Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 28,650 : : Positions : : 22,305 25,577 2,774 996 1,633 996 76 131 405 35 200 : : : : Changes from: March 14, 2023 : : 344 857 354 -7 -26 50 -19 20 50 -10 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 89.3 9.7 3.5 5.7 3.5 0.3 0.5 1.4 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 22,275 : : Positions : : 15,592 16,978 969 2,670 2,153 2,254 0 24 830 0 450 : : : : Changes from: March 14, 2023 : : 168 783 65 -201 71 274 0 -20 75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 76.2 4.4 12.0 9.7 10.1 0.0 0.1 3.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . . 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 223,371 : : Positions : : 126,695 158,127 15,127 6,192 22,346 19,000 12,620 13,570 18,986 3,344 6,954 : : : : Changes from: March 14, 2023 : : 2,462 -121 -445 321 928 -1,015 974 1,339 688 1,066 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 70.8 6.8 2.8 10.0 8.5 5.6 6.1 8.5 1.5 3.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 34 35 4 5 8 4 11 9 8 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 85,963 : : Positions : : 67,364 56,502 4,776 8,644 5,590 1,414 8,936 4,473 473 75 1,677 : : : : Changes from: March 14, 2023 : : -456 1,236 1,339 -891 -431 321 926 91 6 -59 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 65.7 5.6 10.1 6.5 1.6 10.4 5.2 0.6 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 14 . . 4 7 5 7 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 62,593 : : Positions : : 52,452 41,393 7,018 8,904 560 916 9,008 519 215 1,494 556 : : : : Changes from: March 14, 2023 : : 1,145 2,015 241 -574 -357 -112 -352 0 10 190 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 66.1 11.2 14.2 0.9 1.5 14.4 0.8 0.3 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 14 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 56,874 : : Positions : : 39,078 33,835 8,761 8,318 6,509 0 2,958 1,652 0 2,736 221 : : : : Changes from: March 14, 2023 : : 870 1,210 711 80 0 0 0 0 0 17 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 59.5 15.4 14.6 11.4 0.0 5.2 2.9 0.0 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 5 . 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 67,862 : : Positions : : 48,806 37,097 7,275 8,807 9,703 0 8,165 600 431 2,486 684 : : : : Changes from: March 14, 2023 : : 719 567 453 510 75 0 100 0 32 43 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 54.7 10.7 13.0 14.3 0.0 12.0 0.9 0.6 3.7 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 6 . 7 0 6 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 67,460 : : Positions : : 47,332 31,949 16,543 22,881 1,714 0 0 0 1,218 10,859 17 : : : : Changes from: March 14, 2023 : : 3,323 3,039 170 120 204 0 0 0 8 -17 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 47.4 24.5 33.9 2.5 0.0 0.0 0.0 1.8 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 89,776 : : Positions : : 60,175 40,323 23,899 34,275 3,178 0 0 0 1,808 11,850 0 : : : : Changes from: March 14, 2023 : : 3,884 3,583 115 120 345 0 0 0 16 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 44.9 26.6 38.2 3.5 0.0 0.0 0.0 2.0 13.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 5 5 8 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 34,778 : : Positions : : 23,518 33,453 10,655 680 300 0 25 0 25 0 50 : : : : Changes from: March 14, 2023 : : -23 -60 33 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 96.2 30.6 2.0 0.9 0.0 0.1 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 35,980 : : Positions : : 27,812 19,810 4,423 2,838 3,637 0 7,550 0 100 2,135 0 : : : : Changes from: March 14, 2023 : : -40 35 75 0 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 55.1 12.3 7.9 10.1 0.0 21.0 0.0 0.3 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 33,625 : : Positions : : 26,650 16,733 2,508 5,545 3,687 0 7,550 0 600 0 0 : : : : Changes from: March 14, 2023 : : -55 20 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 49.8 7.5 16.5 11.0 0.0 22.5 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 162,210 : : Positions : : 68,994 87,835 35,018 25,835 23,744 22,092 4,595 3,503 2,776 11,329 5,135 : : : : Changes from: March 14, 2023 : : 1,977 -346 62 1,945 -561 206 875 1 206 -3 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 54.1 21.6 15.9 14.6 13.6 2.8 2.2 1.7 7.0 3.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 34 35 4 . 6 7 5 8 7 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 29,219 : : Positions : : 18,099 13,812 6,898 9,979 3,608 0 0 0 0 1,590 0 : : : : Changes from: March 14, 2023 : : 158 158 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 47.3 23.6 34.2 12.3 0.0 0.0 0.0 0.0 5.4 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 March 21, 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 27,050 : : Positions : : 15,382 13,906 7,918 8,154 3,170 0 0 0 0 1,590 0 : : : : Changes from: March 14, 2023 : : 158 158 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 51.4 29.3 30.1 11.7 0.0 0.0 0.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 44,161 : : Positions : : 15,800 29,821 24,934 1,955 2,781 0 7,377 50 0 2,067 0 : : : : Changes from: March 14, 2023 : : 624 1,262 689 0 -72 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 67.5 56.5 4.4 6.3 0.0 16.7 0.1 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 40,998 : : Positions : : 16,182 26,140 19,756 912 4,445 0 7,227 50 0 2,100 0 : : : : Changes from: March 14, 2023 : : 624 1,262 689 0 -72 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 63.8 48.2 2.2 10.8 0.0 17.6 0.1 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 112,562 : : Positions : : 44,162 71,898 35,276 26,649 11,759 13,355 0 774 5,355 0 897 : : : : Changes from: March 14, 2023 : : 1,434 -179 -439 1,225 26 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 63.9 31.3 23.7 10.4 11.9 0.0 0.7 4.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . 4 6 4 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 43,298 : : Positions : : 29,530 42,029 13,033 680 300 50 0 0 190 0 55 : : : : Changes from: March 14, 2023 : : -727 308 995 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 97.1 30.1 1.6 0.7 0.1 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 43,320 : : Positions : : 33,219 40,417 7,453 1,286 1,167 1,254 0 0 0 60 0 : : : : Changes from: March 14, 2023 : : 44 6 -45 -2 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 93.3 17.2 3.0 2.7 2.9 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 38,114 : : Positions : : 23,985 34,822 10,241 848 1,959 0 0 0 1,668 0 0 : : : : Changes from: March 14, 2023 : : -117 203 200 0 25 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 91.4 26.9 2.2 5.1 0.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 40,896 : : Positions : : 22,870 37,769 15,401 1,971 701 0 225 0 1,672 0 0 : : : : Changes from: March 14, 2023 : : -34 1 0 0 0 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 92.4 37.7 4.8 1.7 0.0 0.6 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 17 5 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 78,099 : : Positions : : 58,395 63,231 15,568 7,842 2,278 74 1,798 92 922 2,341 85 : : : : Changes from: March 14, 2023 : : 2,079 2,276 240 -200 111 0 80 0 -85 141 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 81.0 19.9 10.0 2.9 0.1 2.3 0.1 1.2 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 99,687 : : Positions : : 76,690 75,991 16,707 8,036 2,905 0 1,957 706 1,563 9,019 458 : : : : Changes from: March 14, 2023 : : 3,373 1,579 322 369 -44 0 225 0 50 1,793 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 76.2 16.8 8.1 2.9 0.0 2.0 0.7 1.6 9.0 0.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 25 4 4 4 0 11 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 44,705 : : Positions : : 26,267 31,263 14,867 9,647 1,273 543 1,087 640 25 265 525 : : : : Changes from: March 14, 2023 : : 1,565 3,080 1,064 140 10 0 114 0 0 -405 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 69.9 33.3 21.6 2.8 1.2 2.4 1.4 0.1 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 44,898 : : Positions : : 31,278 32,741 11,920 7,457 1,275 0 1,820 300 0 1,305 0 : : : : Changes from: March 14, 2023 : : 1,740 2,285 165 -660 0 0 75 0 0 205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 72.9 26.5 16.6 2.8 0.0 4.1 0.7 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 45,145 : : Positions : : 36,536 29,505 2,002 11,031 2,991 1,675 0 950 0 100 0 : : : : Changes from: March 14, 2023 : : 469 394 0 -25 25 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 65.4 4.4 24.4 6.6 3.7 0.0 2.1 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 42,443 : : Positions : : 32,911 27,556 4,217 9,138 2,978 0 1,112 1,332 88 0 90 : : : : Changes from: March 14, 2023 : : 354 278 25 70 -25 0 20 0 -31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 64.9 9.9 21.5 7.0 0.0 2.6 3.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . 6 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 13,130 : : Positions : : 8,595 12,075 3,383 0 388 290 0 0 0 150 0 : : : : Changes from: March 14, 2023 : : -155 -331 -205 0 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 92.0 25.8 0.0 3.0 2.2 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 4 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 40,546 : : Positions : : 35,902 38,567 2,115 725 368 255 197 192 738 0 86 : : : : Changes from: March 14, 2023 : : 512 447 240 0 -4 -200 25 135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 95.1 5.2 1.8 0.9 0.6 0.5 0.5 1.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 34,287 : : Positions : : 30,842 32,825 1,404 0 782 97 151 20 775 79 0 : : : : Changes from: March 14, 2023 : : 675 583 50 0 0 0 70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 95.7 4.1 0.0 2.3 0.3 0.4 0.1 2.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 30,847 : : Positions : : 24,343 22,906 3,540 870 1,946 0 2,230 390 0 2,211 0 : : : : Changes from: March 14, 2023 : : 40 270 405 22 -10 0 91 -31 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 74.3 11.5 2.8 6.3 0.0 7.2 1.3 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 4 . 6 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 22,013 : : Positions : : 16,603 18,261 2,163 122 1,393 740 356 204 25 790 200 : : : : Changes from: March 14, 2023 : : -57 356 374 6 -82 35 10 -5 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 83.0 9.8 0.6 6.3 3.4 1.6 0.9 0.1 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 12,000 : : Positions : : 4,184 11,181 6,520 0 673 302 0 125 125 0 0 : : : : Changes from: March 14, 2023 : : 0 80 105 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 93.2 54.3 0.0 5.6 2.5 0.0 1.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 11,129 : : Positions : : 4,227 10,561 6,412 0 0 0 568 0 465 0 0 : : : : Changes from: March 14, 2023 : : 0 0 45 0 0 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 94.9 57.6 0.0 0.0 0.0 5.1 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 41,850 : : Positions : : 20,198 19,035 16,486 19,940 2,652 0 75 0 1,365 0 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 45.5 39.4 47.6 6.3 0.0 0.2 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 6 4 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 44,183 : : Positions : : 22,073 18,625 17,358 23,035 2,442 0 75 0 1,315 0 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 42.2 39.3 52.1 5.5 0.0 0.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 5 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 82,987 : : Positions : : 57,235 57,480 9,576 6,730 6,612 128 2,843 295 8,368 8,465 66 : : : : Changes from: March 14, 2023 : : 3,099 2,769 0 290 125 -21 204 0 80 41 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 69.3 11.5 8.1 8.0 0.2 3.4 0.4 10.1 10.2 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 29 4 4 7 . 4 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 93,991 : : Positions : : 64,368 58,295 12,122 8,903 5,644 404 3,535 370 10,529 16,670 160 : : : : Changes from: March 14, 2023 : : 2,850 2,852 -216 -259 472 -2 -2 0 37 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 62.0 12.9 9.5 6.0 0.4 3.8 0.4 11.2 17.7 0.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 30 30 7 . 7 . 5 . 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 422,189 : : Positions : : 218,708 219,646 26,820 10,628 54,528 38,443 15,082 38,642 10,991 49,676 33,360 : : : : Changes from: March 14, 2023 : : 7,605 7,410 1,461 570 944 187 461 1,249 287 1,962 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 52.0 6.4 2.5 12.9 9.1 3.6 9.2 2.6 11.8 7.9 : : : : Number of Traders in Each Category Total Traders: 105 : : 43 41 5 5 9 8 17 15 14 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 21,755 : : Positions : : 17,592 10,876 99 9,381 1,452 80 0 40 1,961 0 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 50.0 0.5 43.1 6.7 0.4 0.0 0.2 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 5 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 22,058 : : Positions : : 16,396 13,457 1,479 6,336 2,254 115 0 5 1,458 0 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 61.0 6.7 28.7 10.2 0.5 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 3,425 : : Positions : : 1,575 2,165 320 715 55 0 0 0 1,005 0 115 : : : : Changes from: March 14, 2023 : : -25 -215 -40 -30 10 0 -40 0 30 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 63.2 9.3 20.9 1.6 0.0 0.0 0.0 29.3 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 60,464 : : Positions : : 42,421 38,279 6,538 826 5,926 929 3,579 1,250 0 7,411 2,977 : : : : Changes from: March 14, 2023 : : 115 155 0 -90 270 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 63.3 10.8 1.4 9.8 1.5 5.9 2.1 0.0 12.3 4.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . . . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 56,113 : : Positions : : 30,304 34,570 4,377 744 11,000 2,690 7,655 0 6,719 1,200 675 : : : : Changes from: March 14, 2023 : : 1,009 3,747 132 -2,576 1,388 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 61.6 7.8 1.3 19.6 4.8 13.6 0.0 12.0 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 80,244 : : Positions : : 56,873 47,752 10,608 21,780 1,819 340 0 0 2,439 410 421 : : : : Changes from: March 14, 2023 : : -1,266 -939 0 -30 20 0 0 0 285 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 59.5 13.2 27.1 2.3 0.4 0.0 0.0 3.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 66,270 : : Positions : : 47,817 34,680 7,472 22,340 1,159 0 0 0 2,248 0 420 : : : : Changes from: March 14, 2023 : : -1,353 -1,026 0 -30 30 0 0 0 285 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 52.3 11.3 33.7 1.7 0.0 0.0 0.0 3.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 34,006 : : Positions : : 23,663 16,658 7,284 1,870 1,080 935 4,700 171 0 8,464 120 : : : : Changes from: March 14, 2023 : : 680 455 45 0 0 -200 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 49.0 21.4 5.5 3.2 2.7 13.8 0.5 0.0 24.9 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 27,791 : : Positions : : 20,889 10,397 4,085 585 1,731 0 5,000 140 0 8,864 120 : : : : Changes from: March 14, 2023 : : 635 460 45 0 0 0 150 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 37.4 14.7 2.1 6.2 0.0 18.0 0.5 0.0 31.9 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 12,050 : : Positions : : 7,315 7,016 780 396 2,213 0 1,080 0 0 0 100 : : : : Changes from: March 14, 2023 : : 145 145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 58.2 6.5 3.3 18.4 0.0 9.0 0.0 0.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 93,790 : : Positions : : 43,571 47,572 21,923 22,287 3,784 0 925 0 10,305 4,895 725 : : : : Changes from: March 14, 2023 : : 168 200 192 220 44 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 50.7 23.4 23.8 4.0 0.0 1.0 0.0 11.0 5.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 93,967 : : Positions : : 39,730 49,303 19,075 19,825 4,689 0 775 0 15,318 4,232 725 : : : : Changes from: March 14, 2023 : : 93 225 192 120 24 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 52.5 20.3 21.1 5.0 0.0 0.8 0.0 16.3 4.5 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 24,480 : : Positions : : 11,740 12,810 4,725 3,355 2,220 0 1,785 15 1,310 465 50 : : : : Changes from: March 14, 2023 : : 0 0 75 0 0 0 0 0 0 75 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 52.3 19.3 13.7 9.1 0.0 7.3 0.1 5.4 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 4 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 23,790 : : Positions : : 11,280 12,135 4,445 3,355 2,220 0 1,785 15 1,310 430 55 : : : : Changes from: March 14, 2023 : : 0 0 75 0 0 0 0 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 51.0 18.7 14.1 9.3 0.0 7.5 0.1 5.5 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 4 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 23,633 : : Positions : : 21,258 4,131 870 12,545 710 0 0 0 0 6,022 140 : : : : Changes from: March 14, 2023 : : 35 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 17.5 3.7 53.1 3.0 0.0 0.0 0.0 0.0 25.5 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 March 21, 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 22,733 : : Positions : : 20,368 3,601 870 12,465 740 0 0 0 50 5,642 140 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 15.8 3.8 54.8 3.3 0.0 0.0 0.0 0.2 24.8 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 March 21, 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 28,784 : : Positions : : 19,226 17,470 1,528 5,837 1,809 0 0 0 3,496 1,745 255 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 60.7 5.3 20.3 6.3 0.0 0.0 0.0 12.1 6.1 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 23,687 : : Positions : : 16,371 13,505 1,624 6,811 1,035 0 0 0 2,816 1,305 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 57.0 6.9 28.8 4.4 0.0 0.0 0.0 11.9 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . 6 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 43,754 : : Positions : : 10,585 26,521 22,320 12,045 456 0 900 0 6,197 0 140 : : : : Changes from: March 14, 2023 : : 105 -75 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 60.6 51.0 27.5 1.0 0.0 2.1 0.0 14.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 5 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 44,929 : : Positions : : 9,336 26,534 25,782 8,805 500 0 1,050 0 5,692 5,150 140 : : : : Changes from: March 14, 2023 : : 35 -85 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 59.1 57.4 19.6 1.1 0.0 2.3 0.0 12.7 11.5 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 4 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 94,844 : : Positions : : 53,568 76,234 33,401 4,940 1,924 300 2,790 0 960 4,175 995 : : : : Changes from: March 14, 2023 : : 780 0 420 200 -85 0 0 0 -120 300 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 80.4 35.2 5.2 2.0 0.3 2.9 0.0 1.0 4.4 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 91,463 : : Positions : : 49,911 73,064 33,473 4,645 1,769 300 2,790 0 795 4,570 985 : : : : Changes from: March 14, 2023 : : 685 0 270 200 -50 0 0 0 -120 300 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 79.9 36.6 5.1 1.9 0.3 3.1 0.0 0.9 5.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 14,136 : : Positions : : 10,396 3,970 391 6,178 2,187 0 0 0 0 1,300 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 28.1 2.8 43.7 15.5 0.0 0.0 0.0 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 13,136 : : Positions : : 9,455 3,271 310 5,840 2,233 0 0 0 0 1,300 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 24.9 2.4 44.5 17.0 0.0 0.0 0.0 0.0 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . 6 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 22,351 : : Positions : : 18,218 1,934 0 15,671 610 0 0 0 0 1,791 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 8.7 0.0 70.1 2.7 0.0 0.0 0.0 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 0 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 21,999 : : Positions : : 18,501 1,824 0 16,049 440 0 0 0 0 1,741 0 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 8.3 0.0 73.0 2.0 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 0 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 42,985 : : Positions : : 24,040 18,422 9,419 16,581 3,603 2,155 0 0 433 1,461 99 : : : : Changes from: March 14, 2023 : : 850 600 660 980 0 50 0 0 0 170 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 42.9 21.9 38.6 8.4 5.0 0.0 0.0 1.0 3.4 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 4 4 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 41,035 : : Positions : : 22,780 18,371 8,250 14,593 4,900 2,005 0 0 382 1,044 269 : : : : Changes from: March 14, 2023 : : 840 600 600 845 60 0 0 0 0 120 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 44.8 20.1 35.6 11.9 4.9 0.0 0.0 0.9 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 5 8 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 56,988 : : Positions : : 38,393 32,380 1,020 13,799 3,057 745 200 35 6,070 475 200 : : : : Changes from: March 14, 2023 : : 0 250 0 -200 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 56.8 1.8 24.2 5.4 1.3 0.4 0.1 10.7 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 6 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 49,989 : : Positions : : 35,433 27,326 995 14,927 2,193 485 200 70 5,809 799 150 : : : : Changes from: March 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 54.7 2.0 29.9 4.4 1.0 0.4 0.1 11.6 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 207,573 : : Positions : : 88,533 100,104 33,884 11,873 17,997 0 6,210 100 10,538 16,362 1,075 : : : : Changes from: March 14, 2023 : : 1,072 352 -1,740 -1,418 1,878 0 150 0 285 550 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 48.2 16.3 5.7 8.7 0.0 3.0 0.0 5.1 7.9 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 27 4 6 9 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 187,716 : : Positions : : 75,966 94,040 34,420 9,459 16,412 200 3,745 50 10,119 15,165 590 : : : : Changes from: March 14, 2023 : : 1,602 452 -1,200 -15 1,065 0 100 0 215 480 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 50.1 18.3 5.0 8.7 0.1 2.0 0.0 5.4 8.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 5 . 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 47,656 : : Positions : : 26,027 27,016 5,889 4,490 9,315 0 450 0 0 0 0 : : : : Changes from: March 14, 2023 : : 430 535 105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 56.7 12.4 9.4 19.5 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 4 5 8 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 50,409 : : Positions : : 26,924 27,233 5,299 4,195 9,795 0 100 525 0 0 0 : : : : Changes from: March 14, 2023 : : 160 240 180 100 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 54.0 10.5 8.3 19.4 0.0 0.2 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . 5 7 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 35,050 : : Positions : : 14,021 22,141 11,860 670 3,639 0 515 25 0 2,040 275 : : : : Changes from: March 14, 2023 : : -46 -46 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 63.2 33.8 1.9 10.4 0.0 1.5 0.1 0.0 5.8 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 6 . 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 35,352 : : Positions : : 14,652 20,215 9,443 720 3,212 0 790 50 0 2,140 275 : : : : Changes from: March 14, 2023 : : 0 0 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 57.2 26.7 2.0 9.1 0.0 2.2 0.1 0.0 6.1 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 5 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 209,272 : : Positions : : 113,934 89,239 15,417 32,477 21,820 1,415 555 1,230 492 9,052 7,065 : : : : Changes from: March 14, 2023 : : 2,460 -635 -1,000 855 826 150 -50 100 -170 1,270 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 42.6 7.4 15.5 10.4 0.7 0.3 0.6 0.2 4.3 3.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 27 6 4 8 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 176,739 : : Positions : : 88,926 92,880 15,560 20,627 15,807 1,596 0 924 7,440 535 6,535 : : : : Changes from: March 14, 2023 : : 1,303 2,318 1,120 460 247 -425 0 389 730 -110 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 52.6 8.8 11.7 8.9 0.9 0.0 0.5 4.2 0.3 3.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 6 4 9 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 102,454 : : Positions : : 58,135 48,630 12,515 16,955 10,649 1,655 0 100 2,650 9,380 50 : : : : Changes from: March 14, 2023 : : 0 -650 -50 -400 0 0 0 0 0 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 47.5 12.2 16.5 10.4 1.6 0.0 0.1 2.6 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 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 94,600 : : Positions : : 54,660 43,260 11,500 14,505 9,385 1,455 0 0 0 9,850 0 : : : : Changes from: March 14, 2023 : : 0 -650 -50 -400 0 0 0 0 0 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 45.7 12.2 15.3 9.9 1.5 0.0 0.0 0.0 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 4 . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 24, 2023