Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 25,344 : : Positions : : 20,657 22,261 1,853 966 2,051 472 0 47 124 0 0 : : : : Changes from: December 27, 2022 : : -434 -769 -342 30 -70 6 -25 47 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 87.8 7.3 3.8 8.1 1.9 0.0 0.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 . . 4 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 18,376 : : Positions : : 14,598 13,865 326 3,249 1,215 1,673 0 0 527 0 37 : : : : Changes from: December 27, 2022 : : -1,159 -872 0 -39 -78 143 0 -48 130 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 75.5 1.8 17.7 6.6 9.1 0.0 0.0 2.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 204,341 : : Positions : : 114,415 152,854 16,517 15,441 17,678 20,459 2,729 3,639 23,661 4,452 7,244 : : : : Changes from: December 27, 2022 : : 1,617 -1,100 239 -467 135 -1,071 647 -15 -1,759 -286 772 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 74.8 8.1 7.6 8.7 10.0 1.3 1.8 11.6 2.2 3.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 31 33 . 7 9 5 7 6 6 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 80,542 : : Positions : : 65,937 60,116 4,396 8,988 4,599 1,080 3,804 1,451 802 30 1,516 : : : : Changes from: December 27, 2022 : : 264 -386 -95 95 -7 -65 215 -36 -191 5 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 74.6 5.5 11.2 5.7 1.3 4.7 1.8 1.0 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 13 . . 4 4 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 60,195 : : Positions : : 47,619 44,338 5,964 4,075 3,247 688 5,581 804 440 1,103 1,035 : : : : Changes from: December 27, 2022 : : 123 67 175 -42 56 3 -212 0 -479 8 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 73.7 9.9 6.8 5.4 1.1 9.3 1.3 0.7 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 53,714 : : Positions : : 34,998 30,300 6,346 11,347 5,644 2,557 90 1,540 0 2,762 1,935 : : : : Changes from: December 27, 2022 : : -174 741 -44 -198 273 0 0 0 0 -760 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 56.4 11.8 21.1 10.5 4.8 0.2 2.9 0.0 5.1 3.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 18 4 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 63,536 : : Positions : : 46,271 33,432 4,932 12,272 8,620 358 3,754 1,354 35 2,894 1,077 : : : : Changes from: December 27, 2022 : : 323 566 -24 221 -40 1 89 -4 0 -569 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 52.6 7.8 19.3 13.6 0.6 5.9 2.1 0.1 4.6 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 5 4 8 . 7 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 68,653 : : Positions : : 48,027 26,680 15,573 25,372 3,819 0 100 0 805 12,508 114 : : : : Changes from: December 27, 2022 : : 1,534 -846 -784 307 175 0 0 0 0 1,319 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 38.9 22.7 37.0 5.6 0.0 0.1 0.0 1.2 18.2 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 January 3, 2023 : 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 89,402 : : Positions : : 60,625 37,468 22,969 34,551 3,899 0 101 0 1,400 12,907 113 : : : : Changes from: December 27, 2022 : : 1,056 -619 -429 7 340 0 1 0 0 1,237 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 41.9 25.7 38.6 4.4 0.0 0.1 0.0 1.6 14.4 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 January 3, 2023 : 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 36,110 : : Positions : : 25,500 35,061 9,949 25 408 0 0 0 0 345 0 : : : : Changes from: December 27, 2022 : : 33 -1 131 0 11 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 97.1 27.6 0.1 1.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 4 . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 42,132 : : Positions : : 33,967 20,960 3,813 5,428 3,885 389 9,075 9 0 2,745 30 : : : : Changes from: December 27, 2022 : : 119 -60 -180 0 180 1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 49.7 9.1 12.9 9.2 0.9 21.5 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 January 3, 2023 : 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 38,600 : : Positions : : 32,246 16,658 2,658 8,880 3,415 251 8,925 0 0 600 0 : : : : Changes from: December 27, 2022 : : 359 -120 -480 0 180 1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 43.2 6.9 23.0 8.8 0.7 23.1 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 January 3, 2023 : 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 150,469 : : Positions : : 68,354 83,472 30,664 28,263 24,323 15,631 75 3,408 2,410 5,820 4,944 : : : : Changes from: December 27, 2022 : : 172 623 -155 -726 -20 702 36 -250 -894 -73 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 55.5 20.4 18.8 16.2 10.4 0.0 2.3 1.6 3.9 3.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 34 . 5 6 8 . 6 4 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 30,439 : : Positions : : 19,978 14,301 6,078 10,180 3,709 0 0 0 0 2,008 0 : : : : Changes from: December 27, 2022 : : 200 0 -220 0 63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 47.0 20.0 33.4 12.2 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 January 3, 2023 : 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 27, 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 January 3, 2023 : 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 29,141 25,206 2,914 4,025 0 7,909 0 0 1,850 0 : : : : Changes from: December 27, 2022 : : 0 600 0 0 0 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 63.4 54.9 6.3 8.8 0.0 17.2 0.0 0.0 4.0 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 January 3, 2023 : 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 25,734 19,737 895 5,459 0 7,909 0 0 1,800 0 : : : : Changes from: December 27, 2022 : : 0 600 0 0 0 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 61.4 47.1 2.1 13.0 0.0 18.9 0.0 0.0 4.3 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 January 3, 2023 : 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 110,124 : : Positions : : 45,236 67,642 30,464 27,883 12,278 14,971 251 132 4,984 230 1,097 : : : : Changes from: December 27, 2022 : : -16 13 -225 -480 180 375 1 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 61.4 27.7 25.3 11.1 13.6 0.2 0.1 4.5 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 January 3, 2023 : 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 42,486 : : Positions : : 30,309 41,651 11,539 0 233 0 0 0 0 250 50 : : : : Changes from: December 27, 2022 : : 406 196 -40 0 25 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 98.0 27.2 0.0 0.5 0.0 0.0 0.0 0.0 0.6 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 January 3, 2023 : 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 49,981 : : Positions : : 36,439 46,906 10,302 456 2,251 579 0 55 0 228 0 : : : : Changes from: December 27, 2022 : : 323 632 -355 0 30 494 0 -225 0 -170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 93.8 20.6 0.9 4.5 1.2 0.0 0.1 0.0 0.5 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 January 3, 2023 : 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 44,372 : : Positions : : 27,255 39,105 12,722 1,160 2,237 100 100 0 1,763 1,240 0 : : : : Changes from: December 27, 2022 : : -210 15 205 0 0 0 0 0 60 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 88.1 28.7 2.6 5.0 0.2 0.2 0.0 4.0 2.8 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 January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,576 : : Positions : : 26,854 42,773 18,749 1,794 770 0 349 0 1,906 2,645 0 : : : : Changes from: December 27, 2022 : : 274 -546 490 0 0 0 95 0 80 1,295 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 88.1 38.6 3.7 1.6 0.0 0.7 0.0 3.9 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 70,548 : : Positions : : 60,631 55,197 7,045 9,358 1,510 70 1,010 0 591 2,693 186 : : : : Changes from: December 27, 2022 : : 524 380 15 -29 0 0 80 0 -100 0 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 78.2 10.0 13.3 2.1 0.1 1.4 0.0 0.8 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 21 5 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 86,980 : : Positions : : 75,344 67,265 6,748 10,425 2,449 437 764 418 719 4,880 200 : : : : Changes from: December 27, 2022 : : 520 -520 70 102 -4 -3 107 98 -194 688 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 77.3 7.8 12.0 2.8 0.5 0.9 0.5 0.8 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 26 5 4 5 . . 5 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 41,599 : : Positions : : 24,860 28,322 14,822 9,440 334 13 730 1,285 0 1,393 75 : : : : Changes from: December 27, 2022 : : 40 0 0 45 0 13 -27 17 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 68.1 35.6 22.7 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 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 41,419 : : Positions : : 28,972 30,292 11,852 8,327 70 0 950 0 0 1,455 325 : : : : Changes from: December 27, 2022 : : 385 270 -45 0 45 0 0 0 0 70 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 73.1 28.6 20.1 0.2 0.0 2.3 0.0 0.0 3.5 0.8 : : : : 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 January 3, 2023 : 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 49,955 : : Positions : : 41,141 31,822 1,839 12,937 1,599 3,265 0 1,240 100 1,746 0 : : : : Changes from: December 27, 2022 : : 52 -564 4 554 -104 0 0 0 0 66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 63.7 3.7 25.9 3.2 6.5 0.0 2.5 0.2 3.5 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 January 3, 2023 : 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 45,439 : : Positions : : 34,599 28,137 3,058 7,848 3,081 515 281 2,202 410 2,401 1,029 : : : : Changes from: December 27, 2022 : : -621 146 14 578 -94 95 0 0 -20 -1,253 756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 61.9 6.7 17.3 6.8 1.1 0.6 4.8 0.9 5.3 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 4 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 13,917 : : Positions : : 8,512 13,167 4,419 97 186 348 42 0 0 0 0 : : : : Changes from: December 27, 2022 : : -12 0 -2 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 94.6 31.8 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 January 3, 2023 : 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 33,749 : : Positions : : 30,154 31,220 1,341 1,454 521 835 88 80 0 75 55 : : : : Changes from: December 27, 2022 : : -781 -2,026 -1,560 0 166 25 56 -5 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 92.5 4.0 4.3 1.5 2.5 0.3 0.2 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 27,515 : : Positions : : 25,519 25,335 911 1,229 608 107 122 0 50 0 0 : : : : Changes from: December 27, 2022 : : 298 -1,082 -854 826 9 0 0 0 50 -250 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 92.1 3.3 4.5 2.2 0.4 0.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 30,070 : : Positions : : 23,494 24,327 3,707 721 1,985 0 2,696 97 200 30 0 : : : : Changes from: December 27, 2022 : : -180 -371 -3 36 15 0 103 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.9 12.3 2.4 6.6 0.0 9.0 0.3 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 5 . 6 0 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 20,712 : : Positions : : 15,121 17,968 2,492 89 1,373 948 553 275 8 30 33 : : : : Changes from: December 27, 2022 : : 111 19 -17 -20 42 0 95 0 0 30 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 86.8 12.0 0.4 6.6 4.6 2.7 1.3 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 12,603 : : Positions : : 3,956 11,641 7,162 0 570 190 0 380 225 0 0 : : : : Changes from: December 27, 2022 : : -360 -725 -260 0 0 -48 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 92.4 56.8 0.0 4.5 1.5 0.0 3.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 11,410 : : Positions : : 4,410 11,030 6,490 0 0 0 380 0 505 0 0 : : : : Changes from: December 27, 2022 : : -383 -560 -252 0 0 0 -210 0 -133 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 96.7 56.9 0.0 0.0 0.0 3.3 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 27, 2022 : : 0 0 0 0 0 0 0 0 0 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 January 3, 2023 : 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 27, 2022 : : 0 0 0 0 0 0 0 0 0 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 January 3, 2023 : 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 87,026 : : Positions : : 64,735 62,765 6,625 13,249 6,583 107 1,200 165 8,270 2,605 115 : : : : Changes from: December 27, 2022 : : 1,139 968 -165 -696 129 23 0 0 -15 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 72.1 7.6 15.2 7.6 0.1 1.4 0.2 9.5 3.0 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 January 3, 2023 : 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 95,936 : : Positions : : 69,648 60,141 7,258 14,722 6,820 509 1,275 363 10,764 12,259 156 : : : : Changes from: December 27, 2022 : : 1,218 1,212 -190 -727 84 194 -19 19 61 817 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 62.7 7.6 15.3 7.1 0.5 1.3 0.4 11.2 12.8 0.2 : : : : Number of Traders in Each Category Total Traders: 70 : : 34 32 5 7 7 4 . . 5 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 362,561 : : Positions : : 177,826 212,554 31,073 11,215 49,206 26,737 8,059 27,627 15,761 19,657 33,701 : : : : Changes from: December 27, 2022 : : 2,311 -1,534 568 -375 -391 1,463 213 -842 -577 5,100 -778 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 58.6 8.6 3.1 13.6 7.4 2.2 7.6 4.3 5.4 9.3 : : : : Number of Traders in Each Category Total Traders: 105 : : 37 37 5 4 9 10 13 13 16 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 27, 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 January 3, 2023 : 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 27, 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 January 3, 2023 : 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 9,170 : : Positions : : 4,825 7,230 1,980 0 10 145 165 375 1,265 1,130 45 : : : : Changes from: December 27, 2022 : : -2,015 -4,745 -1,025 -160 -105 -715 20 -170 -1,395 -405 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 78.8 21.6 0.0 0.1 1.6 1.8 4.1 13.8 12.3 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 24 . 0 . . . 4 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 60,400 : : Positions : : 42,888 42,748 8,282 2,412 3,596 1,099 4,429 1,460 400 3,458 2,190 : : : : Changes from: December 27, 2022 : : -38 86 121 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 70.8 13.7 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 January 3, 2023 : 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 52,094 : : Positions : : 29,221 33,875 8,421 882 8,436 1,400 8,385 0 4,300 220 100 : : : : Changes from: December 27, 2022 : : -6 4 0 0 0 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 January 3, 2023 : 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 90,325 : : Positions : : 62,571 56,139 17,249 24,846 1,679 435 0 200 1,681 532 1 : : : : Changes from: December 27, 2022 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 62.2 19.1 27.5 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 January 3, 2023 : 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 73,383 : : Positions : : 51,224 41,312 13,829 24,880 1,094 0 0 0 1,613 319 0 : : : : Changes from: December 27, 2022 : : 190 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 56.3 18.8 33.9 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 January 3, 2023 : 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 24,150 : : Positions : : 14,515 16,633 1,795 2,480 690 2,810 0 0 240 0 60 : : : : Changes from: December 27, 2022 : : 375 0 0 375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 68.9 7.4 10.3 2.9 11.6 0.0 0.0 1.0 0.0 0.2 : : : : 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 January 3, 2023 : 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 23,888 : : Positions : : 13,870 17,100 2,320 1,865 545 2,810 0 0 140 0 90 : : : : Changes from: December 27, 2022 : : 375 600 0 -225 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 71.6 9.7 7.8 2.3 11.8 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 January 3, 2023 : 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 24,843 : : Positions : : 14,552 15,275 6,724 2,498 1,290 1,121 4,125 221 0 45 0 : : : : Changes from: December 27, 2022 : : 200 310 770 0 0 0 660 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 61.5 27.1 10.1 5.2 4.5 16.6 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 January 3, 2023 : 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 17,012 : : Positions : : 9,366 7,921 4,369 937 1,836 0 4,640 115 28 0 0 : : : : Changes from: December 27, 2022 : : 245 295 480 -290 290 0 660 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 46.6 25.7 5.5 10.8 0.0 27.3 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 January 3, 2023 : 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 17,346 : : Positions : : 10,270 14,604 3,166 0 567 1,785 685 575 0 0 0 : : : : Changes from: December 27, 2022 : : 750 -750 -600 0 0 -900 0 550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 84.2 18.3 0.0 3.3 10.3 3.9 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 83,918 : : Positions : : 33,213 36,430 28,032 25,892 3,911 0 1,050 0 4,250 2,055 1,415 : : : : Changes from: December 27, 2022 : : 295 188 -75 -168 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 43.4 33.4 30.9 4.7 0.0 1.3 0.0 5.1 2.4 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 January 3, 2023 : 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 85,664 : : Positions : : 33,567 41,801 24,284 21,812 5,375 0 512 263 7,794 1,517 1,415 : : : : Changes from: December 27, 2022 : : 253 146 -75 -168 -14 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 48.8 28.3 25.5 6.3 0.0 0.6 0.3 9.1 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 January 3, 2023 : 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 27, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 January 3, 2023 : 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 25,022 : : Positions : : 13,984 12,968 3,960 3,926 783 0 1,925 15 1,245 530 245 : : : : Changes from: December 27, 2022 : : 0 20 0 -20 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 51.8 15.8 15.7 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 January 3, 2023 : 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 25,680 : : Positions : : 22,714 4,530 1,025 13,473 1,350 0 0 0 0 6,182 0 : : : : Changes from: December 27, 2022 : : 97 5 0 0 0 0 0 0 0 212 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 17.6 4.0 52.5 5.3 0.0 0.0 0.0 0.0 24.1 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 January 3, 2023 : 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 24,357 : : Positions : : 21,649 3,827 1,015 13,248 1,195 0 0 0 50 5,882 0 : : : : Changes from: December 27, 2022 : : 97 5 0 0 0 0 0 0 0 212 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 15.7 4.2 54.4 4.9 0.0 0.0 0.0 0.2 24.1 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 January 3, 2023 : 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 27, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 January 3, 2023 : 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 27, 2022 : : 0 0 0 0 0 0 0 0 0 0 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 January 3, 2023 : 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 8,220 : : Positions : : 5,445 1,390 595 5,335 340 200 0 0 450 0 0 : : : : Changes from: December 27, 2022 : : 30 -10 -30 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 16.9 7.2 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 January 3, 2023 : 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 8,065 : : Positions : : 5,425 1,370 535 5,275 290 200 0 0 450 0 0 : : : : Changes from: December 27, 2022 : : 30 -10 -30 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 17.0 6.6 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 January 3, 2023 : 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 43,604 : : Positions : : 9,501 29,560 24,418 10,573 409 0 0 0 6,062 0 0 : : : : Changes from: December 27, 2022 : : -221 76 0 -25 0 0 0 0 212 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 67.8 56.0 24.2 0.9 0.0 0.0 0.0 13.9 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 January 3, 2023 : 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 46,802 : : Positions : : 9,195 30,869 27,651 8,083 675 100 538 0 5,682 3,400 175 : : : : Changes from: December 27, 2022 : : -591 126 0 -25 0 0 0 0 212 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.6 66.0 59.1 17.3 1.4 0.2 1.1 0.0 12.1 7.3 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 61,297 : : Positions : : 23,604 51,300 30,946 3,495 2,329 0 525 50 1,465 975 500 : : : : Changes from: December 27, 2022 : : 810 1,825 840 -300 300 -75 225 -225 0 -175 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 83.7 50.5 5.7 3.8 0.0 0.9 0.1 2.4 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 56,515 : : Positions : : 18,717 46,525 31,253 2,785 2,489 0 625 0 1,190 1,500 470 : : : : Changes from: December 27, 2022 : : 870 2,245 675 -825 495 0 300 -300 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 82.3 55.3 4.9 4.4 0.0 1.1 0.0 2.1 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 : : 15,569 2,430 0 13,103 553 0 0 0 0 1,461 50 : : : : Changes from: December 27, 2022 : : -20 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 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 January 3, 2023 : 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 : : 15,282 1,680 0 13,596 370 0 0 0 0 1,336 75 : : : : Changes from: December 27, 2022 : : -20 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 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 January 3, 2023 : 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 38,280 : : Positions : : 21,811 15,867 2,679 10,511 7,658 2,160 0 0 1,078 1,445 270 : : : : Changes from: December 27, 2022 : : 25 -65 95 -115 272 0 0 0 0 300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 41.4 7.0 27.5 20.0 5.6 0.0 0.0 2.8 3.8 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 4 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 38,014 : : Positions : : 21,100 15,281 3,107 10,961 7,767 2,160 0 0 913 1,128 390 : : : : Changes from: December 27, 2022 : : 80 -10 180 -30 224 0 0 0 0 300 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 40.2 8.2 28.8 20.4 5.7 0.0 0.0 2.4 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 4 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 48,395 : : Positions : : 30,757 21,913 2,000 18,470 1,902 1,555 0 235 6,449 720 80 : : : : Changes from: December 27, 2022 : : 0 50 0 25 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 45.3 4.1 38.2 3.9 3.2 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 January 3, 2023 : 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 27, 2022 : : 0 0 0 0 0 0 0 0 0 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 January 3, 2023 : 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 200,955 : : Positions : : 85,256 97,999 40,484 12,402 13,841 300 6,372 200 6,247 15,544 600 : : : : Changes from: December 27, 2022 : : 2,055 98 -2,175 32 1,003 0 -225 0 25 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 48.8 20.1 6.2 6.9 0.1 3.2 0.1 3.1 7.7 0.3 : : : : 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 January 3, 2023 : 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 185,146 : : Positions : : 82,335 88,338 30,567 11,698 18,713 300 5,193 0 6,243 14,186 195 : : : : Changes from: December 27, 2022 : : 2,251 -141 -2,108 609 484 0 -300 0 25 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 47.7 16.5 6.3 10.1 0.2 2.8 0.0 3.4 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 4 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 50,243 : : Positions : : 27,647 26,761 6,904 6,470 8,987 0 625 0 0 355 110 : : : : Changes from: December 27, 2022 : : 135 210 -225 -100 80 0 0 0 0 -200 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 53.3 13.7 12.9 17.9 0.0 1.2 0.0 0.0 0.7 0.2 : : : : 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 January 3, 2023 : 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 : : 27,839 26,972 4,103 3,912 12,189 0 338 525 45 245 50 : : : : Changes from: December 27, 2022 : : 240 -10 -450 0 0 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 51.4 7.8 7.5 23.2 0.0 0.6 1.0 0.1 0.5 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 January 3, 2023 : 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 33,429 : : Positions : : 14,160 21,597 9,490 520 4,935 0 1,025 25 25 510 240 : : : : Changes from: December 27, 2022 : : -100 -50 0 0 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 64.6 28.4 1.6 14.8 0.0 3.1 0.1 0.1 1.5 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 January 3, 2023 : 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 33,258 : : Positions : : 13,792 20,505 8,890 255 4,631 0 1,262 125 25 885 240 : : : : Changes from: December 27, 2022 : : 24 155 225 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 61.7 26.7 0.8 13.9 0.0 3.8 0.4 0.1 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 6 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 195,505 : : Positions : : 97,451 92,172 22,621 30,399 23,256 1,172 1,375 953 3,624 902 2,595 : : : : Changes from: December 27, 2022 : : 473 663 -195 -10 -110 0 -225 0 0 -150 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 47.1 11.6 15.5 11.9 0.6 0.7 0.5 1.9 0.5 1.3 : : : : 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 January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 172,954 : : Positions : : 85,407 100,301 19,777 11,156 17,064 1,256 1,562 715 7,320 921 6,790 : : : : Changes from: December 27, 2022 : : 1,050 1,335 -115 -260 -125 0 0 0 0 -140 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 58.0 11.4 6.5 9.9 0.7 0.9 0.4 4.2 0.5 3.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 27 6 . 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 101,975 : : Positions : : 56,240 59,095 19,200 19,370 9,125 2,280 100 0 2,695 1,850 505 : : : : Changes from: December 27, 2022 : : 2,100 500 -1,500 700 300 0 0 0 0 -600 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 58.0 18.8 19.0 8.9 2.2 0.1 0.0 2.6 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 92,640 : : Positions : : 51,265 50,490 18,530 16,630 7,840 2,280 100 0 0 4,850 0 : : : : Changes from: December 27, 2022 : : 300 -400 -1,200 100 300 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 54.5 20.0 18.0 8.5 2.5 0.1 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2023 : 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 11,685 : : Positions : : 6,760 7,480 2,000 1,220 1,125 1,600 25 125 0 1,640 0 : : : : Changes from: December 27, 2022 : : 50 5 0 20 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 64.0 17.1 10.4 9.6 13.7 0.2 1.1 0.0 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . . . . . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 06, 2023