Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 26,024 : : Positions : : 20,967 22,911 2,195 902 2,150 444 25 0 107 0 0 : : : : Changes from: December 13, 2022 : : -170 -27 60 127 -47 49 -81 0 96 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 88.0 8.4 3.5 8.3 1.7 0.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 19,387 : : Positions : : 15,682 14,758 324 3,248 1,308 1,526 0 48 459 0 25 : : : : Changes from: December 13, 2022 : : -132 43 136 -15 0 0 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 76.1 1.7 16.8 6.7 7.9 0.0 0.2 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 210,067 : : Positions : : 110,941 157,258 19,912 16,062 18,036 23,102 1,354 3,933 24,781 4,721 8,331 : : : : Changes from: December 13, 2022 : : 1,020 -702 76 1,402 -551 320 40 52 511 1,230 -406 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 74.9 9.5 7.6 8.6 11.0 0.6 1.9 11.8 2.2 4.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 31 33 . 7 9 7 4 6 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 79,743 : : Positions : : 65,246 60,433 4,148 8,114 4,695 1,000 3,422 1,685 991 0 1,342 : : : : Changes from: December 13, 2022 : : 1,268 925 -56 172 308 -62 -154 78 -179 -10 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 75.8 5.2 10.2 5.9 1.3 4.3 2.1 1.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 13 . . 4 4 . 5 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 60,236 : : Positions : : 47,002 44,295 5,641 4,083 3,194 690 5,671 924 1,406 1,079 975 : : : : Changes from: December 13, 2022 : : 710 70 -395 303 407 1 367 0 338 -86 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 73.5 9.4 6.8 5.3 1.1 9.4 1.5 2.3 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 52,901 : : Positions : : 35,481 29,316 6,500 11,835 5,355 2,557 90 1,540 0 3,884 803 : : : : Changes from: December 13, 2022 : : -558 -5 -86 -526 -267 0 0 0 0 -117 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 55.4 12.3 22.4 10.1 4.8 0.2 2.9 0.0 7.3 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 5 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 63,347 : : Positions : : 46,315 32,712 4,956 12,479 8,650 357 3,665 1,358 35 3,550 801 : : : : Changes from: December 13, 2022 : : -684 -80 -80 -796 -533 10 25 0 0 150 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 51.6 7.8 19.7 13.7 0.6 5.8 2.1 0.1 5.6 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 5 4 8 . 6 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,762 : : Positions : : 45,450 27,393 16,694 24,975 3,414 0 100 0 865 10,766 54 : : : : Changes from: December 13, 2022 : : 844 -16 -410 160 420 0 0 0 0 300 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 41.0 25.0 37.4 5.1 0.0 0.1 0.0 1.3 16.1 0.1 : : : : 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 20, 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 87,306 : : Positions : : 58,434 37,887 23,488 34,144 3,474 0 100 0 1,460 11,285 53 : : : : Changes from: December 13, 2022 : : 1,322 100 -340 635 490 0 10 0 0 275 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 43.4 26.9 39.1 4.0 0.0 0.1 0.0 1.7 12.9 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 5 4 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 35,015 : : Positions : : 24,857 34,142 9,528 25 397 0 0 0 0 175 0 : : : : Changes from: December 13, 2022 : : 445 495 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 97.5 27.2 0.1 1.1 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 20, 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 13, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 150,743 : : Positions : : 68,198 83,004 30,771 29,247 24,123 15,239 29 3,735 3,292 5,791 4,641 : : : : Changes from: December 13, 2022 : : 4,239 3,110 -221 640 15 -119 15 -720 -7 97 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 55.1 20.4 19.4 16.0 10.1 0.0 2.5 2.2 3.8 3.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 34 . 5 6 9 . 6 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 30,376 : : Positions : : 19,778 14,301 6,298 10,180 3,646 0 0 0 0 2,008 0 : : : : Changes from: December 13, 2022 : : 0 -210 -210 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 47.1 20.7 33.5 12.0 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 20, 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 13, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2022 : : 0 0 0 0 0 0 0 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 20, 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 13, 2022 : : 0 0 0 0 0 0 0 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 20, 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 110,410 : : Positions : : 45,252 67,629 30,689 28,363 12,098 14,596 250 132 5,584 230 1,097 : : : : Changes from: December 13, 2022 : : 1,483 923 0 500 0 0 0 0 0 60 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 61.3 27.8 25.7 11.0 13.2 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 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 41,145 : : Positions : : 29,126 40,505 11,424 0 208 0 0 0 0 80 50 : : : : Changes from: December 13, 2022 : : 815 509 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 98.4 27.8 0.0 0.5 0.0 0.0 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 5 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 49,897 : : Positions : : 36,729 46,229 10,177 456 2,446 0 155 160 0 358 0 : : : : Changes from: December 13, 2022 : : -919 -318 595 0 -74 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 92.6 20.4 0.9 4.9 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 20, 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 43,168 : : Positions : : 26,314 38,739 12,515 1,160 2,239 100 100 0 1,707 400 0 : : : : Changes from: December 13, 2022 : : 260 70 -30 0 85 0 0 0 240 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 89.7 29.0 2.7 5.2 0.2 0.2 0.0 4.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 15 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 46,644 : : Positions : : 25,530 43,219 18,221 1,834 770 0 26 0 1,826 550 0 : : : : Changes from: December 13, 2022 : : 127 22 105 50 50 0 0 0 240 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 92.7 39.1 3.9 1.7 0.0 0.1 0.0 3.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 69,781 : : Positions : : 59,824 54,602 7,030 9,409 1,510 70 831 0 686 2,693 154 : : : : Changes from: December 13, 2022 : : 1,034 503 -1,004 -50 580 20 -303 0 89 -5 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 78.2 10.1 13.5 2.2 0.1 1.2 0.0 1.0 3.9 0.2 : : : : 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 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 85,336 : : Positions : : 73,811 66,996 6,605 10,369 2,473 430 668 330 926 3,882 116 : : : : Changes from: December 13, 2022 : : 1,320 15 -187 0 480 10 426 -277 -105 566 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 78.5 7.7 12.2 2.9 0.5 0.8 0.4 1.1 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 22 26 5 4 5 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 41,679 : : Positions : : 24,995 28,344 14,822 9,198 334 0 807 1,243 0 1,668 75 : : : : Changes from: December 13, 2022 : : 8 603 810 332 -75 -75 -150 75 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 68.0 35.6 22.1 0.8 0.0 1.9 3.0 0.0 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 41,062 : : Positions : : 28,590 29,947 11,897 8,330 25 0 950 0 0 1,460 350 : : : : Changes from: December 13, 2022 : : 460 270 -120 70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 72.9 29.0 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 20, 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 50,129 : : Positions : : 41,297 32,090 1,833 12,406 1,705 3,265 0 1,240 100 2,035 0 : : : : Changes from: December 13, 2022 : : -57 -323 -314 256 19 0 0 0 100 -220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 64.0 3.7 24.7 3.4 6.5 0.0 2.5 0.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 44,982 : : Positions : : 35,418 27,483 2,994 7,198 3,211 192 281 2,202 250 3,966 73 : : : : Changes from: December 13, 2022 : : 478 -126 -147 243 130 -150 -12 150 100 -104 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 61.1 6.7 16.0 7.1 0.4 0.6 4.9 0.6 8.8 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 4 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13,929 : : Positions : : 8,524 13,167 4,421 97 186 348 42 0 0 0 0 : : : : Changes from: December 13, 2022 : : 120 120 -1 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 94.5 31.7 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 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 36,222 : : Positions : : 31,254 33,285 2,931 1,454 355 810 32 85 0 695 55 : : : : Changes from: December 13, 2022 : : -364 -366 779 0 -21 -61 0 0 -50 695 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 91.9 8.1 4.0 1.0 2.2 0.1 0.2 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 28,202 : : Positions : : 25,321 26,257 1,795 403 599 107 122 0 0 550 50 : : : : Changes from: December 13, 2022 : : 63 -579 -50 0 22 -28 0 0 -50 550 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 93.1 6.4 1.4 2.1 0.4 0.4 0.0 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 30,092 : : Positions : : 23,589 24,427 3,640 857 1,970 0 2,525 104 200 0 0 : : : : Changes from: December 13, 2022 : : -308 -202 61 -87 -13 0 43 -9 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 81.2 12.1 2.8 6.5 0.0 8.4 0.3 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 20, 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 20,493 : : Positions : : 14,932 17,879 2,505 109 1,335 948 441 275 8 0 28 : : : : Changes from: December 13, 2022 : : -14 -118 62 12 -3 30 141 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 87.2 12.2 0.5 6.5 4.6 2.2 1.3 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13,348 : : Positions : : 4,291 12,341 7,422 0 570 193 0 425 325 0 0 : : : : Changes from: December 13, 2022 : : 57 142 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 92.5 55.6 0.0 4.3 1.4 0.0 3.2 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 : : 4,793 11,590 6,747 0 0 0 590 0 638 0 25 : : : : Changes from: December 13, 2022 : : 75 0 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 95.0 55.3 0.0 0.0 0.0 4.8 0.0 5.2 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 20, 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 13, 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 20, 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 13, 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 20, 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 85,019 : : Positions : : 62,370 61,724 6,537 13,811 6,693 134 600 145 8,621 1,569 139 : : : : Changes from: December 13, 2022 : : 912 1,785 1,382 -131 -180 39 600 0 326 -39 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 72.6 7.7 16.2 7.9 0.2 0.7 0.2 10.1 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 29 4 7 9 . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 91,208 : : Positions : : 65,101 58,991 7,886 15,706 6,349 356 844 174 10,594 8,607 336 : : : : Changes from: December 13, 2022 : : 205 787 1,358 66 -273 54 595 5 -126 48 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 64.7 8.6 17.2 7.0 0.4 0.9 0.2 11.6 9.4 0.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 34 32 5 7 7 . . . 4 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 660,238 : : Positions : : 325,518 371,546 31,630 11,235 110,516 23,121 7,172 51,401 15,503 11,836 50,410 : : : : Changes from: December 13, 2022 : : -56,633 -50,180 731 -1,015 -3,439 890 -963 -1,445 135 2,330 -2,242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 56.3 4.8 1.7 16.7 3.5 1.1 7.8 2.3 1.8 7.6 : : : : Number of Traders in Each Category Total Traders: 102 : : 36 37 6 4 9 12 11 13 15 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13, 2022 : : 0 0 0 0 0 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 20, 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 13, 2022 : : 0 0 0 0 0 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 20, 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 14,690 : : Positions : : 6,115 11,570 3,260 410 100 1,295 160 270 2,680 1,720 280 : : : : Changes from: December 13, 2022 : : 2,485 2,920 -700 220 -95 375 -125 40 1,140 755 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 78.8 22.2 2.8 0.7 8.8 1.1 1.8 18.2 11.7 1.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 24 . . . . . . 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 60,488 : : Positions : : 43,076 42,592 7,941 2,412 3,841 1,099 4,429 1,460 400 3,458 2,190 : : : : Changes from: December 13, 2022 : : 606 926 320 0 -320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 70.4 13.1 4.0 6.4 1.8 7.3 2.4 0.7 5.7 3.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 17 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 51,995 : : Positions : : 29,167 33,921 8,581 932 8,241 1,400 8,385 0 4,300 220 100 : : : : Changes from: December 13, 2022 : : 126 5 -121 0 60 0 -5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 65.2 16.5 1.8 15.8 2.7 16.1 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 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 89,705 : : Positions : : 62,231 55,639 17,199 24,846 1,679 435 0 200 1,451 532 1 : : : : Changes from: December 13, 2022 : : 1,144 2,250 2,001 720 0 0 0 0 -125 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 62.0 19.2 27.7 1.9 0.5 0.0 0.2 1.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 72,728 : : Positions : : 50,789 40,647 13,779 24,880 1,094 0 0 0 1,433 319 0 : : : : Changes from: December 13, 2022 : : 813 1,439 1,533 720 0 0 0 0 -120 17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 55.9 18.9 34.2 1.5 0.0 0.0 0.0 2.0 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 20, 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 23,775 : : Positions : : 14,140 16,633 1,795 2,105 690 2,810 0 0 240 0 60 : : : : Changes from: December 13, 2022 : : 650 580 -50 250 -35 50 0 0 180 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 70.0 7.5 8.9 2.9 11.8 0.0 0.0 1.0 0.0 0.3 : : : : 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 20, 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 23,318 : : Positions : : 13,495 16,500 2,320 2,090 350 2,810 0 0 140 0 90 : : : : Changes from: December 13, 2022 : : 650 850 -80 -50 -50 50 0 0 140 -40 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 70.8 9.9 9.0 1.5 12.1 0.0 0.0 0.6 0.0 0.4 : : : : 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 20, 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 23,508 : : Positions : : 14,172 14,965 5,774 2,498 1,290 1,121 3,105 221 0 45 0 : : : : Changes from: December 13, 2022 : : 180 0 120 0 0 -60 240 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 63.7 24.6 10.6 5.5 4.8 13.2 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 20, 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 15,672 : : Positions : : 8,941 7,626 3,709 1,227 1,546 0 3,620 115 28 0 0 : : : : Changes from: December 13, 2022 : : 50 80 170 10 -10 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 48.7 23.7 7.8 9.9 0.0 23.1 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 20, 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 17,996 : : Positions : : 9,520 15,654 3,766 0 567 2,985 685 25 0 0 0 : : : : Changes from: December 13, 2022 : : 930 805 -125 0 0 120 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 87.0 20.9 0.0 3.2 16.6 3.8 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 20, 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 81,953 : : Positions : : 33,068 34,910 26,427 25,412 3,911 0 1,050 0 4,000 2,055 1,415 : : : : Changes from: December 13, 2022 : : 40 86 217 220 0 0 0 0 60 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 42.6 32.2 31.0 4.8 0.0 1.3 0.0 4.9 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 20, 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 83,694 : : Positions : : 33,467 40,326 22,679 21,332 5,410 0 512 263 7,544 1,517 1,415 : : : : Changes from: December 13, 2022 : : 35 66 -24 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 48.2 27.1 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 20, 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 24,937 : : Positions : : 13,924 12,968 4,065 3,886 763 0 1,925 15 1,185 505 245 : : : : Changes from: December 13, 2022 : : 0 -120 306 91 159 0 0 0 0 120 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 52.0 16.3 15.6 3.1 0.0 7.7 0.1 4.8 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 24,902 : : Positions : : 13,924 12,948 3,960 3,886 763 0 1,925 15 1,185 470 265 : : : : Changes from: December 13, 2022 : : 0 -120 306 91 159 0 0 0 0 120 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 52.0 15.9 15.6 3.1 0.0 7.7 0.1 4.8 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 5 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 13, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 24,987 : : Positions : : 17,551 11,270 504 10,392 598 0 35 0 3,931 280 0 : : : : Changes from: December 13, 2022 : : 0 -200 0 100 0 0 0 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 45.1 2.0 41.6 2.4 0.0 0.1 0.0 15.7 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . 5 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 21,453 : : Positions : : 14,576 10,845 706 7,631 1,425 0 35 0 3,099 0 0 : : : : Changes from: December 13, 2022 : : 0 -200 0 230 145 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 50.6 3.3 35.6 6.6 0.0 0.2 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 6 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 8,210 : : Positions : : 5,415 1,400 625 5,325 340 200 0 0 450 0 0 : : : : Changes from: December 13, 2022 : : -75 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 17.1 7.6 64.9 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 20, 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 8,055 : : Positions : : 5,395 1,380 565 5,265 290 200 0 0 450 0 0 : : : : Changes from: December 13, 2022 : : -75 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 17.1 7.0 65.4 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 20, 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 43,377 : : Positions : : 9,722 29,384 24,418 10,698 409 0 0 0 5,850 0 0 : : : : Changes from: December 13, 2022 : : 50 140 0 0 54 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 67.7 56.3 24.7 0.9 0.0 0.0 0.0 13.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 46,505 : : Positions : : 9,786 30,643 27,651 8,208 675 100 538 0 5,470 3,400 175 : : : : Changes from: December 13, 2022 : : 100 440 250 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 65.9 59.5 17.6 1.5 0.2 1.2 0.0 11.8 7.3 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 20, 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 59,062 : : Positions : : 22,134 49,195 30,586 3,795 2,029 75 300 275 1,465 1,250 325 : : : : Changes from: December 13, 2022 : : 0 600 1,025 0 0 0 0 0 0 425 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 83.3 51.8 6.4 3.4 0.1 0.5 0.5 2.5 2.1 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 20, 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 54,835 : : Positions : : 17,683 44,466 31,088 3,670 1,994 0 325 300 1,190 1,775 420 : : : : Changes from: December 13, 2022 : : 0 600 1,025 0 0 0 0 0 0 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 81.1 56.7 6.7 3.6 0.0 0.6 0.5 2.2 3.2 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 20, 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 19,412 : : Positions : : 15,649 2,430 0 13,103 553 0 0 0 0 1,511 0 : : : : Changes from: December 13, 2022 : : -20 0 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 12.5 0.0 67.5 2.8 0.0 0.0 0.0 0.0 7.8 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 20, 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 18,506 : : Positions : : 15,362 1,680 0 13,596 370 0 0 0 0 1,386 25 : : : : Changes from: December 13, 2022 : : -20 0 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 9.1 0.0 73.5 2.0 0.0 0.0 0.0 0.0 7.5 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 20, 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 38,018 : : Positions : : 21,611 16,057 2,534 10,326 7,386 2,210 0 0 1,078 1,145 495 : : : : Changes from: December 13, 2022 : : 365 90 120 185 -70 0 0 0 0 175 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 42.2 6.7 27.2 19.4 5.8 0.0 0.0 2.8 3.0 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 20, 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 37,626 : : Positions : : 21,020 15,291 2,400 10,514 8,031 2,210 0 0 913 828 630 : : : : Changes from: December 13, 2022 : : 60 0 -62 123 12 0 0 0 0 -125 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 40.6 6.4 27.9 21.3 5.9 0.0 0.0 2.4 2.2 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 . 6 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 48,245 : : Positions : : 30,607 21,843 2,000 18,120 2,007 1,305 0 410 6,429 720 80 : : : : Changes from: December 13, 2022 : : 100 200 -37 323 -83 -100 0 0 0 -200 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 45.3 4.1 37.6 4.2 2.7 0.0 0.8 13.3 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 8 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 42,072 : : Positions : : 26,086 19,868 2,070 15,342 1,900 2,020 0 0 6,236 1,489 70 : : : : Changes from: December 13, 2022 : : 100 200 0 260 -20 -100 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 47.2 4.9 36.5 4.5 4.8 0.0 0.0 14.8 3.5 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 20, 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 197,717 : : Positions : : 82,634 96,635 41,499 12,354 13,316 300 6,472 325 6,462 15,464 425 : : : : Changes from: December 13, 2022 : : -1,151 377 1,443 -20 211 0 -100 0 115 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 48.9 21.0 6.2 6.7 0.2 3.3 0.2 3.3 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 20, 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 181,908 : : Positions : : 79,584 87,550 31,960 11,073 17,993 300 5,543 0 6,458 14,106 175 : : : : Changes from: December 13, 2022 : : -1,136 172 846 -597 216 0 -100 0 -85 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 48.1 17.6 6.1 9.9 0.2 3.0 0.0 3.6 7.8 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 5 . 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 26,125 : : Positions : : 17,035 19,340 4,155 2,260 1,120 375 0 0 80 0 0 : : : : Changes from: December 13, 2022 : : 720 470 -25 -400 105 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 74.0 15.9 8.7 4.3 1.4 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 50,283 : : Positions : : 27,512 26,551 7,129 6,570 8,907 0 625 0 0 555 70 : : : : Changes from: December 13, 2022 : : 0 -62 -10 202 -60 0 -50 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 52.8 14.2 13.1 17.7 0.0 1.2 0.0 0.0 1.1 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 20, 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 52,485 : : Positions : : 27,599 26,982 4,553 3,912 12,189 0 338 525 45 445 50 : : : : Changes from: December 13, 2022 : : 0 39 -150 -39 3 0 -50 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 51.4 8.7 7.5 23.2 0.0 0.6 1.0 0.1 0.8 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 20, 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 33,569 : : Positions : : 14,130 21,617 9,590 520 5,110 0 1,025 25 25 560 240 : : : : Changes from: December 13, 2022 : : -125 40 -355 0 -125 0 0 0 0 -520 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 64.4 28.6 1.5 15.2 0.0 3.1 0.1 0.1 1.7 0.7 : : : : 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 20, 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 33,138 : : Positions : : 13,638 20,320 8,765 255 4,666 0 1,262 125 25 885 240 : : : : Changes from: December 13, 2022 : : 60 -130 -699 0 299 0 0 0 0 -520 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 61.3 26.4 0.8 14.1 0.0 3.8 0.4 0.1 2.7 0.7 : : : : 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 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 197,612 : : Positions : : 99,790 93,951 22,766 30,719 23,184 1,172 1,570 953 3,624 1,152 2,325 : : : : Changes from: December 13, 2022 : : 2,032 1,314 -827 -359 327 -30 45 30 5 180 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 47.5 11.5 15.5 11.7 0.6 0.8 0.5 1.8 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 27 6 4 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 172,923 : : Positions : : 85,312 99,881 19,872 11,336 17,264 1,256 1,562 715 7,320 1,161 6,490 : : : : Changes from: December 13, 2022 : : 832 -158 -1,179 -329 98 0 50 0 30 180 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 57.8 11.5 6.6 10.0 0.7 0.9 0.4 4.2 0.7 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 20, 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 100,635 : : Positions : : 54,040 58,595 20,700 18,570 8,925 2,280 100 0 2,695 2,450 405 : : : : Changes from: December 13, 2022 : : 55 355 0 -900 0 0 0 0 0 600 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 58.2 20.6 18.5 8.9 2.3 0.1 0.0 2.7 2.4 0.4 : : : : 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 20, 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 93,240 : : Positions : : 50,965 50,890 19,730 16,530 7,540 2,280 100 0 0 5,450 0 : : : : Changes from: December 13, 2022 : : 60 360 0 -900 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 54.6 21.2 17.7 8.1 2.4 0.1 0.0 0.0 5.8 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 20, 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 7,475 2,000 1,200 1,125 1,600 0 125 0 1,640 0 : : : : Changes from: December 13, 2022 : : 0 -130 0 130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 64.2 17.2 10.3 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 23, 2022