December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 28,404 : : Positions : : 17,002 14,595 7,558 8,370 3,190 0 0 0 0 2,008 0 : : : : Changes from: December 6, 2022 : : -725 -628 -231 -246 -82 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 51.4 26.6 29.5 11.2 0.0 0.0 0.0 0.0 7.1 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 December 13, 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 45,943 : : Positions : : 16,692 28,541 25,206 2,914 4,025 0 7,909 0 0 2,450 0 : : : : Changes from: December 6, 2022 : : -474 -1,386 -1,015 157 -395 0 -250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 62.1 54.9 6.3 8.8 0.0 17.2 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 41,901 : : Positions : : 16,690 25,134 19,737 895 5,459 0 7,909 0 0 2,400 0 : : : : Changes from: December 6, 2022 : : -477 -1,594 -829 395 -331 0 -250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 60.0 47.1 2.1 13.0 0.0 18.9 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 108,937 : : Positions : : 43,769 66,706 30,689 27,863 12,098 14,596 250 132 5,584 170 1,107 : : : : Changes from: December 6, 2022 : : -2,823 -1,493 189 -1,149 -692 -475 0 0 147 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 61.2 28.2 25.6 11.1 13.4 0.2 0.1 5.1 0.2 1.0 : : : : 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 December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 40,636 : : Positions : : 28,311 39,996 11,724 0 208 0 0 0 0 80 50 : : : : Changes from: December 6, 2022 : : -1,364 -798 487 0 -505 0 0 0 -25 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 98.4 28.9 0.0 0.5 0.0 0.0 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 4 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 50,289 : : Positions : : 37,648 46,547 9,582 456 2,520 0 155 160 0 358 0 : : : : Changes from: December 6, 2022 : : -1,629 -163 1,446 0 -563 0 50 -50 0 -86 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 92.6 19.1 0.9 5.0 0.0 0.3 0.3 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 42,613 : : Positions : : 26,054 38,669 12,545 1,160 2,154 100 100 0 1,467 0 0 : : : : Changes from: December 6, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 90.7 29.4 2.7 5.1 0.2 0.2 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 6 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 46,122 : : Positions : : 25,403 43,197 18,116 1,784 720 0 26 0 1,586 150 0 : : : : Changes from: December 6, 2022 : : 225 105 -81 39 22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 93.7 39.3 3.9 1.6 0.0 0.1 0.0 3.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 21 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 69,070 : : Positions : : 58,790 54,099 8,034 9,459 930 50 1,134 0 597 2,698 176 : : : : Changes from: December 6, 2022 : : 656 374 -56 211 -19 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 78.3 11.6 13.7 1.3 0.1 1.6 0.0 0.9 3.9 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 21 5 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 84,047 : : Positions : : 72,491 66,981 6,792 10,369 1,993 420 242 607 1,031 3,316 56 : : : : Changes from: December 6, 2022 : : 346 387 -50 -7 -12 10 12 0 98 -5 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 79.7 8.1 12.3 2.4 0.5 0.3 0.7 1.2 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 26 5 4 4 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 40,936 : : Positions : : 24,987 27,741 14,012 8,866 409 75 957 1,168 0 1,710 75 : : : : Changes from: December 6, 2022 : : 261 -39 -150 0 0 0 150 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 67.8 34.2 21.7 1.0 0.2 2.3 2.9 0.0 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 40,722 : : Positions : : 28,130 29,677 12,017 8,260 25 0 950 0 0 1,460 350 : : : : Changes from: December 6, 2022 : : -50 -25 0 -50 0 0 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 72.9 29.5 20.3 0.1 0.0 2.3 0.0 0.0 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 50,440 : : Positions : : 41,354 32,413 2,147 12,150 1,686 3,265 0 1,240 0 2,255 0 : : : : Changes from: December 6, 2022 : : 1,200 259 -40 222 -236 0 0 0 0 919 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 64.3 4.3 24.1 3.3 6.5 0.0 2.5 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . 4 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 44,390 : : Positions : : 34,940 27,609 3,141 6,955 3,081 342 293 2,052 150 4,070 0 : : : : Changes from: December 6, 2022 : : 662 -209 306 -159 10 0 0 0 0 1,431 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 62.2 7.1 15.7 6.9 0.8 0.7 4.6 0.3 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 4 . 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,809 : : Positions : : 8,404 13,047 4,422 97 186 348 42 0 0 0 0 : : : : Changes from: December 6, 2022 : : 12 180 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 94.5 32.0 0.7 1.3 2.5 0.3 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 December 13, 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 35,879 : : Positions : : 31,618 33,651 2,152 1,454 376 871 32 85 50 0 0 : : : : Changes from: December 6, 2022 : : 383 418 -1 36 -36 108 2 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 93.8 6.0 4.1 1.0 2.4 0.1 0.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . 4 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 28,159 : : Positions : : 25,258 26,836 1,845 403 577 135 122 0 50 0 0 : : : : Changes from: December 6, 2022 : : 382 525 124 36 -36 50 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 95.3 6.6 1.4 2.0 0.5 0.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 5 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 30,364 : : Positions : : 23,897 24,629 3,579 944 1,983 0 2,482 113 200 0 0 : : : : Changes from: December 6, 2022 : : -328 -85 -11 -305 352 0 47 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 81.1 11.8 3.1 6.5 0.0 8.2 0.4 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . 6 0 5 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,426 : : Positions : : 14,946 17,997 2,443 97 1,338 918 300 275 8 0 28 : : : : Changes from: December 6, 2022 : : -344 -90 245 0 153 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 88.1 12.0 0.5 6.6 4.5 1.5 1.3 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 13,206 : : Positions : : 4,234 12,199 7,397 0 570 193 0 425 325 0 0 : : : : Changes from: December 6, 2022 : : 70 95 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 92.4 56.0 0.0 4.3 1.5 0.0 3.2 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 5 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 12,205 : : Positions : : 4,718 11,590 6,747 0 0 0 590 0 713 0 25 : : : : Changes from: December 6, 2022 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 95.0 55.3 0.0 0.0 0.0 4.8 0.0 5.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 44,805 : : Positions : : 19,336 20,673 21,217 21,970 1,847 0 135 0 1,710 0 0 : : : : Changes from: December 6, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 46.1 47.4 49.0 4.1 0.0 0.3 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 7 6 . 6 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 47,124 : : Positions : : 21,608 20,287 22,067 25,120 1,582 0 135 0 1,645 0 0 : : : : Changes from: December 6, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 43.1 46.8 53.3 3.4 0.0 0.3 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 8 6 . 5 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 83,030 : : Positions : : 61,458 59,939 5,155 13,942 6,873 95 0 145 8,295 1,608 190 : : : : Changes from: December 6, 2022 : : 3,787 2,352 484 854 431 0 0 0 -101 937 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 72.2 6.2 16.8 8.3 0.1 0.0 0.2 10.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 29 . 7 8 . 0 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 89,976 : : Positions : : 64,896 58,204 6,528 15,640 6,622 302 249 169 10,720 8,559 332 : : : : Changes from: December 6, 2022 : : 5,721 1,386 440 333 18 2 0 0 50 4,413 204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 64.7 7.3 17.4 7.4 0.3 0.3 0.2 11.9 9.5 0.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 34 31 5 7 7 4 . . 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 671,476 : : Positions : : 382,151 421,726 30,899 12,249 113,954 22,231 8,135 52,846 15,368 9,506 52,652 : : : : Changes from: December 6, 2022 : : 8,613 -2,938 -3,811 3,896 -269 -1,188 793 -118 414 2,565 1,361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 62.8 4.6 1.8 17.0 3.3 1.2 7.9 2.3 1.4 7.8 : : : : Number of Traders in Each Category Total Traders: 103 : : 37 37 5 6 10 9 13 13 14 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 22,162 : : Positions : : 17,290 9,571 119 10,671 1,855 185 0 40 2,222 25 0 : : : : Changes from: December 6, 2022 : : 305 100 119 -1 -19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 43.2 0.5 48.1 8.4 0.8 0.0 0.2 10.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 22,184 : : Positions : : 15,328 13,115 2,079 6,822 2,242 155 0 5 1,684 0 0 : : : : Changes from: December 6, 2022 : : 0 240 120 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 59.1 9.4 30.8 10.1 0.7 0.0 0.0 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 December 13, 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 10,955 : : Positions : : 3,630 8,650 3,960 190 195 920 285 230 1,540 965 40 : : : : Changes from: December 6, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 79.0 36.1 1.7 1.8 8.4 2.6 2.1 14.1 8.8 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 16 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 59,882 : : Positions : : 42,470 41,666 7,621 2,412 4,161 1,099 4,429 1,460 400 3,458 2,190 : : : : Changes from: December 6, 2022 : : -940 214 731 -982 -1,055 0 305 -725 0 220 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 69.6 12.7 4.0 6.9 1.8 7.4 2.4 0.7 5.8 3.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 17 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 51,930 : : Positions : : 29,041 33,916 8,702 932 8,181 1,400 8,390 0 4,300 220 100 : : : : Changes from: December 6, 2022 : : -903 -412 -94 -265 -520 100 0 0 100 -35 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 65.3 16.8 1.8 15.8 2.7 16.2 0.0 8.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 86,644 : : Positions : : 61,087 53,389 15,198 24,126 1,679 435 0 200 1,576 532 0 : : : : Changes from: December 6, 2022 : : 91 -334 -600 60 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 61.6 17.5 27.8 1.9 0.5 0.0 0.2 1.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 4 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 70,402 : : Positions : : 49,976 39,208 12,246 24,160 1,094 0 0 0 1,553 302 0 : : : : Changes from: December 6, 2022 : : 325 -31 -600 70 35 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 55.7 17.4 34.3 1.6 0.0 0.0 0.0 2.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 22,760 : : Positions : : 13,490 16,053 1,845 1,855 725 2,760 0 0 60 0 165 : : : : Changes from: December 6, 2022 : : 250 -907 -680 215 -210 -50 0 0 -15 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 70.5 8.1 8.2 3.2 12.1 0.0 0.0 0.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 21,693 : : Positions : : 12,845 15,650 2,400 2,140 400 2,760 0 0 0 40 155 : : : : Changes from: December 6, 2022 : : 340 -504 -370 440 -165 -50 0 0 0 10 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 72.1 11.1 9.9 1.8 12.7 0.0 0.0 0.0 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 23,253 : : Positions : : 13,992 14,965 5,654 2,498 1,290 1,181 2,865 206 0 45 0 : : : : Changes from: December 6, 2022 : : -982 -519 -48 -428 -202 -100 -50 15 -100 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 64.4 24.3 10.7 5.5 5.1 12.3 0.9 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 15,462 : : Positions : : 8,891 7,546 3,539 1,217 1,556 0 3,500 115 28 0 0 : : : : Changes from: December 6, 2022 : : -715 -443 -33 -225 -10 0 -80 0 -128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 48.8 22.9 7.9 10.1 0.0 22.6 0.7 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 17,071 : : Positions : : 8,590 14,849 3,891 0 567 2,865 565 25 0 0 0 : : : : Changes from: December 6, 2022 : : -790 -576 -54 0 -326 25 -215 -25 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 87.0 22.8 0.0 3.3 16.8 3.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 81,766 : : Positions : : 33,028 34,824 26,210 25,192 3,911 0 1,050 0 3,940 2,049 1,415 : : : : Changes from: December 6, 2022 : : 378 423 103 -540 -15 0 0 0 -140 368 815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 42.6 32.1 30.8 4.8 0.0 1.3 0.0 4.8 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 17 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 83,594 : : Positions : : 33,432 40,260 22,703 21,332 5,410 0 512 263 7,484 1,517 1,415 : : : : Changes from: December 6, 2022 : : 297 342 -29 -720 0 0 0 0 -131 365 815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 48.2 27.2 25.5 6.5 0.0 0.6 0.3 9.0 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 5 . 7 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 24,737 : : Positions : : 13,924 13,088 3,759 3,795 604 0 1,925 15 1,185 385 285 : : : : Changes from: December 6, 2022 : : 0 200 0 -200 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 52.9 15.2 15.3 2.4 0.0 7.8 0.1 4.8 1.6 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,702 : : Positions : : 13,924 13,068 3,654 3,795 604 0 1,925 15 1,185 350 305 : : : : Changes from: December 6, 2022 : : 0 200 0 -200 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 52.9 14.8 15.4 2.4 0.0 7.8 0.1 4.8 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 5 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 25,463 : : Positions : : 22,617 4,525 1,025 13,473 1,350 0 0 0 0 5,970 0 : : : : Changes from: December 6, 2022 : : 300 180 180 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 17.8 4.0 52.9 5.3 0.0 0.0 0.0 0.0 23.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 24,140 : : Positions : : 21,552 3,822 1,015 13,248 1,195 0 0 0 50 5,670 0 : : : : Changes from: December 6, 2022 : : 300 180 180 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 15.8 4.2 54.9 5.0 0.0 0.0 0.0 0.2 23.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 . . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 25,027 : : Positions : : 17,551 11,470 504 10,292 598 0 35 0 3,931 180 100 : : : : Changes from: December 6, 2022 : : 20 120 0 -156 -109 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 45.8 2.0 41.1 2.4 0.0 0.1 0.0 15.7 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 21,493 : : Positions : : 14,576 11,045 706 7,401 1,280 0 35 0 3,199 0 0 : : : : Changes from: December 6, 2022 : : 20 120 0 -170 -95 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 51.4 3.3 34.4 6.0 0.0 0.2 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 5 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 8,225 : : Positions : : 5,490 1,415 625 5,325 340 200 0 0 450 0 0 : : : : Changes from: December 6, 2022 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 17.2 7.6 64.7 4.1 2.4 0.0 0.0 5.5 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 December 13, 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 8,070 : : Positions : : 5,470 1,395 565 5,265 290 200 0 0 450 0 0 : : : : Changes from: December 6, 2022 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 17.3 7.0 65.2 3.6 2.5 0.0 0.0 5.6 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 December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 43,245 : : Positions : : 9,672 29,244 24,418 10,698 355 0 0 0 5,790 0 0 : : : : Changes from: December 6, 2022 : : 363 203 220 680 -10 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 67.6 56.5 24.7 0.8 0.0 0.0 0.0 13.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 46,071 : : Positions : : 9,686 30,203 27,401 8,208 675 100 538 0 5,410 3,400 175 : : : : Changes from: December 6, 2022 : : 433 273 -182 278 92 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 65.6 59.5 17.8 1.5 0.2 1.2 0.0 11.7 7.4 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 17 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 58,024 : : Positions : : 22,134 48,595 29,561 3,795 2,029 75 300 275 1,465 825 375 : : : : Changes from: December 6, 2022 : : 380 -150 -230 250 20 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 83.7 50.9 6.5 3.5 0.1 0.5 0.5 2.5 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 53,789 : : Positions : : 17,683 43,866 30,063 3,670 1,994 0 325 300 1,190 1,350 420 : : : : Changes from: December 6, 2022 : : -20 -180 -110 0 -20 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 81.6 55.9 6.8 3.7 0.0 0.6 0.6 2.2 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 December 13, 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 19,432 : : Positions : : 15,669 2,430 0 13,103 553 0 0 0 0 1,531 0 : : : : Changes from: December 6, 2022 : : 160 160 0 -600 -150 0 0 0 0 600 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 12.5 0.0 67.4 2.8 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 0 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 18,526 : : Positions : : 15,382 1,680 0 13,596 370 0 0 0 0 1,406 25 : : : : Changes from: December 6, 2022 : : 300 300 0 -600 -138 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 9.1 0.0 73.4 2.0 0.0 0.0 0.0 0.0 7.6 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 37,633 : : Positions : : 21,246 15,967 2,414 10,141 7,456 2,210 0 0 1,078 970 475 : : : : Changes from: December 6, 2022 : : 65 -35 0 0 -6 0 0 0 0 100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 42.4 6.4 26.9 19.8 5.9 0.0 0.0 2.9 2.6 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 37,491 : : Positions : : 20,960 15,291 2,462 10,391 8,019 2,210 0 0 913 953 505 : : : : Changes from: December 6, 2022 : : 100 0 0 0 -4 0 0 0 8 108 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 40.8 6.6 27.7 21.4 5.9 0.0 0.0 2.4 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 48,025 : : Positions : : 30,507 21,643 2,037 17,797 2,090 1,405 0 410 6,429 920 40 : : : : Changes from: December 6, 2022 : : 260 300 7 -50 -5 0 0 0 -7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 45.1 4.2 37.1 4.4 2.9 0.0 0.9 13.4 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 8 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 41,742 : : Positions : : 25,986 19,668 2,070 15,082 1,920 2,120 0 0 6,236 1,589 70 : : : : Changes from: December 6, 2022 : : 40 30 0 -12 5 0 0 0 -12 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 47.1 5.0 36.1 4.6 5.1 0.0 0.0 14.9 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 10 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 197,256 : : Positions : : 83,785 96,258 40,056 12,374 13,105 300 6,572 325 6,347 15,344 425 : : : : Changes from: December 6, 2022 : : 685 1,828 976 325 -310 0 75 0 475 -7 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 48.8 20.3 6.3 6.6 0.2 3.3 0.2 3.2 7.8 0.2 : : : : 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 December 13, 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 182,106 : : Positions : : 80,720 87,378 31,114 11,670 17,777 300 5,643 0 6,543 13,986 175 : : : : Changes from: December 6, 2022 : : 1,643 1,866 -379 9 639 0 -39 0 483 -4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 48.0 17.1 6.4 9.8 0.2 3.1 0.0 3.6 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 4 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 25,285 : : Positions : : 16,315 18,870 4,180 2,660 1,015 375 0 0 480 0 0 : : : : Changes from: December 6, 2022 : : 900 -655 110 1,640 -445 -75 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 74.6 16.5 10.5 4.0 1.5 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 50,163 : : Positions : : 27,512 26,613 7,139 6,368 8,967 0 675 0 0 655 70 : : : : Changes from: December 6, 2022 : : -385 275 -695 -1,295 1,650 0 75 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 53.1 14.2 12.7 17.9 0.0 1.3 0.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 5 5 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 52,632 : : Positions : : 27,599 26,943 4,703 3,951 12,186 0 388 525 45 545 50 : : : : Changes from: December 6, 2022 : : -210 695 -970 -1,815 2,260 0 75 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 51.2 8.9 7.5 23.2 0.0 0.7 1.0 0.1 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 34,044 : : Positions : : 14,255 21,577 9,945 520 5,235 0 1,025 25 25 1,080 120 : : : : Changes from: December 6, 2022 : : -345 35 275 95 -325 0 -75 0 0 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 63.4 29.2 1.5 15.4 0.0 3.0 0.1 0.1 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 6 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 33,369 : : Positions : : 13,578 20,450 9,464 255 4,367 0 1,262 125 25 1,405 120 : : : : Changes from: December 6, 2022 : : -244 56 200 20 -50 0 -75 25 0 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 61.3 28.4 0.8 13.1 0.0 3.8 0.4 0.1 4.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 6 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 196,349 : : Positions : : 97,759 92,638 23,593 31,078 22,857 1,202 1,525 923 3,619 972 2,330 : : : : Changes from: December 6, 2022 : : 971 2,711 165 -1,850 835 -100 0 0 0 170 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 47.2 12.0 15.8 11.6 0.6 0.8 0.5 1.8 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 27 6 4 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 173,372 : : Positions : : 84,480 100,039 21,051 11,665 17,166 1,256 1,512 715 7,290 981 6,520 : : : : Changes from: December 6, 2022 : : 2,418 4,118 504 -1,655 1,025 -172 42 162 -75 170 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 57.7 12.1 6.7 9.9 0.7 0.9 0.4 4.2 0.6 3.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 27 6 . 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 101,015 : : Positions : : 53,985 58,240 20,700 19,470 8,925 2,280 100 0 2,695 1,850 505 : : : : Changes from: December 6, 2022 : : -180 -760 -660 -560 125 -430 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 57.7 20.5 19.3 8.8 2.3 0.1 0.0 2.7 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 93,740 : : Positions : : 50,905 50,530 19,730 17,430 7,540 2,280 100 0 0 4,850 0 : : : : Changes from: December 6, 2022 : : -950 -975 -340 -670 300 -305 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 53.9 21.0 18.6 8.0 2.4 0.1 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 13, 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 11,635 : : Positions : : 6,710 7,605 2,000 1,070 1,125 1,600 0 125 0 1,640 0 : : : : Changes from: December 6, 2022 : : -400 -250 0 -690 245 0 0 0 0 540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 65.4 17.2 9.2 9.7 13.8 0.0 1.1 0.0 14.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 16, 2022