Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 29,613 : : Positions : : 23,141 25,973 3,058 1,811 1,425 994 120 137 683 21 125 : : : : Changes from: March 21, 2023 : : 835 396 284 815 -208 -2 44 6 278 -14 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 87.7 10.3 6.1 4.8 3.4 0.4 0.5 2.3 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 22 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 22,921 : : Positions : : 15,882 17,519 1,004 2,441 2,457 2,401 30 24 675 0 450 : : : : Changes from: March 21, 2023 : : 290 541 35 -229 304 147 30 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 76.4 4.4 10.6 10.7 10.5 0.1 0.1 2.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . . . 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 227,569 : : Positions : : 129,986 156,686 15,244 5,798 22,551 17,172 15,541 15,975 18,958 3,512 7,286 : : : : Changes from: March 21, 2023 : : 3,291 -1,441 117 -394 205 -1,828 2,921 2,405 -28 168 332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 68.9 6.7 2.5 9.9 7.5 6.8 7.0 8.3 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 36 38 4 5 8 4 11 9 8 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 87,813 : : Positions : : 69,128 57,234 4,274 8,673 6,173 1,519 9,433 4,490 369 75 1,691 : : : : Changes from: March 21, 2023 : : 1,764 732 -502 29 583 105 497 17 -104 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 65.2 4.9 9.9 7.0 1.7 10.7 5.1 0.4 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 14 . . 4 7 5 6 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 63,638 : : Positions : : 53,680 41,687 7,041 9,178 525 794 9,201 585 225 1,885 430 : : : : Changes from: March 21, 2023 : : 1,228 294 23 274 -35 -122 193 66 10 391 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 65.5 11.1 14.4 0.8 1.2 14.5 0.9 0.4 3.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 14 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 56,706 : : Positions : : 38,892 33,302 8,502 8,386 6,758 0 2,983 1,652 0 2,736 221 : : : : Changes from: March 21, 2023 : : -186 -533 -259 68 249 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 58.7 15.0 14.8 11.9 0.0 5.3 2.9 0.0 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 5 4 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 67,723 : : Positions : : 48,621 36,802 7,042 8,625 9,902 0 8,559 600 475 2,409 620 : : : : Changes from: March 21, 2023 : : -185 -295 -233 -182 199 0 394 0 44 -77 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 54.3 10.4 12.7 14.6 0.0 12.6 0.9 0.7 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 21 5 4 8 0 8 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 68,232 : : Positions : : 47,871 32,653 16,561 22,749 1,872 0 0 0 1,284 10,909 9 : : : : Changes from: March 21, 2023 : : 539 704 18 -132 158 0 0 0 66 50 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 47.9 24.3 33.3 2.7 0.0 0.0 0.0 1.9 16.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 5 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 90,956 : : Positions : : 60,971 41,394 24,046 34,195 3,342 0 0 0 1,876 11,875 0 : : : : Changes from: March 21, 2023 : : 796 1,071 147 -80 164 0 0 0 68 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 45.5 26.4 37.6 3.7 0.0 0.0 0.0 2.1 13.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 16 6 4 8 0 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 34,488 : : Positions : : 23,178 33,163 10,585 635 345 0 25 0 100 0 50 : : : : Changes from: March 21, 2023 : : -340 -290 -70 -45 45 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 96.2 30.7 1.8 1.0 0.0 0.1 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 21, 2023 : : 0 0 0 0 0 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 28, 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 21, 2023 : : 0 0 0 0 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 28, 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 165,786 : : Positions : : 71,561 90,389 35,045 26,507 24,182 22,100 4,683 3,636 3,054 10,874 5,221 : : : : Changes from: March 21, 2023 : : 2,567 2,555 26 672 438 8 88 133 279 -455 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 54.5 21.1 16.0 14.6 13.3 2.8 2.2 1.8 6.6 3.1 : : : : Number of Traders in Each Category Total Traders: 76 : : 34 35 4 . 6 8 5 8 7 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 21, 2023 : : 0 0 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 28, 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 21, 2023 : : 0 0 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 45,460 : : Positions : : 16,019 31,109 26,114 2,115 2,731 0 7,327 0 0 2,067 0 : : : : Changes from: March 21, 2023 : : 219 1,288 1,180 160 -50 0 -50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 68.4 57.4 4.7 6.0 0.0 16.1 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 4 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 42,084 : : Positions : : 16,368 27,265 20,746 1,012 4,405 0 7,177 0 0 2,100 0 : : : : Changes from: March 21, 2023 : : 186 1,125 990 100 -40 0 -50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 64.8 49.3 2.4 10.5 0.0 17.1 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 117,990 : : Positions : : 48,889 76,365 35,226 27,310 12,109 13,450 0 720 5,705 0 897 : : : : Changes from: March 21, 2023 : : 4,727 4,467 -50 661 350 95 0 -54 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 64.7 29.9 23.1 10.3 11.4 0.0 0.6 4.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 . 4 6 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 42,983 : : Positions : : 29,035 41,704 13,118 660 320 50 0 0 265 0 55 : : : : Changes from: March 21, 2023 : : -495 -325 85 -20 20 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 97.0 30.5 1.5 0.7 0.1 0.0 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 43,707 : : Positions : : 33,200 40,857 7,798 1,227 1,223 1,254 0 0 0 0 0 : : : : Changes from: March 21, 2023 : : -19 440 345 -59 56 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 93.5 17.8 2.8 2.8 2.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 38,689 : : Positions : : 24,512 35,289 10,239 848 1,959 0 0 0 1,738 0 0 : : : : Changes from: March 21, 2023 : : 527 467 -2 0 0 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 91.2 26.5 2.2 5.1 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 40,865 : : Positions : : 22,523 37,615 15,594 1,971 716 0 225 0 1,762 0 0 : : : : Changes from: March 21, 2023 : : -347 -154 193 0 15 0 0 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 92.0 38.2 4.8 1.8 0.0 0.6 0.0 4.3 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 28, 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 80,124 : : Positions : : 60,489 64,387 15,565 8,692 2,122 74 2,064 92 1,087 2,306 75 : : : : Changes from: March 21, 2023 : : 2,094 1,156 -3 850 -156 0 266 0 165 -35 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 80.4 19.4 10.8 2.6 0.1 2.6 0.1 1.4 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 24 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 101,290 : : Positions : : 78,202 77,084 16,708 8,148 2,837 125 2,355 711 1,800 9,344 279 : : : : Changes from: March 21, 2023 : : 1,512 1,093 1 112 -68 125 398 5 237 325 -179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 76.1 16.5 8.0 2.8 0.1 2.3 0.7 1.8 9.2 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 24 25 4 4 4 . 12 . 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 45,797 : : Positions : : 26,799 32,378 15,077 9,737 1,273 593 1,099 640 355 170 495 : : : : Changes from: March 21, 2023 : : 532 1,115 210 90 0 50 12 0 330 -95 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 70.7 32.9 21.3 2.8 1.3 2.4 1.4 0.8 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 45,398 : : Positions : : 31,553 33,336 12,115 7,307 1,305 0 1,845 300 0 1,305 0 : : : : Changes from: March 21, 2023 : : 275 595 195 -150 30 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 73.4 26.7 16.1 2.9 0.0 4.1 0.7 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 44,177 : : Positions : : 35,578 28,827 2,002 10,631 3,031 1,675 0 950 0 100 0 : : : : Changes from: March 21, 2023 : : -958 -678 0 -400 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 65.3 4.5 24.1 6.9 3.8 0.0 2.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 42,148 : : Positions : : 32,622 27,177 4,217 9,193 2,978 0 1,137 1,332 68 0 94 : : : : Changes from: March 21, 2023 : : -289 -379 0 55 0 0 25 0 -20 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 64.5 10.0 21.8 7.1 0.0 2.7 3.2 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 6 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 13,140 : : Positions : : 8,605 12,085 3,383 0 388 290 0 0 0 150 0 : : : : Changes from: March 21, 2023 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 92.0 25.7 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 28, 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 41,411 : : Positions : : 36,451 39,350 2,460 725 324 255 347 172 768 0 81 : : : : Changes from: March 21, 2023 : : 549 783 345 0 -44 0 150 -20 30 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 95.0 5.9 1.8 0.8 0.6 0.8 0.4 1.9 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 28, 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 34,911 : : Positions : : 31,206 33,439 1,619 0 782 97 161 20 800 79 0 : : : : Changes from: March 21, 2023 : : 364 614 215 0 0 0 10 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 95.8 4.6 0.0 2.2 0.3 0.5 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 28, 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 31,094 : : Positions : : 24,534 22,892 3,585 840 1,956 0 2,285 411 0 2,396 0 : : : : Changes from: March 21, 2023 : : 191 -14 45 -30 10 0 55 21 0 185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 73.6 11.5 2.7 6.3 0.0 7.3 1.3 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 4 . 6 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 22,534 : : Positions : : 16,963 18,700 2,208 122 1,387 727 404 204 42 790 200 : : : : Changes from: March 21, 2023 : : 360 439 45 0 -6 -13 48 0 17 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 83.0 9.8 0.5 6.2 3.2 1.8 0.9 0.2 3.5 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 11,988 : : Positions : : 4,096 11,186 6,616 0 653 302 0 125 125 0 0 : : : : Changes from: March 21, 2023 : : -88 5 96 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 93.3 55.2 0.0 5.4 2.5 0.0 1.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 11,204 : : Positions : : 4,302 10,636 6,437 0 0 0 568 0 440 0 0 : : : : Changes from: March 21, 2023 : : 75 75 25 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 94.9 57.5 0.0 0.0 0.0 5.1 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 42,150 : : Positions : : 20,498 19,335 16,486 19,940 2,652 0 75 0 1,365 0 0 : : : : Changes from: March 21, 2023 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 45.9 39.1 47.3 6.3 0.0 0.2 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 6 4 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 44,483 : : Positions : : 22,373 18,925 17,358 23,035 2,442 0 75 0 1,315 0 0 : : : : Changes from: March 21, 2023 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 42.5 39.0 51.8 5.5 0.0 0.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 5 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 83,819 : : Positions : : 57,937 57,981 9,721 7,298 6,376 156 2,643 470 8,367 8,415 67 : : : : Changes from: March 21, 2023 : : 702 501 145 568 -236 28 -200 175 -1 -50 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 69.2 11.6 8.7 7.6 0.2 3.2 0.6 10.0 10.0 0.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 30 4 4 7 . 5 . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 95,463 : : Positions : : 65,446 59,420 12,567 9,182 5,530 404 3,503 545 10,454 16,620 160 : : : : Changes from: March 21, 2023 : : 1,078 1,125 445 279 -114 0 -32 175 -75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 62.2 13.2 9.6 5.8 0.4 3.7 0.6 11.0 17.4 0.2 : : : : Number of Traders in Each Category Total Traders: 72 : : 35 29 7 . 7 . 5 . 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 431,633 : : Positions : : 226,394 221,655 26,346 12,087 54,434 39,444 16,304 39,842 10,990 52,970 33,737 : : : : Changes from: March 21, 2023 : : 7,686 2,009 -474 1,459 -94 1,000 1,222 1,200 -1 3,294 377 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 51.4 6.1 2.8 12.6 9.1 3.8 9.2 2.5 12.3 7.8 : : : : Number of Traders in Each Category Total Traders: 106 : : 45 40 4 6 9 8 17 16 12 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 21,815 : : Positions : : 17,592 10,931 99 9,381 1,452 80 0 40 1,961 0 0 : : : : Changes from: March 21, 2023 : : 0 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 50.1 0.5 43.0 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 28, 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 22,118 : : Positions : : 16,391 13,517 1,479 6,336 2,254 115 0 5 1,458 0 0 : : : : Changes from: March 21, 2023 : : -5 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 61.1 6.7 28.6 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 28, 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 2,385 : : Positions : : 1,255 1,570 45 0 30 0 265 0 360 60 230 : : : : Changes from: March 21, 2023 : : -320 -595 -275 -715 -25 0 265 0 -645 60 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 65.8 1.9 0.0 1.3 0.0 11.1 0.0 15.1 2.5 9.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . 0 . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 60,786 : : Positions : : 42,476 38,081 6,730 686 6,006 929 3,659 1,250 0 7,926 2,962 : : : : Changes from: March 21, 2023 : : 55 -198 192 -140 80 0 80 0 0 515 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 62.6 11.1 1.1 9.9 1.5 6.0 2.1 0.0 13.0 4.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 4 . . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 56,777 : : Positions : : 30,748 35,584 4,802 744 10,650 2,690 7,655 0 6,869 1,200 675 : : : : Changes from: March 21, 2023 : : 444 1,014 425 0 -350 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 62.7 8.5 1.3 18.8 4.7 13.5 0.0 12.1 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . . 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 80,527 : : Positions : : 56,778 48,032 11,008 21,805 1,797 340 0 0 2,439 410 421 : : : : Changes from: March 21, 2023 : : -95 280 400 25 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 59.6 13.7 27.1 2.2 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 28, 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 66,392 : : Positions : : 47,669 34,752 7,632 22,340 1,159 0 0 0 2,248 0 420 : : : : Changes from: March 21, 2023 : : -148 72 160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 52.3 11.5 33.6 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 28, 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 34,626 : : Positions : : 23,958 17,283 7,524 1,795 1,160 935 4,700 171 0 8,664 120 : : : : Changes from: March 21, 2023 : : 295 625 240 -75 80 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 49.9 21.7 5.2 3.4 2.7 13.6 0.5 0.0 25.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 27,871 : : Positions : : 20,599 10,474 4,425 610 1,676 0 4,950 140 0 9,064 120 : : : : Changes from: March 21, 2023 : : -290 77 340 25 -55 0 -50 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 37.6 15.9 2.2 6.0 0.0 17.8 0.5 0.0 32.5 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 12,555 : : Positions : : 7,825 7,311 805 636 2,183 0 1,080 0 0 0 100 : : : : Changes from: March 21, 2023 : : 510 295 25 240 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 58.2 6.4 5.1 17.4 0.0 8.6 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 28, 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 94,706 : : Positions : : 43,996 47,167 22,018 23,162 3,749 0 925 0 10,890 5,510 650 : : : : Changes from: March 21, 2023 : : 425 -405 95 875 -35 0 0 0 585 615 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 49.8 23.2 24.5 4.0 0.0 1.0 0.0 11.5 5.8 0.7 : : : : 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 28, 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 94,873 : : Positions : : 40,290 48,888 19,166 20,785 4,569 0 775 0 15,903 4,982 650 : : : : Changes from: March 21, 2023 : : 560 -415 91 960 -120 0 0 0 585 750 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 51.5 20.2 21.9 4.8 0.0 0.8 0.0 16.8 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 : : 11,815 12,810 4,650 3,355 2,220 0 1,785 15 1,310 465 50 : : : : Changes from: March 21, 2023 : : 75 0 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 52.3 19.0 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 28, 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 : : 11,355 12,135 4,370 3,355 2,220 0 1,785 15 1,310 430 55 : : : : Changes from: March 21, 2023 : : 75 0 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 51.0 18.4 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 28, 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 24,008 : : Positions : : 21,603 4,261 870 12,760 740 0 0 0 0 6,022 140 : : : : Changes from: March 21, 2023 : : 345 130 0 215 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 17.7 3.6 53.1 3.1 0.0 0.0 0.0 0.0 25.1 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 28, 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 23,078 : : Positions : : 20,713 3,701 870 12,710 740 0 0 0 50 5,642 140 : : : : Changes from: March 21, 2023 : : 345 100 0 245 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 16.0 3.8 55.1 3.2 0.0 0.0 0.0 0.2 24.4 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 28, 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 28,694 : : Positions : : 19,226 17,360 1,528 5,937 1,719 0 0 0 3,496 1,745 255 : : : : Changes from: March 21, 2023 : : 0 -110 0 100 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.5 5.3 20.7 6.0 0.0 0.0 0.0 12.2 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 28, 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 23,597 : : Positions : : 16,371 13,395 1,624 6,911 945 0 0 0 2,816 1,305 0 : : : : Changes from: March 21, 2023 : : 0 -110 0 100 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 56.8 6.9 29.3 4.0 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 28, 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 44,249 : : Positions : : 10,715 26,916 22,345 12,045 586 0 900 0 6,197 0 140 : : : : Changes from: March 21, 2023 : : 130 395 25 0 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 60.8 50.5 27.2 1.3 0.0 2.0 0.0 14.0 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 45,409 : : Positions : : 9,586 26,929 25,687 8,805 600 0 1,050 0 5,692 5,150 140 : : : : Changes from: March 21, 2023 : : 250 395 -95 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 59.3 56.6 19.4 1.3 0.0 2.3 0.0 12.5 11.3 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 28, 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 97,414 : : Positions : : 56,148 77,564 33,611 4,940 1,919 300 3,390 0 630 4,905 965 : : : : Changes from: March 21, 2023 : : 2,580 1,330 210 0 -5 0 600 0 -330 730 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 79.6 34.5 5.1 2.0 0.3 3.5 0.0 0.6 5.0 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 28, 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 94,982 : : Positions : : 53,160 75,329 33,659 4,605 1,833 400 3,390 0 435 5,120 985 : : : : Changes from: March 21, 2023 : : 3,249 2,265 186 -40 64 100 600 0 -360 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 79.3 35.4 4.8 1.9 0.4 3.6 0.0 0.5 5.4 1.0 : : : : 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 45,111 : : Positions : : 25,815 20,210 9,184 16,701 3,898 2,155 0 0 433 1,161 174 : : : : Changes from: March 21, 2023 : : 1,775 1,788 -235 120 295 0 0 0 0 -300 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 44.8 20.4 37.0 8.6 4.8 0.0 0.0 1.0 2.6 0.4 : : : : 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 28, 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 42,776 : : Positions : : 24,358 19,894 7,950 14,648 5,165 2,005 0 0 388 750 380 : : : : Changes from: March 21, 2023 : : 1,578 1,523 -300 55 265 0 0 0 6 -294 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 46.5 18.6 34.2 12.1 4.7 0.0 0.0 0.9 1.8 0.9 : : : : 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 28, 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 58,338 : : Positions : : 39,408 30,715 1,020 13,829 3,107 970 400 35 6,070 3,150 215 : : : : Changes from: March 21, 2023 : : 1,015 -1,665 0 30 50 225 200 0 0 2,675 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 52.7 1.7 23.7 5.3 1.7 0.7 0.1 10.4 5.4 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 28, 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 51,569 : : Positions : : 36,853 26,066 995 14,957 2,203 585 400 70 5,809 3,349 150 : : : : Changes from: March 21, 2023 : : 1,420 -1,260 0 30 10 100 200 0 0 2,550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 50.5 1.9 29.0 4.3 1.1 0.8 0.1 11.3 6.5 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 28, 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 208,843 : : Positions : : 86,964 102,800 35,411 12,161 17,159 0 5,635 425 14,298 16,362 715 : : : : Changes from: March 21, 2023 : : -1,569 2,696 1,527 288 -838 0 -575 325 3,760 0 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 49.2 17.0 5.8 8.2 0.0 2.7 0.2 6.8 7.8 0.3 : : : : 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 28, 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 189,928 : : Positions : : 75,181 97,519 35,717 9,219 16,191 400 3,345 175 13,394 15,030 365 : : : : Changes from: March 21, 2023 : : -785 3,479 1,297 -240 -221 200 -400 125 3,275 -135 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 51.3 18.8 4.9 8.5 0.2 1.8 0.1 7.1 7.9 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 5 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 48,421 : : Positions : : 26,887 27,561 5,760 4,726 9,299 0 500 0 280 0 0 : : : : Changes from: March 21, 2023 : : 860 545 -129 236 -16 0 50 0 280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 56.9 11.9 9.8 19.2 0.0 1.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 6 8 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 51,305 : : Positions : : 28,005 27,574 4,739 4,315 10,195 0 100 525 0 0 0 : : : : Changes from: March 21, 2023 : : 1,081 341 -560 120 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 53.7 9.2 8.4 19.9 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 28, 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 35,270 : : Positions : : 14,161 22,511 11,950 670 3,549 0 465 25 0 2,040 275 : : : : Changes from: March 21, 2023 : : 140 370 90 0 -90 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 63.8 33.9 1.9 10.1 0.0 1.3 0.1 0.0 5.8 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 6 . 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 35,502 : : Positions : : 14,717 20,370 9,583 770 3,122 0 790 50 0 2,140 275 : : : : Changes from: March 21, 2023 : : 65 155 140 50 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 57.4 27.0 2.2 8.8 0.0 2.2 0.1 0.0 6.0 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 28, 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 211,184 : : Positions : : 115,156 90,041 15,242 32,872 22,238 1,415 480 1,305 492 9,002 7,020 : : : : Changes from: March 21, 2023 : : 1,222 802 -175 395 418 0 -75 75 0 -50 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 42.6 7.2 15.6 10.5 0.7 0.2 0.6 0.2 4.3 3.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 27 7 . 9 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 177,501 : : Positions : : 90,109 91,423 15,370 22,222 15,112 1,565 79 945 6,835 635 7,140 : : : : Changes from: March 21, 2023 : : 1,183 -1,457 -190 1,595 -695 -31 79 21 -605 100 605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 51.5 8.7 12.5 8.5 0.9 0.0 0.5 3.9 0.4 4.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 6 4 9 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 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 103,844 : : Positions : : 59,765 48,860 12,515 18,405 10,649 1,705 0 100 2,650 9,380 50 : : : : Changes from: March 21, 2023 : : 1,630 230 0 1,450 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 47.1 12.1 17.7 10.3 1.6 0.0 0.1 2.6 9.0 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 28, 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 95,505 : : Positions : : 55,900 43,300 11,500 15,755 9,385 1,505 0 0 0 9,850 0 : : : : Changes from: March 21, 2023 : : 1,240 40 0 1,250 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 45.3 12.0 16.5 9.8 1.6 0.0 0.0 0.0 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 4 . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 31, 2023