Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 26,080 : : Positions : : 21,516 22,776 1,793 1,046 1,981 463 200 51 139 0 0 : : : : Changes from: January 3, 2023 : : 860 515 -60 80 -70 -9 200 5 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 87.3 6.9 4.0 7.6 1.8 0.8 0.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . 4 4 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 18,531 : : Positions : : 14,738 14,075 396 3,204 1,155 1,703 0 25 442 0 72 : : : : Changes from: January 3, 2023 : : 140 210 70 -45 -60 30 0 25 -85 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 76.0 2.1 17.3 6.2 9.2 0.0 0.1 2.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 199,523 : : Positions : : 111,575 147,923 15,943 17,385 16,661 20,062 2,421 3,875 22,955 3,233 7,763 : : : : Changes from: January 3, 2023 : : -2,840 -4,931 -574 1,944 -1,017 -397 -308 236 -706 -1,219 519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 74.1 8.0 8.7 8.4 10.1 1.2 1.9 11.5 1.6 3.9 : : : : Number of Traders in Each Category Total Traders: 74 : : 31 34 . 7 9 5 6 5 6 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 73,791 : : Positions : : 59,792 54,781 3,605 9,253 4,691 1,320 2,618 1,378 1,360 132 920 : : : : Changes from: January 3, 2023 : : -6,145 -5,335 -791 265 92 240 -1,186 -73 558 102 -596 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.2 4.9 12.5 6.4 1.8 3.5 1.9 1.8 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 15 . . 4 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 57,640 : : Positions : : 45,565 42,241 7,013 5,021 2,302 830 5,295 780 0 1,235 760 : : : : Changes from: January 3, 2023 : : -2,054 -2,097 1,049 946 -945 142 -286 -24 -440 132 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 73.3 12.2 8.7 4.0 1.4 9.2 1.4 0.0 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 11 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 52,284 : : Positions : : 34,533 32,860 6,277 8,320 6,284 2,332 100 1,530 415 2,727 236 : : : : Changes from: January 3, 2023 : : -465 2,560 -69 -3,027 640 -225 10 -10 415 -35 -1,699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 62.8 12.0 15.9 12.0 4.5 0.2 2.9 0.8 5.2 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 61,500 : : Positions : : 44,443 34,208 4,771 9,276 9,482 69 3,935 1,225 49 2,597 660 : : : : Changes from: January 3, 2023 : : -1,828 776 -161 -2,996 862 -289 181 -129 14 -297 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 55.6 7.8 15.1 15.4 0.1 6.4 2.0 0.1 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 16 5 4 7 . 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 67,519 : : Positions : : 49,168 27,420 14,036 24,719 3,069 0 0 0 860 12,147 114 : : : : Changes from: January 3, 2023 : : 1,141 740 -1,537 -653 -750 0 -100 0 55 -361 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 40.6 20.8 36.6 4.5 0.0 0.0 0.0 1.3 18.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 86,676 : : Positions : : 59,922 36,606 21,724 33,522 3,136 0 0 0 1,434 12,938 113 : : : : Changes from: January 3, 2023 : : -703 -862 -1,245 -1,029 -763 0 -101 0 34 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 42.2 25.1 38.7 3.6 0.0 0.0 0.0 1.7 14.9 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 4 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 33,986 : : Positions : : 24,544 33,239 8,909 0 281 0 0 0 0 220 0 : : : : Changes from: January 3, 2023 : : -956 -1,822 -1,040 -25 -127 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 97.8 26.2 0.0 0.8 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 39,450 : : Positions : : 31,746 20,126 3,876 5,108 3,392 389 8,100 9 0 2,685 30 : : : : Changes from: January 3, 2023 : : -2,221 -834 63 -320 -493 0 -975 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 51.0 9.8 12.9 8.6 1.0 20.5 0.0 0.0 6.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 36,717 : : Positions : : 30,298 16,393 2,446 8,550 3,012 251 8,100 0 150 200 350 : : : : Changes from: January 3, 2023 : : -1,948 -265 -212 -330 -403 0 -825 0 150 -400 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 44.6 6.7 23.3 8.2 0.7 22.1 0.0 0.4 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 146,897 : : Positions : : 63,346 81,306 31,668 25,337 24,177 16,249 323 3,566 2,648 7,604 4,443 : : : : Changes from: January 3, 2023 : : -5,008 -2,166 1,004 -2,926 -146 618 248 158 238 1,784 -501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 55.3 21.6 17.2 16.5 11.1 0.2 2.4 1.8 5.2 3.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 33 4 4 6 7 4 7 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 29,659 : : Positions : : 19,357 13,898 5,972 9,939 3,674 0 0 0 0 1,908 0 : : : : Changes from: January 3, 2023 : : -621 -403 -106 -241 -35 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 46.9 20.1 33.5 12.4 0.0 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 27,664 : : Positions : : 16,474 14,212 7,302 8,124 3,180 0 0 0 0 1,908 0 : : : : Changes from: January 3, 2023 : : -528 -383 -256 -246 -10 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 51.4 26.4 29.4 11.5 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 43,294 : : Positions : : 15,109 26,766 24,110 3,040 3,685 0 7,709 0 0 1,850 0 : : : : Changes from: January 3, 2023 : : -1,583 -2,375 -1,096 126 -340 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 61.8 55.7 7.0 8.5 0.0 17.8 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 39,583 : : Positions : : 15,269 23,316 18,850 1,260 5,094 0 7,709 0 0 1,900 0 : : : : Changes from: January 3, 2023 : : -1,421 -2,418 -887 365 -365 0 -200 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 58.9 47.6 3.2 12.9 0.0 19.5 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 108,746 : : Positions : : 43,675 66,138 31,738 26,696 11,734 14,546 251 132 4,966 2,280 897 : : : : Changes from: January 3, 2023 : : -1,561 -1,504 1,274 -1,187 -544 -425 0 0 -18 2,050 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 60.8 29.2 24.5 10.8 13.4 0.2 0.1 4.6 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 40,536 : : Positions : : 29,736 39,949 10,372 0 103 0 0 0 0 220 0 : : : : Changes from: January 3, 2023 : : -573 -1,702 -1,167 0 -130 0 0 0 0 -30 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 98.6 25.6 0.0 0.3 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 47,312 : : Positions : : 34,394 44,726 9,857 456 1,851 728 0 55 47 150 23 : : : : Changes from: January 3, 2023 : : -2,045 -2,180 -445 0 -400 149 0 0 47 -78 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 94.5 20.8 1.0 3.9 1.5 0.0 0.1 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 41,001 : : Positions : : 25,019 36,244 12,086 1,060 1,932 0 0 0 1,682 1,240 0 : : : : Changes from: January 3, 2023 : : -2,236 -2,861 -636 -100 -305 -100 -100 0 -81 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 88.4 29.5 2.6 4.7 0.0 0.0 0.0 4.1 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 6 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 45,018 : : Positions : : 24,499 39,450 17,846 1,789 621 0 323 0 1,770 2,595 0 : : : : Changes from: January 3, 2023 : : -2,355 -3,323 -903 -5 -149 0 -26 0 -136 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 87.6 39.6 4.0 1.4 0.0 0.7 0.0 3.9 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 5 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 66,794 : : Positions : : 57,897 51,267 6,211 9,562 1,503 60 1,200 0 428 2,460 204 : : : : Changes from: January 3, 2023 : : -2,734 -3,930 -834 204 -7 -10 190 0 -163 -233 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 76.8 9.3 14.3 2.3 0.1 1.8 0.0 0.6 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 5 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 81,652 : : Positions : : 71,041 62,435 5,942 10,209 2,408 323 598 469 686 4,755 231 : : : : Changes from: January 3, 2023 : : -4,303 -4,830 -806 -216 -41 -114 -166 51 -33 -125 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 76.5 7.3 12.5 2.9 0.4 0.7 0.6 0.8 5.8 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 24 5 4 5 . . 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 35,595 : : Positions : : 20,064 22,526 14,001 9,962 132 60 604 1,143 0 1,218 0 : : : : Changes from: January 3, 2023 : : -4,796 -5,796 -821 522 -202 47 -126 -142 0 -175 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 63.3 39.3 28.0 0.4 0.2 1.7 3.2 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 38,834 : : Positions : : 26,994 27,972 11,275 8,302 45 0 975 0 0 1,215 325 : : : : Changes from: January 3, 2023 : : -1,978 -2,320 -577 -25 -25 0 25 0 0 -240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 72.0 29.0 21.4 0.1 0.0 2.5 0.0 0.0 3.1 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 47,743 : : Positions : : 39,405 29,521 1,678 13,245 1,416 3,331 216 974 100 1,533 0 : : : : Changes from: January 3, 2023 : : -1,736 -2,301 -161 308 -183 66 216 -266 0 -213 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 61.8 3.5 27.7 3.0 7.0 0.5 2.0 0.2 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . 4 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 42,682 : : Positions : : 33,466 26,222 2,823 8,311 2,851 474 506 2,052 342 2,159 84 : : : : Changes from: January 3, 2023 : : -1,133 -1,915 -235 463 -230 -41 225 -150 -68 -242 -945 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 61.4 6.6 19.5 6.7 1.1 1.2 4.8 0.8 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . 4 7 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 31,524 : : Positions : : 28,261 29,454 1,053 1,184 406 697 0 86 0 50 80 : : : : Changes from: January 3, 2023 : : -1,893 -1,766 -288 -270 -115 -138 -88 6 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 93.4 3.3 3.8 1.3 2.2 0.0 0.3 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 25,823 : : Positions : : 24,092 23,988 424 1,015 543 97 77 0 75 0 0 : : : : Changes from: January 3, 2023 : : -1,427 -1,347 -487 -214 -65 -10 -45 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 92.9 1.6 3.9 2.1 0.4 0.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 27,226 : : Positions : : 20,932 22,264 3,979 480 1,288 0 2,606 137 0 105 0 : : : : Changes from: January 3, 2023 : : -2,562 -2,063 272 -241 -697 0 -90 40 -200 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 81.8 14.6 1.8 4.7 0.0 9.6 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 5 . 5 0 5 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 18,611 : : Positions : : 13,289 16,362 2,485 79 933 969 228 252 0 40 0 : : : : Changes from: January 3, 2023 : : -1,832 -1,606 -7 -10 -440 21 -325 -23 -8 10 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 87.9 13.4 0.4 5.0 5.2 1.2 1.4 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 12,587 : : Positions : : 4,015 11,566 7,153 0 579 90 0 430 200 0 0 : : : : Changes from: January 3, 2023 : : 59 -75 -9 0 9 -100 0 50 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 91.9 56.8 0.0 4.6 0.7 0.0 3.4 1.6 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 10, 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: January 3, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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 44,112 : : Positions : : 17,691 20,627 21,961 21,460 1,762 0 75 0 1,660 0 0 : : : : Changes from: January 3, 2023 : : -1,645 -996 -49 -510 -50 0 -10 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 46.8 49.8 48.6 4.0 0.0 0.2 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 5 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 46,256 : : Positions : : 19,956 20,071 22,588 24,560 1,532 0 75 0 1,600 0 0 : : : : Changes from: January 3, 2023 : : -1,652 -1,166 -272 -560 -50 0 -10 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 43.4 48.8 53.1 3.3 0.0 0.2 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 6 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 83,912 : : Positions : : 60,236 62,583 7,461 10,207 6,894 50 1,218 122 8,664 2,489 96 : : : : Changes from: January 3, 2023 : : -4,499 -182 836 -3,042 311 -57 18 -43 394 -116 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 74.6 8.9 12.2 8.2 0.1 1.5 0.1 10.3 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 27 28 4 7 8 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 90,631 : : Positions : : 62,668 59,154 8,931 11,179 6,769 511 1,236 159 11,115 11,846 113 : : : : Changes from: January 3, 2023 : : -6,980 -987 1,673 -3,543 -51 2 -39 -204 351 -413 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 65.3 9.9 12.3 7.5 0.6 1.4 0.2 12.3 13.1 0.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 32 6 6 7 . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 362,220 : : Positions : : 175,703 208,380 31,140 12,849 46,873 23,512 4,659 31,945 17,709 22,830 33,825 : : : : Changes from: January 3, 2023 : : -2,123 -4,174 67 1,634 -2,333 -3,225 -3,400 4,318 1,948 3,173 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 57.5 8.6 3.5 12.9 6.5 1.3 8.8 4.9 6.3 9.3 : : : : Number of Traders in Each Category Total Traders: 102 : : 38 36 4 5 9 9 16 13 16 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 21,203 : : Positions : : 16,531 9,065 100 10,319 1,779 120 0 40 2,144 0 0 : : : : Changes from: January 3, 2023 : : -759 -506 -19 -352 -76 -65 0 0 -78 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 42.8 0.5 48.7 8.4 0.6 0.0 0.2 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 21,296 : : Positions : : 14,652 12,429 1,960 6,627 2,235 155 0 5 1,620 0 0 : : : : Changes from: January 3, 2023 : : -676 -686 -119 -195 -7 0 0 0 -64 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 58.4 9.2 31.1 10.5 0.7 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 4 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 58,125 : : Positions : : 41,044 41,057 8,099 1,829 3,885 1,099 4,419 1,200 400 3,638 1,980 : : : : Changes from: January 3, 2023 : : -1,844 -1,691 -183 -583 289 0 -10 -260 0 180 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 70.6 13.9 3.1 6.7 1.9 7.6 2.1 0.7 6.3 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 52,412 : : Positions : : 28,639 33,136 6,186 2,400 8,481 2,252 8,215 0 6,740 0 0 : : : : Changes from: January 3, 2023 : : -582 -739 -2,235 1,518 45 852 -170 0 2,440 -220 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 63.2 11.8 4.6 16.2 4.3 15.7 0.0 12.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . . . . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 85,814 : : Positions : : 61,119 52,691 14,788 24,141 1,639 435 0 200 1,341 432 1 : : : : Changes from: January 3, 2023 : : -1,452 -3,448 -2,461 -705 -40 0 0 0 -340 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 61.4 17.2 28.1 1.9 0.5 0.0 0.2 1.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 24,970 : : Positions : : 15,090 16,421 1,755 3,200 690 2,810 0 0 180 0 60 : : : : Changes from: January 3, 2023 : : 575 -212 -40 720 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 65.8 7.0 12.8 2.8 11.3 0.0 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 25,098 : : Positions : : 14,767 15,398 6,624 1,935 1,382 1,226 4,330 196 0 420 0 : : : : Changes from: January 3, 2023 : : 215 123 -100 -563 92 105 205 -25 0 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 61.4 26.4 7.7 5.5 4.9 17.3 0.8 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 16,836 : : Positions : : 9,563 7,713 4,389 497 1,741 0 4,465 90 0 780 0 : : : : Changes from: January 3, 2023 : : 197 -208 20 -440 -95 0 -175 -25 -28 780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 45.8 26.1 3.0 10.3 0.0 26.5 0.5 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 80,153 : : Positions : : 33,035 34,052 25,905 25,018 3,739 0 1,125 0 3,870 2,535 900 : : : : Changes from: January 3, 2023 : : -178 -2,378 -2,127 -874 -172 0 75 0 -380 480 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 42.5 32.3 31.2 4.7 0.0 1.4 0.0 4.8 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . 6 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 82,457 : : Positions : : 33,054 38,883 22,551 22,073 5,050 0 875 0 8,279 2,023 900 : : : : Changes from: January 3, 2023 : : -513 -2,918 -1,733 261 -325 0 363 -263 485 506 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 47.2 27.3 26.8 6.1 0.0 1.1 0.0 10.0 2.5 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 23,127 : : Positions : : 12,724 11,908 3,815 3,861 738 0 1,925 15 1,270 300 200 : : : : Changes from: January 3, 2023 : : -1,200 -1,060 -250 -85 -25 0 0 0 25 -265 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 51.5 16.5 16.7 3.2 0.0 8.3 0.1 5.5 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 23,112 : : Positions : : 12,724 11,903 3,705 3,841 758 0 1,925 15 1,270 265 220 : : : : Changes from: January 3, 2023 : : -1,260 -1,065 -255 -85 -25 0 0 0 25 -265 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 51.5 16.0 16.6 3.3 0.0 8.3 0.1 5.5 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 24,653 : : Positions : : 22,004 4,216 960 13,175 990 0 0 0 0 5,987 140 : : : : Changes from: January 3, 2023 : : -710 -314 -65 -298 -360 0 0 0 0 -195 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 17.1 3.9 53.4 4.0 0.0 0.0 0.0 0.0 24.3 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 4 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 23,469 : : Positions : : 21,019 3,587 960 12,985 865 0 0 0 50 5,687 140 : : : : Changes from: January 3, 2023 : : -630 -240 -55 -263 -330 0 0 0 0 -195 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 15.3 4.1 55.3 3.7 0.0 0.0 0.0 0.2 24.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 . . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 24,003 : : Positions : : 16,376 10,975 498 9,852 579 0 0 0 3,802 380 0 : : : : Changes from: January 3, 2023 : : -1,275 -295 -6 -540 -19 0 -35 0 -129 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 45.7 2.1 41.0 2.4 0.0 0.0 0.0 15.8 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 5 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 20,625 : : Positions : : 13,616 10,545 694 7,306 1,387 0 0 0 2,996 100 0 : : : : Changes from: January 3, 2023 : : -1,060 -300 -12 -325 -38 0 -35 0 -103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 51.1 3.4 35.4 6.7 0.0 0.0 0.0 14.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . 6 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 43,167 : : Positions : : 9,531 27,623 24,216 12,245 409 0 0 0 5,867 0 140 : : : : Changes from: January 3, 2023 : : 30 -1,937 -202 1,672 0 0 0 0 -195 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 64.0 56.1 28.4 0.9 0.0 0.0 0.0 13.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 5 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 45,272 : : Positions : : 9,161 28,443 26,806 8,785 465 0 250 0 5,687 4,550 140 : : : : Changes from: January 3, 2023 : : -34 -2,426 -845 702 -210 -100 -288 0 5 1,150 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 62.8 59.2 19.4 1.0 0.0 0.6 0.0 12.6 10.1 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 57,589 : : Positions : : 25,683 47,179 25,536 4,005 1,889 0 475 50 1,430 1,200 830 : : : : Changes from: January 3, 2023 : : 2,079 -4,121 -5,410 510 -440 0 -50 0 -35 225 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 81.9 44.3 7.0 3.3 0.0 0.8 0.1 2.5 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 52,879 : : Positions : : 20,516 42,699 25,803 3,400 2,119 0 575 0 1,165 1,020 1,045 : : : : Changes from: January 3, 2023 : : 1,799 -3,826 -5,450 615 -370 0 -50 0 -25 -480 575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 80.7 48.8 6.4 4.0 0.0 1.1 0.0 2.2 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 18,397 : : Positions : : 14,597 2,215 0 12,306 538 0 0 0 0 1,451 50 : : : : Changes from: January 3, 2023 : : -972 -215 0 -797 -15 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 12.0 0.0 66.9 2.9 0.0 0.0 0.0 0.0 7.9 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 17,506 : : Positions : : 14,297 1,475 0 12,761 355 0 0 0 0 1,351 50 : : : : Changes from: January 3, 2023 : : -985 -205 0 -835 -15 0 0 0 0 15 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 8.4 0.0 72.9 2.0 0.0 0.0 0.0 0.0 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 35,776 : : Positions : : 19,987 14,653 2,734 10,426 6,619 2,075 0 0 928 1,455 240 : : : : Changes from: January 3, 2023 : : -1,824 -1,214 55 -85 -1,039 -85 0 0 -150 10 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 41.0 7.6 29.1 18.5 5.8 0.0 0.0 2.6 4.1 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 4 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 35,764 : : Positions : : 19,420 14,436 2,560 10,224 7,409 2,075 0 0 763 1,033 360 : : : : Changes from: January 3, 2023 : : -1,680 -845 -547 -737 -358 -85 0 0 -150 -95 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.4 7.2 28.6 20.7 5.8 0.0 0.0 2.1 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 46,602 : : Positions : : 27,110 22,471 1,850 14,054 2,152 1,025 0 235 6,279 680 45 : : : : Changes from: January 3, 2023 : : -3,647 558 -150 -4,416 250 -530 0 0 -170 -40 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 48.2 4.0 30.2 4.6 2.2 0.0 0.5 13.5 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 6 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 40,959 : : Positions : : 23,660 21,052 2,015 11,262 2,082 1,065 0 70 6,059 1,284 35 : : : : Changes from: January 3, 2023 : : -2,551 1,189 -55 -4,230 287 -955 0 70 -197 -205 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 51.4 4.9 27.5 5.1 2.6 0.0 0.2 14.8 3.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 192,332 : : Positions : : 80,738 94,139 40,772 12,615 12,926 300 6,155 200 5,812 14,708 1,025 : : : : Changes from: January 3, 2023 : : -4,518 -3,860 288 213 -915 0 -217 0 -435 -836 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 48.9 21.2 6.6 6.7 0.2 3.2 0.1 3.0 7.6 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 6 . 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 177,027 : : Positions : : 78,775 85,660 31,810 12,421 16,868 300 4,401 0 5,093 13,451 610 : : : : Changes from: January 3, 2023 : : -3,560 -2,678 1,243 723 -1,845 0 -792 0 -1,150 -735 415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 48.4 18.0 7.0 9.5 0.2 2.5 0.0 2.9 7.6 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 4 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 48,517 : : Positions : : 27,680 26,171 5,784 6,453 8,888 0 450 0 5 0 105 : : : : Changes from: January 3, 2023 : : 33 -590 -1,120 -17 -99 0 -175 0 5 -355 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 53.9 11.9 13.3 18.3 0.0 0.9 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 5 5 8 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 50,771 : : Positions : : 28,064 26,012 3,025 4,227 11,678 0 100 525 0 245 0 : : : : Changes from: January 3, 2023 : : 225 -960 -1,078 315 -511 0 -238 0 -45 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 51.2 6.0 8.3 23.0 0.0 0.2 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . 5 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 31,979 : : Positions : : 12,665 21,484 10,475 410 4,315 0 575 0 0 510 240 : : : : Changes from: January 3, 2023 : : -1,495 -113 985 -110 -620 0 -450 -25 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 67.2 32.8 1.3 13.5 0.0 1.8 0.0 0.0 1.6 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 6 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 31,744 : : Positions : : 12,209 20,690 10,836 765 2,974 0 750 125 0 860 240 : : : : Changes from: January 3, 2023 : : -1,583 185 1,946 510 -1,657 0 -512 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 65.2 34.1 2.4 9.4 0.0 2.4 0.4 0.0 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 5 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 192,171 : : Positions : : 97,221 89,378 23,644 30,360 22,032 1,080 1,795 430 1,005 1,497 4,750 : : : : Changes from: January 3, 2023 : : -230 -2,794 1,023 -39 -1,224 -92 420 -523 -2,619 595 2,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 46.5 12.3 15.8 11.5 0.6 0.9 0.2 0.5 0.8 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 25 6 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 169,275 : : Positions : : 84,247 100,154 20,818 11,368 15,617 831 1,129 640 7,295 710 6,660 : : : : Changes from: January 3, 2023 : : -1,160 -147 1,041 212 -1,447 -425 -433 -75 -25 -211 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 59.2 12.3 6.7 9.2 0.5 0.7 0.4 4.3 0.4 3.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 10, 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 106,060 : : Positions : : 57,535 58,165 18,925 19,595 9,000 2,280 100 0 2,695 3,775 330 : : : : Changes from: January 3, 2023 : : 1,295 -930 -275 225 -125 0 0 0 0 1,925 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 54.8 17.8 18.5 8.5 2.1 0.1 0.0 2.5 3.6 0.3 : : : : 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 10, 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 97,820 : : Positions : : 53,675 50,725 18,530 16,055 7,840 2,280 100 0 0 7,600 0 : : : : Changes from: January 3, 2023 : : 2,410 235 0 -575 0 0 0 0 0 2,750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 51.9 18.9 16.4 8.0 2.3 0.1 0.0 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 13, 2023