Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 26,731 : : Positions : : 22,157 23,624 2,097 1,099 1,587 471 168 131 98 0 0 : : : : Changes from: January 31, 2023 : : -573 -419 -80 51 -195 34 -14 24 -24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 88.4 7.8 4.1 5.9 1.8 0.6 0.5 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . . 4 5 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 20,664 : : Positions : : 16,127 15,185 475 3,848 1,399 1,926 0 54 580 75 78 : : : : Changes from: January 31, 2023 : : -452 -313 107 78 120 -190 0 6 100 -25 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 73.5 2.3 18.6 6.8 9.3 0.0 0.3 2.8 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 204,378 : : Positions : : 111,913 143,401 17,870 15,545 17,360 17,510 5,639 10,097 19,920 2,671 8,860 : : : : Changes from: January 31, 2023 : : 2,747 -9,495 915 -1,481 994 -3,114 1,411 2,054 -10,123 -492 4,764 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 70.2 8.7 7.6 8.5 8.6 2.8 4.9 9.7 1.3 4.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 33 36 . 7 9 4 8 6 9 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 80,455 : : Positions : : 63,825 52,307 3,466 10,551 4,925 810 6,295 4,160 950 411 1,555 : : : : Changes from: January 31, 2023 : : -476 -1,643 128 691 3 -63 504 -1 7 -169 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 65.0 4.3 13.1 6.1 1.0 7.8 5.2 1.2 0.5 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 11 . 4 4 . . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 59,880 : : Positions : : 47,428 40,506 7,466 8,507 1,183 782 7,054 810 305 289 1,355 : : : : Changes from: January 31, 2023 : : -945 -1,067 16 634 -432 -360 -275 -84 75 -454 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 67.6 12.5 14.2 2.0 1.3 11.8 1.4 0.5 0.5 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 55,919 : : Positions : : 38,889 33,462 6,635 6,789 7,622 0 2,873 1,752 0 2,718 236 : : : : Changes from: January 31, 2023 : : 431 -2,333 -1,102 -763 709 -42 1,763 -118 -319 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 59.8 11.9 12.1 13.6 0.0 5.1 3.1 0.0 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 5 . 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 66,502 : : Positions : : 47,959 36,943 6,440 7,493 9,964 0 8,222 604 138 2,552 625 : : : : Changes from: January 31, 2023 : : -778 -1,675 27 227 -320 -69 581 0 58 -151 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 55.6 9.7 11.3 15.0 0.0 12.4 0.9 0.2 3.8 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 17 7 . 8 0 6 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 65,587 : : Positions : : 46,343 26,714 14,827 23,635 2,457 0 0 0 1,029 12,325 56 : : : : Changes from: January 31, 2023 : : -3,624 -896 -12 -1,609 -552 0 0 0 172 -745 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 40.7 22.6 36.0 3.7 0.0 0.0 0.0 1.6 18.8 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 85,815 : : Positions : : 57,416 35,616 22,782 32,928 3,006 0 0 0 1,625 13,696 67 : : : : Changes from: January 31, 2023 : : -4,743 -1,814 -467 -2,206 -354 0 0 0 184 -628 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 41.5 26.5 38.4 3.5 0.0 0.0 0.0 1.9 16.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 16 5 5 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 35,270 : : Positions : : 25,727 34,478 8,664 50 281 0 25 0 0 220 0 : : : : Changes from: January 31, 2023 : : -295 175 0 50 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 97.8 24.6 0.1 0.8 0.0 0.1 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 35,489 : : Positions : : 26,495 32,192 6,116 342 2,569 0 0 0 0 110 0 : : : : Changes from: January 31, 2023 : : 84 -252 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 90.7 17.2 1.0 7.2 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 38,019 : : Positions : : 30,120 19,625 4,476 4,758 2,792 390 8,100 8 0 2,705 30 : : : : Changes from: January 31, 2023 : : -111 84 0 0 0 1 0 -1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 51.6 11.8 12.5 7.3 1.0 21.3 0.0 0.0 7.1 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 February 7, 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 35,785 : : Positions : : 29,171 16,411 3,046 8,200 2,412 251 8,100 0 150 200 350 : : : : Changes from: January 31, 2023 : : -195 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 45.9 8.5 22.9 6.7 0.7 22.6 0.0 0.4 0.6 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 February 7, 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 157,099 : : Positions : : 66,677 85,659 32,736 25,801 24,312 19,927 1,161 4,359 2,376 9,863 5,358 : : : : Changes from: January 31, 2023 : : 1,290 508 11 103 -135 1,315 476 17 9 1,451 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 54.5 20.8 16.4 15.5 12.7 0.7 2.8 1.5 6.3 3.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 33 34 5 4 6 6 6 9 5 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 30,035 : : Positions : : 18,833 13,894 6,872 10,239 3,674 0 0 0 0 1,908 0 : : : : Changes from: January 31, 2023 : : 0 -80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 46.3 22.9 34.1 12.2 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 February 7, 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 28,016 : : Positions : : 15,998 14,079 8,202 8,424 3,180 0 0 0 0 1,908 0 : : : : Changes from: January 31, 2023 : : 0 -185 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 50.3 29.3 30.1 11.4 0.0 0.0 0.0 0.0 6.8 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 February 7, 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 44,572 : : Positions : : 16,244 28,447 24,859 3,205 2,910 0 7,709 0 0 1,800 0 : : : : Changes from: January 31, 2023 : : 584 -141 -642 45 -23 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 63.8 55.8 7.2 6.5 0.0 17.3 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 41,257 : : Positions : : 16,435 25,003 19,384 1,260 4,944 0 7,709 0 0 1,850 0 : : : : Changes from: January 31, 2023 : : 577 -123 -687 0 482 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 60.6 47.0 3.1 12.0 0.0 18.7 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 111,844 : : Positions : : 43,731 68,355 34,192 26,241 12,334 14,012 251 420 4,942 2,055 1,067 : : : : Changes from: January 31, 2023 : : -903 -345 730 243 0 0 0 0 -24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 61.1 30.6 23.5 11.0 12.5 0.2 0.4 4.4 1.8 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 42,011 : : Positions : : 30,598 41,319 10,346 50 99 75 0 0 30 100 120 : : : : Changes from: January 31, 2023 : : -142 575 0 50 0 50 0 0 0 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 98.4 24.6 0.1 0.2 0.2 0.0 0.0 0.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 48,797 : : Positions : : 35,084 45,656 10,581 586 1,749 1,010 0 55 0 290 10 : : : : Changes from: January 31, 2023 : : 442 232 75 0 -75 75 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 93.6 21.7 1.2 3.6 2.1 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 4 . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 39,625 : : Positions : : 24,561 35,752 11,111 1,030 1,843 0 0 0 1,815 670 0 : : : : Changes from: January 31, 2023 : : -1,178 -1,622 -1,145 -230 -79 0 0 0 -132 -670 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 90.2 28.0 2.6 4.7 0.0 0.0 0.0 4.6 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 16 6 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 42,700 : : Positions : : 23,578 38,243 16,707 2,076 526 0 340 0 1,674 1,325 0 : : : : Changes from: January 31, 2023 : : -1,620 -1,809 -1,494 60 -85 0 -228 0 -151 -1,305 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 89.6 39.1 4.9 1.2 0.0 0.8 0.0 3.9 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 6 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 72,483 : : Positions : : 54,766 56,872 14,491 9,032 2,291 180 1,510 0 443 2,346 140 : : : : Changes from: January 31, 2023 : : -1,598 -1,819 -749 -451 -66 5 -9 -40 -1 -90 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 78.5 20.0 12.5 3.2 0.2 2.1 0.0 0.6 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 4 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 87,769 : : Positions : : 67,545 68,748 14,427 9,497 2,949 121 1,514 822 1,103 3,424 279 : : : : Changes from: January 31, 2023 : : -2,975 -2,539 -763 -514 -38 -215 4 147 89 -888 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 78.3 16.4 10.8 3.4 0.1 1.7 0.9 1.3 3.9 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 29 4 5 6 . 7 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 34,738 : : Positions : : 20,053 20,981 13,152 10,381 435 0 983 908 0 1,050 0 : : : : Changes from: January 31, 2023 : : -1,299 -1,553 -839 -108 0 -65 -379 -25 0 -158 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 60.4 37.9 29.9 1.3 0.0 2.8 2.6 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . 4 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 37,876 : : Positions : : 26,091 25,672 11,355 9,078 225 0 1,930 0 0 946 0 : : : : Changes from: January 31, 2023 : : -242 -1,195 -460 228 75 0 475 0 0 -225 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 67.8 30.0 24.0 0.6 0.0 5.1 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 47,422 : : Positions : : 37,330 29,287 2,342 10,989 2,685 1,315 0 1,310 100 1,246 0 : : : : Changes from: January 31, 2023 : : -2,724 -608 624 -2,361 1,309 -2,016 -216 336 -50 -727 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 61.8 4.9 23.2 5.7 2.8 0.0 2.8 0.2 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 43,517 : : Positions : : 32,965 26,986 4,562 8,464 2,675 115 1,223 1,332 230 1,466 149 : : : : Changes from: January 31, 2023 : : -1,947 -406 1,546 -130 -42 -311 822 -720 -102 -1,128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 62.0 10.5 19.4 6.1 0.3 2.8 3.1 0.5 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 13,584 : : Positions : : 8,891 12,770 3,719 0 241 319 0 0 0 150 0 : : : : Changes from: January 31, 2023 : : -149 -272 -110 0 -26 -29 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 94.0 27.4 0.0 1.8 2.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 11,642 : : Positions : : 8,439 10,156 1,680 0 606 0 319 0 0 150 0 : : : : Changes from: January 31, 2023 : : -289 -254 1 0 -64 0 -29 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 87.2 14.4 0.0 5.2 0.0 2.7 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 37,534 : : Positions : : 33,642 35,210 1,487 1,409 316 538 73 84 386 0 85 : : : : Changes from: January 31, 2023 : : -641 -220 268 161 -38 -129 52 -20 295 -55 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 93.8 4.0 3.8 0.8 1.4 0.2 0.2 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 30,479 : : Positions : : 28,504 28,965 587 581 526 26 57 0 440 69 0 : : : : Changes from: January 31, 2023 : : -559 86 313 -130 216 -36 -26 0 365 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 95.0 1.9 1.9 1.7 0.1 0.2 0.0 1.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 28,304 : : Positions : : 22,317 22,035 3,531 631 1,788 0 2,337 95 44 1,194 0 : : : : Changes from: January 31, 2023 : : 179 -417 -581 -63 -9 0 -354 -20 10 554 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 77.9 12.5 2.2 6.3 0.0 8.3 0.3 0.2 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 4 . 6 0 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 20,466 : : Positions : : 15,339 17,922 2,231 24 902 742 278 232 0 261 150 : : : : Changes from: January 31, 2023 : : 55 -158 -237 -23 -61 19 35 -53 -110 205 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 87.6 10.9 0.1 4.4 3.6 1.4 1.1 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 11,863 : : Positions : : 3,744 10,854 6,486 0 709 229 0 285 200 0 0 : : : : Changes from: January 31, 2023 : : -215 -475 -367 0 27 105 0 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 91.5 54.7 0.0 6.0 1.9 0.0 2.4 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 11,251 : : Positions : : 4,372 10,961 6,290 0 0 0 290 0 565 0 0 : : : : Changes from: January 31, 2023 : : -300 -309 -125 0 0 0 -50 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 97.4 55.9 0.0 0.0 0.0 2.6 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 43,151 : : Positions : : 19,303 20,537 19,406 20,640 1,737 0 75 0 1,500 0 0 : : : : Changes from: January 31, 2023 : : -690 -1,762 -1,685 -820 0 0 0 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 47.6 45.0 47.8 4.0 0.0 0.2 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 5 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 45,551 : : Positions : : 21,602 20,192 20,193 23,740 1,532 0 75 0 1,445 0 0 : : : : Changes from: January 31, 2023 : : -772 -1,667 -1,525 -820 0 0 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 44.3 44.3 52.1 3.4 0.0 0.2 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 6 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 79,112 : : Positions : : 54,068 55,567 9,649 7,956 6,113 25 1,850 95 8,469 7,103 42 : : : : Changes from: January 31, 2023 : : -9,043 -4,927 1,096 -2,647 -525 -42 25 -25 -297 -783 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 70.2 12.2 10.1 7.7 0.0 2.3 0.1 10.7 9.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 28 29 5 5 8 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 89,757 : : Positions : : 60,930 54,792 10,345 10,550 6,179 552 2,024 210 10,759 15,405 222 : : : : Changes from: January 31, 2023 : : -6,393 -2,147 1,183 -2,177 -881 -40 120 -145 -359 -1,571 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 61.0 11.5 11.8 6.9 0.6 2.3 0.2 12.0 17.2 0.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 29 6 5 7 4 . 5 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 367,561 : : Positions : : 179,304 200,028 30,556 17,157 46,679 26,273 9,157 31,281 10,550 21,211 39,663 : : : : Changes from: January 31, 2023 : : 4,610 -13,064 -968 720 392 -4,171 2,819 9 -2,064 7,514 -704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 54.4 8.3 4.7 12.7 7.1 2.5 8.5 2.9 5.8 10.8 : : : : Number of Traders in Each Category Total Traders: 104 : : 39 38 . 7 10 8 17 15 13 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 22,581 : : Positions : : 18,345 11,147 133 9,789 1,597 100 0 40 2,049 0 0 : : : : Changes from: January 31, 2023 : : 1,614 1,858 -39 -431 -140 -20 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 49.4 0.6 43.4 7.1 0.4 0.0 0.2 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 23,026 : : Positions : : 17,225 14,332 1,728 6,422 2,259 135 0 5 1,537 0 0 : : : : Changes from: January 31, 2023 : : 2,273 1,579 -304 -106 0 -20 0 0 -83 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.2 7.5 27.9 9.8 0.6 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 4 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 8,465 : : Positions : : 5,405 6,835 760 185 0 383 325 155 1,310 590 105 : : : : Changes from: January 31, 2023 : : -510 -1,715 475 -30 -490 -587 120 -10 -1,125 -55 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 80.7 9.0 2.2 0.0 4.5 3.8 1.8 15.5 7.0 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 19 . . 0 . . . 6 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 58,958 : : Positions : : 42,225 40,691 6,833 1,839 4,750 929 3,989 1,280 400 3,944 1,964 : : : : Changes from: January 31, 2023 : : 472 -853 -640 0 230 -20 100 0 0 303 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 69.0 11.6 3.1 8.1 1.6 6.8 2.2 0.7 6.7 3.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 57,239 : : Positions : : 28,825 34,490 6,823 4,395 8,589 2,490 8,215 0 10,244 1,235 0 : : : : Changes from: January 31, 2023 : : 449 581 601 600 -101 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 60.3 11.9 7.7 15.0 4.4 14.4 0.0 17.9 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 83,563 : : Positions : : 60,877 51,269 12,358 23,003 1,639 115 0 100 1,730 421 1 : : : : Changes from: January 31, 2023 : : -2,344 -2,399 -1,420 -1,008 0 100 0 -100 204 -11 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 61.4 14.8 27.5 2.0 0.1 0.0 0.1 2.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 67,984 : : Positions : : 50,319 37,252 9,145 23,455 987 0 0 0 1,663 0 0 : : : : Changes from: January 31, 2023 : : -1,907 -1,994 -1,178 -875 -22 0 0 0 205 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 54.8 13.5 34.5 1.5 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 30,302 : : Positions : : 19,999 15,062 6,614 1,770 1,277 1,158 4,845 146 0 5,664 120 : : : : Changes from: January 31, 2023 : : -606 -969 410 -245 -115 -118 -5 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 49.7 21.8 5.8 4.2 3.8 16.0 0.5 0.0 18.7 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 23,621 : : Positions : : 17,338 8,677 3,274 521 1,851 0 4,935 90 0 6,019 120 : : : : Changes from: January 31, 2023 : : 28 -698 175 -6 35 0 10 0 0 885 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 36.7 13.9 2.2 7.8 0.0 20.9 0.4 0.0 25.5 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 81,135 : : Positions : : 34,676 34,435 23,723 22,652 3,723 0 1,025 0 4,200 4,610 850 : : : : Changes from: January 31, 2023 : : 91 -9 -910 -2,912 -17 0 -100 0 -330 1,910 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 42.4 29.2 27.9 4.6 0.0 1.3 0.0 5.2 5.7 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 4 4 6 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 83,055 : : Positions : : 33,118 37,771 20,283 20,182 4,689 0 825 0 9,296 3,957 850 : : : : Changes from: January 31, 2023 : : 54 -523 -366 -1,778 -333 0 -50 0 -328 1,959 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 45.5 24.4 24.3 5.6 0.0 1.0 0.0 11.2 4.8 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 23,380 : : Positions : : 12,689 13,006 4,825 3,808 641 0 1,855 15 1,245 245 175 : : : : Changes from: January 31, 2023 : : -940 -1,132 -300 -3 -72 0 -70 0 -25 -105 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 55.6 20.6 16.3 2.7 0.0 7.9 0.1 5.3 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 22,755 : : Positions : : 12,289 12,386 4,530 3,808 641 0 1,855 15 1,245 210 195 : : : : Changes from: January 31, 2023 : : -940 -1,147 -294 8 -83 0 -70 0 -25 -105 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 54.4 19.9 16.7 2.8 0.0 8.2 0.1 5.5 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 24,697 : : Positions : : 22,120 4,390 915 12,870 835 0 0 0 0 6,377 140 : : : : Changes from: January 31, 2023 : : -1,185 -317 -45 -605 -155 0 0 0 0 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 17.8 3.7 52.1 3.4 0.0 0.0 0.0 0.0 25.8 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 23,725 : : Positions : : 21,200 3,828 915 12,775 840 0 0 0 50 5,997 140 : : : : Changes from: January 31, 2023 : : -1,120 -250 -45 -590 -130 0 0 0 0 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 16.1 3.9 53.8 3.5 0.0 0.0 0.0 0.2 25.3 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 21,668 : : Positions : : 13,701 11,800 1,677 6,986 1,085 0 0 0 2,868 70 100 : : : : Changes from: January 31, 2023 : : -60 1,280 1,028 -425 -392 0 0 0 -128 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 54.5 7.7 32.2 5.0 0.0 0.0 0.0 13.2 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . 6 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 44,654 : : Positions : : 10,009 28,778 24,317 11,725 292 0 700 50 6,297 0 140 : : : : Changes from: January 31, 2023 : : -146 -2,144 -1,429 -290 -77 -50 700 50 -330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 64.4 54.5 26.3 0.7 0.0 1.6 0.1 14.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 47,016 : : Positions : : 8,970 28,729 27,972 8,695 445 0 900 0 5,997 5,375 140 : : : : Changes from: January 31, 2023 : : -499 -2,897 -1,894 -310 -75 0 700 0 -335 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 61.1 59.5 18.5 0.9 0.0 1.9 0.0 12.8 11.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 78,185 : : Positions : : 36,384 65,720 31,321 1,705 3,444 0 2,240 25 1,450 0 1,085 : : : : Changes from: January 31, 2023 : : 2,661 6,486 3,940 -600 -115 0 205 -25 -450 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 84.1 40.1 2.2 4.4 0.0 2.9 0.0 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 73,079 : : Positions : : 32,492 61,055 30,923 1,420 3,269 0 2,290 0 1,090 250 945 : : : : Changes from: January 31, 2023 : : 3,531 8,346 4,760 -670 -130 0 155 0 -275 125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 83.5 42.3 1.9 4.5 0.0 3.1 0.0 1.5 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 20,226 : : Positions : : 16,561 1,475 0 14,475 513 0 0 0 0 1,721 25 : : : : Changes from: January 31, 2023 : : 69 -435 0 -166 -10 0 0 0 0 270 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 7.3 0.0 71.6 2.5 0.0 0.0 0.0 0.0 8.5 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 19,906 : : Positions : : 16,867 1,365 0 14,891 345 0 0 0 0 1,646 25 : : : : Changes from: January 31, 2023 : : 415 -65 0 -205 -10 0 0 0 0 295 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 6.9 0.0 74.8 1.7 0.0 0.0 0.0 0.0 8.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 35,758 : : Positions : : 20,949 16,191 3,364 10,236 5,364 2,490 0 0 674 1,480 180 : : : : Changes from: January 31, 2023 : : -973 -482 235 -535 -595 -35 0 0 -254 -15 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 45.3 9.4 28.6 15.0 7.0 0.0 0.0 1.9 4.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 34,419 : : Positions : : 19,325 15,766 3,243 9,302 6,085 2,040 0 0 568 1,083 300 : : : : Changes from: January 31, 2023 : : -1,080 -460 470 -415 -1,005 -35 0 0 -195 10 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 45.8 9.4 27.0 17.7 5.9 0.0 0.0 1.7 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 54,391 : : Positions : : 33,803 27,995 1,135 14,649 2,568 1,035 0 130 6,140 360 210 : : : : Changes from: January 31, 2023 : : 2,145 2,881 -715 -1,530 484 -315 0 -30 -164 -90 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 51.5 2.1 26.9 4.7 1.9 0.0 0.2 11.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 7 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 48,405 : : Positions : : 31,388 24,491 1,205 14,947 2,537 750 0 70 5,862 539 210 : : : : Changes from: January 31, 2023 : : 2,125 151 -810 1,100 390 -340 0 0 -222 -165 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 50.6 2.5 30.9 5.2 1.5 0.0 0.1 12.1 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 7 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 202,674 : : Positions : : 92,482 94,698 39,633 23,041 12,968 0 5,020 0 4,777 13,803 1,040 : : : : Changes from: January 31, 2023 : : 2,264 -2,532 -1,878 4,638 -1,016 -300 -1,470 0 -210 -1,080 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 46.7 19.6 11.4 6.4 0.0 2.5 0.0 2.4 6.8 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 5 4 8 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 183,179 : : Positions : : 82,123 89,102 34,398 15,999 15,611 0 2,548 50 4,068 12,575 495 : : : : Changes from: January 31, 2023 : : -1,523 -450 -2,834 -1,748 664 -300 -1,438 50 300 -1,051 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 48.6 18.8 8.7 8.5 0.0 1.4 0.0 2.2 6.9 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 4 4 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 46,562 : : Positions : : 25,311 25,960 6,307 4,933 9,057 0 450 0 160 0 35 : : : : Changes from: January 31, 2023 : : -1,804 -1,504 -77 -347 -285 0 0 0 70 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 55.8 13.5 10.6 19.5 0.0 1.0 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 4 6 8 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 49,825 : : Positions : : 26,709 26,393 3,390 2,796 12,175 0 100 525 0 85 0 : : : : Changes from: January 31, 2023 : : -844 -608 -18 -314 -167 0 0 0 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 53.0 6.8 5.6 24.4 0.0 0.2 1.1 0.0 0.2 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 February 7, 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 32,444 : : Positions : : 12,467 20,909 11,195 435 4,190 0 1,715 0 0 260 240 : : : : Changes from: January 31, 2023 : : -760 -392 70 25 -385 0 0 0 0 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 64.4 34.5 1.3 12.9 0.0 5.3 0.0 0.0 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 6 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 32,710 : : Positions : : 12,645 19,810 10,445 765 3,255 0 1,940 75 75 435 240 : : : : Changes from: January 31, 2023 : : -614 -275 -131 -150 -354 0 50 -50 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 60.6 31.9 2.3 10.0 0.0 5.9 0.2 0.2 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 196,196 : : Positions : : 101,614 89,819 22,467 30,019 21,045 1,351 2,205 224 908 4,447 5,190 : : : : Changes from: January 31, 2023 : : -1,573 -3,012 -260 -1,511 -2,057 55 55 -60 -1,105 1,565 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 45.8 11.5 15.3 10.7 0.7 1.1 0.1 0.5 2.3 2.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 27 6 4 8 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 168,896 : : Positions : : 84,177 95,282 18,423 12,547 17,321 1,106 157 315 6,955 2,825 5,625 : : : : Changes from: January 31, 2023 : : -120 -3,625 -1,158 574 -120 75 -102 -125 -605 1,325 -965 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 56.4 10.9 7.4 10.3 0.7 0.1 0.2 4.1 1.7 3.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 26 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 105,754 : : Positions : : 58,635 56,230 16,765 17,830 9,159 2,225 100 100 2,700 6,050 350 : : : : Changes from: January 31, 2023 : : -515 -1,025 0 595 -115 200 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 53.2 15.9 16.9 8.7 2.1 0.1 0.1 2.6 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 96,395 : : Positions : : 54,035 49,805 15,990 15,145 8,360 2,025 100 0 0 7,025 50 : : : : Changes from: January 31, 2023 : : -490 -875 300 710 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 51.7 16.6 15.7 8.7 2.1 0.1 0.0 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 11,635 : : Positions : : 6,710 7,430 2,000 1,045 1,125 1,600 0 125 0 1,840 0 : : : : Changes from: January 31, 2023 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 63.9 17.2 9.0 9.7 13.8 0.0 1.1 0.0 15.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 03, 2023