Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 26,148 : : Positions : : 21,091 23,030 2,195 936 2,121 466 25 0 149 0 0 : : : : Changes from: December 20, 2022 : : 124 119 0 34 -29 22 0 0 42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 88.1 8.4 3.6 8.1 1.8 0.1 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 19,418 : : Positions : : 15,757 14,737 326 3,288 1,293 1,530 0 48 397 0 52 : : : : Changes from: December 20, 2022 : : 75 -21 2 40 -15 4 0 0 -62 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 75.9 1.7 16.9 6.7 7.9 0.0 0.2 2.0 0.0 0.3 : : : : 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 27, 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 204,848 : : Positions : : 112,798 153,954 16,278 15,908 17,543 21,530 2,082 3,654 25,420 4,738 6,472 : : : : Changes from: December 20, 2022 : : 1,857 -3,304 -3,634 -154 -493 -1,572 728 -279 639 17 -1,859 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 75.2 7.9 7.8 8.6 10.5 1.0 1.8 12.4 2.3 3.2 : : : : Number of Traders in Each Category Total Traders: 71 : : 30 32 . 7 9 6 5 6 5 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 80,584 : : Positions : : 65,673 60,502 4,491 8,893 4,606 1,145 3,589 1,487 993 25 1,440 : : : : Changes from: December 20, 2022 : : 427 69 343 779 -89 145 167 -198 2 25 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 75.1 5.6 11.0 5.7 1.4 4.5 1.8 1.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 13 . . 4 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 60,245 : : Positions : : 47,496 44,271 5,789 4,117 3,191 685 5,793 804 919 1,095 959 : : : : Changes from: December 20, 2022 : : 494 -24 148 34 -3 -5 122 -120 -487 16 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 73.5 9.6 6.8 5.3 1.1 9.6 1.3 1.5 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 52,880 : : Positions : : 35,172 29,559 6,390 11,545 5,371 2,557 90 1,540 0 3,522 1,175 : : : : Changes from: December 20, 2022 : : -309 243 -110 -290 16 0 0 0 0 -362 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 55.9 12.1 21.8 10.2 4.8 0.2 2.9 0.0 6.7 2.2 : : : : 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 27, 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 63,051 : : Positions : : 45,948 32,866 4,956 12,051 8,660 357 3,665 1,358 35 3,463 862 : : : : Changes from: December 20, 2022 : : -367 154 0 -428 10 0 0 0 0 -87 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 52.1 7.9 19.1 13.7 0.6 5.8 2.2 0.1 5.5 1.4 : : : : 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 27, 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 67,698 : : Positions : : 46,493 27,526 16,357 25,065 3,644 0 100 0 805 11,189 114 : : : : Changes from: December 20, 2022 : : 1,043 133 -337 90 230 0 0 0 -60 423 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 40.7 24.2 37.0 5.4 0.0 0.1 0.0 1.2 16.5 0.2 : : : : 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 27, 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 88,436 : : Positions : : 59,569 38,087 23,398 34,544 3,559 0 100 0 1,400 11,670 113 : : : : Changes from: December 20, 2022 : : 1,135 200 -90 400 85 0 0 0 -60 385 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 43.1 26.5 39.1 4.0 0.0 0.1 0.0 1.6 13.2 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 27, 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 35,935 : : Positions : : 25,467 35,062 9,818 25 397 0 0 0 0 175 0 : : : : Changes from: December 20, 2022 : : 610 920 290 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 97.6 27.3 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 27, 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 20, 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 27, 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 20, 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 27, 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 150,602 : : Positions : : 68,182 82,849 30,819 28,989 24,343 14,929 39 3,658 3,304 5,893 4,637 : : : : Changes from: December 20, 2022 : : -16 -155 48 -259 220 -310 10 -77 12 102 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 55.0 20.5 19.2 16.2 9.9 0.0 2.4 2.2 3.9 3.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 32 34 . 5 6 9 . 6 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20, 2022 : : 0 0 0 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 27, 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 20, 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 27, 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 20, 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 27, 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 20, 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 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 42,095 : : Positions : : 29,903 41,455 11,579 0 208 0 0 0 0 80 50 : : : : Changes from: December 20, 2022 : : 777 950 155 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 98.5 27.5 0.0 0.5 0.0 0.0 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 5 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 49,714 : : Positions : : 36,116 46,274 10,657 456 2,221 85 0 280 0 398 0 : : : : Changes from: December 20, 2022 : : -613 45 480 0 -225 85 -155 120 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 93.1 21.4 0.9 4.5 0.2 0.0 0.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 44,317 : : Positions : : 27,465 39,090 12,517 1,160 2,237 100 100 0 1,703 1,200 0 : : : : Changes from: December 20, 2022 : : 1,151 351 2 0 -2 0 0 0 -4 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 88.2 28.2 2.6 5.0 0.2 0.2 0.0 3.8 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 15 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 47,732 : : Positions : : 26,580 43,319 18,259 1,794 770 0 254 0 1,826 1,350 0 : : : : Changes from: December 20, 2022 : : 1,050 100 38 -40 0 0 228 0 0 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 90.8 38.3 3.8 1.6 0.0 0.5 0.0 3.8 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 70,074 : : Positions : : 60,107 54,817 7,030 9,387 1,510 70 930 0 691 2,693 154 : : : : Changes from: December 20, 2022 : : 283 215 0 -22 0 0 99 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 78.2 10.0 13.4 2.2 0.1 1.3 0.0 1.0 3.8 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 86,389 : : Positions : : 74,824 67,785 6,678 10,323 2,453 440 657 320 913 4,192 113 : : : : Changes from: December 20, 2022 : : 1,013 789 73 -46 -20 10 -11 -10 -13 310 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 78.5 7.7 11.9 2.8 0.5 0.8 0.4 1.1 4.9 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 26 5 4 5 . . 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 41,529 : : Positions : : 24,820 28,322 14,822 9,395 334 0 757 1,268 0 1,368 75 : : : : Changes from: December 20, 2022 : : -175 -22 0 197 0 0 -50 25 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 68.2 35.7 22.6 0.8 0.0 1.8 3.1 0.0 3.3 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 27, 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 41,059 : : Positions : : 28,587 30,022 11,897 8,327 25 0 950 0 0 1,385 350 : : : : Changes from: December 20, 2022 : : -3 75 0 -3 0 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 73.1 29.0 20.3 0.1 0.0 2.3 0.0 0.0 3.4 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 27, 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 50,003 : : Positions : : 41,089 32,386 1,835 12,383 1,703 3,265 0 1,240 100 1,680 0 : : : : Changes from: December 20, 2022 : : -208 296 2 -23 -2 0 0 0 0 -355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 64.8 3.7 24.8 3.4 6.5 0.0 2.5 0.2 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 45,306 : : Positions : : 35,220 27,991 3,044 7,270 3,175 420 281 2,202 430 3,654 273 : : : : Changes from: December 20, 2022 : : -198 508 50 72 -36 228 0 0 180 -312 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 61.8 6.7 16.0 7.0 0.9 0.6 4.9 0.9 8.1 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 4 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20, 2022 : : 0 0 0 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 35,873 : : Positions : : 30,935 33,246 2,901 1,454 355 810 32 85 0 375 55 : : : : Changes from: December 20, 2022 : : -319 -39 -30 0 0 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 92.7 8.1 4.1 1.0 2.3 0.1 0.2 0.0 1.0 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 27, 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 28,062 : : Positions : : 25,221 26,417 1,765 403 599 107 122 0 0 250 50 : : : : Changes from: December 20, 2022 : : -100 160 -30 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 94.1 6.3 1.4 2.1 0.4 0.4 0.0 0.0 0.9 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 27, 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 30,269 : : Positions : : 23,674 24,698 3,710 685 1,970 0 2,593 105 200 30 0 : : : : Changes from: December 20, 2022 : : 85 271 70 -172 0 0 68 1 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 81.6 12.3 2.3 6.5 0.0 8.6 0.3 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 16 5 . 6 0 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20,576 : : Positions : : 15,010 17,949 2,509 109 1,331 948 458 275 8 0 28 : : : : Changes from: December 20, 2022 : : 78 70 4 0 -4 0 17 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 27, 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 13,328 : : Positions : : 4,316 12,366 7,422 0 570 238 0 380 275 0 0 : : : : Changes from: December 20, 2022 : : 25 25 0 0 0 45 0 -45 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 92.8 55.7 0.0 4.3 1.8 0.0 2.9 2.1 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 27, 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 6,742 0 0 0 590 0 638 0 25 : : : : Changes from: December 20, 2022 : : 0 0 -5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 95.0 55.2 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 45,688 : : Positions : : 19,336 21,623 22,010 21,970 1,812 0 85 0 1,835 0 0 : : : : Changes from: December 20, 2022 : : 0 950 793 0 -35 0 -50 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 47.3 48.2 48.1 4.0 0.0 0.2 0.0 4.0 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 48,042 : : Positions : : 21,608 21,237 22,860 25,120 1,582 0 85 0 1,770 0 0 : : : : Changes from: December 20, 2022 : : 0 950 793 0 0 0 -50 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 44.2 47.6 52.3 3.3 0.0 0.2 0.0 3.7 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 27, 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 85,875 : : Positions : : 63,596 61,797 6,790 13,945 6,454 84 1,200 165 8,285 1,861 115 : : : : Changes from: December 20, 2022 : : 1,226 73 253 134 -239 -50 600 20 -336 292 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 72.0 7.9 16.2 7.5 0.1 1.4 0.2 9.6 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 29 4 7 9 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 94,545 : : Positions : : 68,430 58,929 7,448 15,449 6,736 315 1,294 344 10,703 11,442 146 : : : : Changes from: December 20, 2022 : : 3,329 -62 -438 -257 387 -41 450 170 109 2,835 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 62.3 7.9 16.3 7.1 0.3 1.4 0.4 11.3 12.1 0.2 : : : : 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 27, 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 361,173 : : Positions : : 175,515 214,087 30,505 11,590 49,597 25,273 7,846 28,469 16,338 14,557 34,479 : : : : Changes from: December 20, 2022 : : -150,003 -157,459 -1,126 355 -60,919 2,152 674 -22,932 835 2,721 -15,931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 59.3 8.4 3.2 13.7 7.0 2.2 7.9 4.5 4.0 9.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 37 38 5 4 9 9 14 14 13 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20, 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 27, 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 20, 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 27, 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 14,955 : : Positions : : 6,840 11,975 3,005 160 115 860 145 545 2,660 1,535 270 : : : : Changes from: December 20, 2022 : : 725 405 -255 -250 15 -435 -15 275 -20 -185 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 80.1 20.1 1.1 0.8 5.8 1.0 3.6 17.8 10.3 1.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 25 . . . 4 . 5 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 60,338 : : Positions : : 42,926 42,662 8,161 2,412 3,621 1,099 4,429 1,460 400 3,458 2,190 : : : : Changes from: December 20, 2022 : : -150 70 220 0 -220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 70.7 13.5 4.0 6.0 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 52,090 : : Positions : : 29,227 33,871 8,421 882 8,436 1,400 8,385 0 4,300 220 100 : : : : Changes from: December 20, 2022 : : 60 -50 -160 -50 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 65.0 16.2 1.7 16.2 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 27, 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 90,175 : : Positions : : 62,421 55,989 17,249 24,846 1,679 435 0 200 1,681 532 1 : : : : Changes from: December 20, 2022 : : 190 350 50 0 0 0 0 0 230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 62.1 19.1 27.6 1.9 0.5 0.0 0.2 1.9 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 27, 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 73,208 : : Positions : : 51,034 41,122 13,829 24,880 1,094 0 0 0 1,613 319 0 : : : : Changes from: December 20, 2022 : : 245 475 50 0 0 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 56.2 18.9 34.0 1.5 0.0 0.0 0.0 2.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 23,868 : : Positions : : 14,352 14,965 5,954 2,498 1,290 1,121 3,465 221 0 45 0 : : : : Changes from: December 20, 2022 : : 180 0 180 0 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 62.7 24.9 10.5 5.4 4.7 14.5 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 16,032 : : Positions : : 9,121 7,626 3,889 1,227 1,546 0 3,980 115 28 0 0 : : : : Changes from: December 20, 2022 : : 180 0 180 0 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 47.6 24.3 7.7 9.6 0.0 24.8 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 27, 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 17,696 : : Positions : : 9,520 15,354 3,766 0 567 2,685 685 25 0 0 0 : : : : Changes from: December 20, 2022 : : 0 -300 0 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 86.8 21.3 0.0 3.2 15.2 3.9 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 27, 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 83,871 : : Positions : : 32,918 36,242 28,107 26,060 3,911 0 1,050 0 4,450 2,055 1,415 : : : : Changes from: December 20, 2022 : : -150 1,332 1,680 648 0 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 43.2 33.5 31.1 4.7 0.0 1.3 0.0 5.3 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 85,616 : : Positions : : 33,314 41,655 24,359 21,980 5,389 0 512 263 7,994 1,517 1,415 : : : : Changes from: December 20, 2022 : : -153 1,329 1,680 648 -21 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 48.7 28.5 25.7 6.3 0.0 0.6 0.3 9.3 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 27, 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 25,037 : : Positions : : 13,924 12,968 4,065 3,946 763 0 1,925 15 1,245 565 225 : : : : Changes from: December 20, 2022 : : 0 0 0 60 0 0 0 0 60 60 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 51.8 16.2 15.8 3.0 0.0 7.7 0.1 5.0 2.3 0.9 : : : : 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 27, 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 25,002 : : Positions : : 13,984 12,948 3,960 3,946 763 0 1,925 15 1,245 530 245 : : : : Changes from: December 20, 2022 : : 60 0 0 60 0 0 0 0 60 60 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 51.8 15.8 15.8 3.1 0.0 7.7 0.1 5.0 2.1 1.0 : : : : 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 27, 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 20, 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 27, 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 20, 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 25,087 : : Positions : : 17,651 11,270 504 10,392 598 0 35 0 3,931 380 0 : : : : Changes from: December 20, 2022 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 44.9 2.0 41.4 2.4 0.0 0.1 0.0 15.7 1.5 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 27, 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 21,553 : : Positions : : 14,676 10,845 706 7,631 1,425 0 35 0 3,099 100 0 : : : : Changes from: December 20, 2022 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 50.3 3.3 35.4 6.6 0.0 0.2 0.0 14.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 . 6 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20, 2022 : : 0 0 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 27, 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 20, 2022 : : 0 0 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 27, 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 29,484 24,418 10,598 409 0 0 0 5,850 0 0 : : : : Changes from: December 20, 2022 : : 0 100 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 68.0 56.3 24.4 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 27, 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 30,743 27,651 8,108 675 100 538 0 5,470 3,400 175 : : : : Changes from: December 20, 2022 : : 0 100 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 66.1 59.5 17.4 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 27, 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 59,522 : : Positions : : 22,794 49,475 30,106 3,795 2,029 75 300 275 1,465 1,150 375 : : : : Changes from: December 20, 2022 : : 660 280 -480 0 0 0 0 0 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 83.1 50.6 6.4 3.4 0.1 0.5 0.5 2.5 1.9 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 27, 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 54,775 : : Positions : : 17,847 44,280 30,578 3,610 1,994 0 325 300 1,190 1,675 470 : : : : Changes from: December 20, 2022 : : 164 -186 -510 -60 0 0 0 0 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 80.8 55.8 6.6 3.6 0.0 0.6 0.5 2.2 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 : : 15,589 2,430 0 13,103 553 0 0 0 0 1,461 50 : : : : Changes from: December 20, 2022 : : -60 0 0 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 12.5 0.0 67.5 2.8 0.0 0.0 0.0 0.0 7.5 0.3 : : : : 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 27, 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 : : 15,302 1,680 0 13,596 370 0 0 0 0 1,336 75 : : : : Changes from: December 20, 2022 : : -60 0 0 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 9.1 0.0 73.5 2.0 0.0 0.0 0.0 0.0 7.2 0.4 : : : : 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 27, 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 38,193 : : Positions : : 21,786 15,932 2,584 10,626 7,386 2,160 0 0 1,078 1,145 495 : : : : Changes from: December 20, 2022 : : 175 -125 50 300 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 41.7 6.8 27.8 19.3 5.7 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 27, 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 37,795 : : Positions : : 21,020 15,291 2,927 10,991 7,543 2,160 0 0 913 828 630 : : : : Changes from: December 20, 2022 : : 0 0 527 477 -488 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 40.5 7.7 29.1 20.0 5.7 0.0 0.0 2.4 2.2 1.7 : : : : 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 27, 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 48,320 : : Positions : : 30,757 21,863 2,000 18,445 1,902 1,480 0 235 6,449 720 80 : : : : Changes from: December 20, 2022 : : 150 20 0 325 -105 175 0 -175 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 45.2 4.1 38.2 3.9 3.1 0.0 0.5 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 27, 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 42,177 : : Positions : : 26,211 19,863 2,070 15,492 1,795 2,020 0 0 6,256 1,489 70 : : : : Changes from: December 20, 2022 : : 125 -5 0 150 -105 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 47.1 4.9 36.7 4.3 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 27, 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 199,046 : : Positions : : 83,201 97,901 42,659 12,370 12,838 300 6,597 200 6,222 15,544 425 : : : : Changes from: December 20, 2022 : : 567 1,266 1,160 16 -478 0 125 -125 -240 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 49.2 21.4 6.2 6.4 0.2 3.3 0.1 3.1 7.8 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 27 6 . 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 183,634 : : Positions : : 80,084 88,479 32,675 11,089 18,229 300 5,493 0 6,218 14,186 175 : : : : Changes from: December 20, 2022 : : 500 929 715 16 236 0 -50 0 -240 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 48.2 17.8 6.0 9.9 0.2 3.0 0.0 3.4 7.7 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 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 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 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 27, 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 33,549 : : Positions : : 14,260 21,647 9,490 520 4,935 0 1,025 25 25 560 240 : : : : Changes from: December 20, 2022 : : 130 30 -100 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 64.5 28.3 1.5 14.7 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 27, 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 33,168 : : Positions : : 13,768 20,350 8,665 255 4,666 0 1,262 125 25 885 240 : : : : Changes from: December 20, 2022 : : 130 30 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 61.4 26.1 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 27, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 194,492 : : Positions : : 96,978 91,509 22,816 30,409 23,366 1,172 1,600 953 3,624 1,052 2,395 : : : : Changes from: December 20, 2022 : : -2,812 -2,442 50 -310 182 0 30 0 0 -100 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 47.1 11.7 15.6 12.0 0.6 0.8 0.5 1.9 0.5 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 27, 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 171,742 : : Positions : : 84,357 98,966 19,892 11,416 17,189 1,256 1,562 715 7,320 1,061 6,590 : : : : Changes from: December 20, 2022 : : -955 -915 20 80 -75 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 57.6 11.6 6.6 10.0 0.7 0.9 0.4 4.3 0.6 3.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 27 6 . 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 100,735 : : Positions : : 54,140 58,595 20,700 18,670 8,825 2,280 100 0 2,695 2,450 405 : : : : Changes from: December 20, 2022 : : 100 0 0 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 58.2 20.5 18.5 8.8 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 27, 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 20, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 27, 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 RT OFF-PEAK MINI - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #064IBJ Open Interest is 3,264 : : Positions : : 2,768 2,264 152 168 40 0 688 0 120 64 0 : : : : Changes from: December 20, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 69.4 4.7 5.1 1.2 0.0 21.1 0.0 3.7 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20, 2022 : : 0 0 0 0 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 30, 2022