Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 33,365 : : Positions : : 25,354 28,682 2,224 0 2,670 1,185 583 720 810 323 387 : : : : Changes from: January 25, 2022 : : -906 -883 -273 0 48 -146 -175 50 50 -215 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 86.0 6.7 0.0 8.0 3.6 1.7 2.2 2.4 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 24,833 : : Positions : : 22,471 18,046 0 4,407 970 192 470 480 175 15 420 : : : : Changes from: January 25, 2022 : : -1,260 -2,393 0 593 -50 100 -25 -75 -710 -35 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 72.7 0.0 17.7 3.9 0.8 1.9 1.9 0.7 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 204,907 : : Positions : : 106,873 154,976 5,115 16,834 27,270 18,541 0 1,412 40,760 1,392 2,717 : : : : Changes from: January 25, 2022 : : -3,529 3,248 -2,271 1,586 -570 -1,875 0 549 11,849 -276 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 75.6 2.5 8.2 13.3 9.0 0.0 0.7 19.9 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 26 31 . 5 8 6 0 . 8 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 70,538 : : Positions : : 63,224 42,617 2,200 7,599 3,091 0 14,259 401 0 1,193 1,343 : : : : Changes from: January 25, 2022 : : 2,073 1,409 138 -137 536 0 1,289 42 0 -354 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 60.4 3.1 10.8 4.4 0.0 20.2 0.6 0.0 1.7 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . . . 0 6 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 46,250 : : Positions : : 42,193 35,553 1,183 2,443 2,106 0 1,571 205 0 3,907 333 : : : : Changes from: January 25, 2022 : : 2,741 2,728 205 821 -139 0 500 -275 0 -1,235 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 76.9 2.6 5.3 4.6 0.0 3.4 0.4 0.0 8.4 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 43,062 : : Positions : : 23,297 15,769 3,673 15,284 5,367 10,140 565 0 0 5,645 50 : : : : Changes from: January 25, 2022 : : -7 -958 522 830 411 0 337 0 0 301 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 36.6 8.5 35.5 12.5 23.5 1.3 0.0 0.0 13.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 4 4 7 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 50,371 : : Positions : : 36,492 18,443 1,488 21,035 5,296 5,038 307 600 339 3,720 718 : : : : Changes from: January 25, 2022 : : -230 -1,143 139 977 2 0 231 0 160 -1 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 36.6 3.0 41.8 10.5 10.0 0.6 1.2 0.7 7.4 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 68,383 : : Positions : : 37,909 27,455 27,921 32,428 939 0 0 0 479 6,242 755 : : : : Changes from: January 25, 2022 : : -186 678 1,053 250 150 0 0 0 60 19 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 40.1 40.8 47.4 1.4 0.0 0.0 0.0 0.7 9.1 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 87,494 : : Positions : : 51,319 28,784 32,431 49,255 1,238 0 30 0 1,243 7,612 568 : : : : Changes from: January 25, 2022 : : 846 2,037 1,156 60 0 0 0 0 60 -25 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 32.9 37.1 56.3 1.4 0.0 0.0 0.0 1.4 8.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 4 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 27,466 : : Positions : : 18,110 26,079 8,372 0 929 0 0 0 0 125 0 : : : : Changes from: January 25, 2022 : : -5 70 75 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 95.0 30.5 0.0 3.4 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 39,419 : : Positions : : 31,105 25,808 3,702 7,703 4,408 100 1,500 0 0 0 0 : : : : Changes from: January 25, 2022 : : 230 605 310 -65 -303 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 65.5 9.4 19.5 11.2 0.3 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 31,742 : : Positions : : 22,337 20,885 4,050 2,762 4,355 250 1,500 0 500 2,230 10 : : : : Changes from: January 25, 2022 : : -11 -611 -600 0 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 65.8 12.8 8.7 13.7 0.8 4.7 0.0 1.6 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 31,462 : : Positions : : 23,252 21,687 3,060 3,865 4,200 200 1,500 0 500 0 0 : : : : Changes from: January 25, 2022 : : 875 275 -600 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 68.9 9.7 12.3 13.3 0.6 4.8 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 131,802 : : Positions : : 79,907 82,149 12,023 9,087 23,712 4,430 312 5,993 2,302 7,606 2,753 : : : : Changes from: January 25, 2022 : : 4,668 2,319 -1,680 652 207 -386 122 511 432 -23 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 62.3 9.1 6.9 18.0 3.4 0.2 4.5 1.7 5.8 2.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 38 33 . . 5 7 . 4 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 35,766 : : Positions : : 28,648 23,198 5,154 9,901 1,191 0 0 0 0 1,200 0 : : : : Changes from: January 25, 2022 : : -931 2,194 1,925 -1,200 276 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 64.9 14.4 27.7 3.3 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 33,556 : : Positions : : 24,784 22,614 6,679 8,146 1,320 0 0 0 0 1,200 0 : : : : Changes from: January 25, 2022 : : -931 2,194 1,925 -1,200 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 67.4 19.9 24.3 3.9 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 41,149 : : Positions : : 16,014 23,999 19,430 6,240 5,237 0 4,801 272 0 600 0 : : : : Changes from: January 25, 2022 : : 200 -25 25 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 58.3 47.2 15.2 12.7 0.0 11.7 0.7 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 35,412 : : Positions : : 14,087 23,217 14,517 3,512 5,620 736 2,957 106 150 0 0 : : : : Changes from: January 25, 2022 : : 50 -175 25 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 65.6 41.0 9.9 15.9 2.1 8.4 0.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 73,846 : : Positions : : 43,591 45,700 5,985 6,758 18,272 1,500 911 167 3,815 1,325 30 : : : : Changes from: January 25, 2022 : : 2,521 211 -625 1,685 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 61.9 8.1 9.2 24.7 2.0 1.2 0.2 5.2 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 34,065 : : Positions : : 22,861 32,402 9,453 50 1,194 50 0 0 100 45 5 : : : : Changes from: January 25, 2022 : : 128 170 -68 0 83 0 0 0 100 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 95.1 27.7 0.1 3.5 0.1 0.0 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 5 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 48,482 : : Positions : : 39,018 35,708 4,352 7,769 4,396 425 480 0 0 100 0 : : : : Changes from: January 25, 2022 : : 507 765 373 -45 -330 -50 5 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 73.7 9.0 16.0 9.1 0.9 1.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 45,069 : : Positions : : 28,257 38,895 12,566 5,142 827 195 0 0 2,668 0 25 : : : : Changes from: January 25, 2022 : : 81 218 156 35 -35 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 86.3 27.9 11.4 1.8 0.4 0.0 0.0 5.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . 5 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 49,999 : : Positions : : 33,557 38,772 11,403 8,929 1,583 0 368 0 2,933 0 167 : : : : Changes from: January 25, 2022 : : 102 298 212 0 0 0 16 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 77.5 22.8 17.9 3.2 0.0 0.7 0.0 5.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 4 . 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 77,402 : : Positions : : 61,553 67,377 13,350 7,548 1,230 0 32 24 402 637 465 : : : : Changes from: January 25, 2022 : : 42 608 -2 -590 629 0 0 0 6 54 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 87.0 17.2 9.8 1.6 0.0 0.0 0.0 0.5 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 99,613 : : Positions : : 80,442 86,210 15,081 10,164 728 1,050 653 0 1,012 903 689 : : : : Changes from: January 25, 2022 : : -1,062 -665 -107 -501 144 0 11 0 228 196 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 86.5 15.1 10.2 0.7 1.1 0.7 0.0 1.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 25 5 . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 53,151 : : Positions : : 40,029 49,763 10,404 600 580 490 816 583 50 203 587 : : : : Changes from: January 25, 2022 : : 325 530 400 0 50 -214 11 239 -25 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 93.6 19.6 1.1 1.1 0.9 1.5 1.1 0.1 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 44,296 : : Positions : : 32,439 42,491 11,136 600 360 0 150 0 0 475 220 : : : : Changes from: January 25, 2022 : : 190 255 25 0 0 0 0 0 0 -40 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 95.9 25.1 1.4 0.8 0.0 0.3 0.0 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 40,841 : : Positions : : 29,128 29,457 4,495 3,535 6,816 0 295 0 0 696 0 : : : : Changes from: January 25, 2022 : : 25 625 151 -227 238 0 15 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 72.1 11.0 8.7 16.7 0.0 0.7 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 5 . 7 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 43,052 : : Positions : : 30,307 32,721 9,655 5,269 1,967 208 2,404 0 588 302 46 : : : : Changes from: January 25, 2022 : : 817 1,396 377 149 -231 21 -10 0 12 -201 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 76.0 22.4 12.2 4.6 0.5 5.6 0.0 1.4 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 6 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 12,974 : : Positions : : 7,219 11,039 4,432 591 280 0 780 0 0 0 0 : : : : Changes from: January 25, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 23,897 : : Positions : : 19,705 16,360 2,931 6,076 81 211 961 0 47 0 88 : : : : Changes from: January 25, 2022 : : 54 201 26 -50 -9 6 9 0 44 0 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 68.5 12.3 25.4 0.3 0.9 4.0 0.0 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 30,285 : : Positions : : 20,991 21,458 6,407 4,723 1,313 92 2,228 0 998 54 160 : : : : Changes from: January 25, 2022 : : 33 103 152 0 -55 -10 7 0 -50 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 70.9 21.2 15.6 4.3 0.3 7.4 0.0 3.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 22,934 : : Positions : : 15,313 17,658 3,040 826 1,331 2,545 1,707 0 480 848 10 : : : : Changes from: January 25, 2022 : : -3 -59 20 36 -111 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 77.0 13.3 3.6 5.8 11.1 7.4 0.0 2.1 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 15,005 : : Positions : : 5,374 14,273 7,688 0 658 368 0 2 853 0 40 : : : : Changes from: January 25, 2022 : : -421 -255 -100 0 -14 271 0 -46 -6 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 95.1 51.2 0.0 4.4 2.5 0.0 0.0 5.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 16,216 : : Positions : : 6,073 16,204 9,404 0 0 0 0 0 705 0 12 : : : : Changes from: January 25, 2022 : : -208 -811 -553 0 0 0 0 0 -48 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 99.9 58.0 0.0 0.0 0.0 0.0 0.0 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,205 : : Positions : : 3,861 10,800 10,161 3,575 755 60 0 0 0 50 0 : : : : Changes from: January 25, 2022 : : 180 540 360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 71.0 66.8 23.5 5.0 0.4 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 5 . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,285 : : Positions : : 2,876 7,620 5,040 538 997 60 0 0 0 0 0 : : : : Changes from: January 25, 2022 : : 180 540 398 38 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 82.1 54.3 5.8 10.7 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 47,492 : : Positions : : 18,450 15,922 23,455 29,255 2,215 0 100 0 3,160 0 0 : : : : Changes from: January 25, 2022 : : 0 0 1,080 1,080 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 33.5 49.4 61.6 4.7 0.0 0.2 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 50,762 : : Positions : : 19,210 15,857 26,400 33,055 1,850 0 0 0 3,090 0 0 : : : : Changes from: January 25, 2022 : : 50 125 1,155 1,080 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 31.2 52.0 65.1 3.6 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 95,988 : : Positions : : 73,425 71,643 13,159 16,390 5,371 823 0 100 1,271 1,303 1,077 : : : : Changes from: January 25, 2022 : : 1,833 4,773 552 -2,115 165 172 0 0 -110 -1 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 74.6 13.7 17.1 5.6 0.9 0.0 0.1 1.3 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 . 5 6 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 112,474 : : Positions : : 91,347 79,899 6,436 20,029 9,395 602 60 645 2,568 1,138 1,165 : : : : Changes from: January 25, 2022 : : 2,330 4,554 -125 -1,965 431 253 0 0 98 -62 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 71.0 5.7 17.8 8.4 0.5 0.1 0.6 2.3 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 24 . 6 6 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 622,210 : : Positions : : 368,481 436,021 16,765 15,181 94,060 25,079 3,411 48,421 44,718 1,290 23,636 : : : : Changes from: January 25, 2022 : : -1,466 7,988 -1,863 -4,540 7,517 -848 -1,031 3,384 6,551 -77 -895 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 70.1 2.7 2.4 15.1 4.0 0.5 7.8 7.2 0.2 3.8 : : : : Number of Traders in Each Category Total Traders: 91 : : 38 43 4 5 8 13 6 9 13 6 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 11,805 : : Positions : : 6,500 8,560 1,975 2,545 700 710 0 0 515 0 0 : : : : Changes from: January 25, 2022 : : 50 0 0 500 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 72.5 16.7 21.6 5.9 6.0 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 10,012 : : Positions : : 5,147 6,667 2,180 2,440 905 110 0 0 515 0 0 : : : : Changes from: January 25, 2022 : : -195 -245 0 500 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 66.6 21.8 24.4 9.0 1.1 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 44,060 : : Positions : : 36,840 34,130 400 6,970 820 3,020 0 585 565 350 815 : : : : Changes from: January 25, 2022 : : 5,265 4,153 -570 595 770 -572 0 285 -100 -380 810 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 77.5 0.9 15.8 1.9 6.9 0.0 1.3 1.3 0.8 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 . . . . 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 40,352 : : Positions : : 27,776 21,315 1,462 1,890 6,777 580 3,120 925 1,820 5,385 920 : : : : Changes from: January 25, 2022 : : 3,220 2,030 238 62 -224 -120 -20 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 52.8 3.6 4.7 16.8 1.4 7.7 2.3 4.5 13.3 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 35,397 : : Positions : : 18,257 21,879 7,556 1,947 6,430 1,715 4,715 0 1,400 225 0 : : : : Changes from: January 25, 2022 : : 17 -281 -74 251 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 61.8 21.3 5.5 18.2 4.8 13.3 0.0 4.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 88,911 : : Positions : : 60,121 65,252 22,379 17,430 1,304 0 700 0 745 0 0 : : : : Changes from: January 25, 2022 : : -145 -115 1,095 1,065 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 73.4 25.2 19.6 1.5 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 71,795 : : Positions : : 47,433 49,424 17,612 16,084 1,159 0 0 0 515 0 0 : : : : Changes from: January 25, 2022 : : -35 15 1,040 990 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 68.8 24.5 22.4 1.6 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 28,111 : : Positions : : 12,747 13,674 11,359 8,831 142 460 1,434 1,156 0 348 192 : : : : Changes from: January 25, 2022 : : -45 50 95 0 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 48.6 40.4 31.4 0.5 1.6 5.1 4.1 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 21,003 : : Positions : : 9,519 10,807 9,013 3,170 420 0 4,303 60 336 468 0 : : : : Changes from: January 25, 2022 : : 120 175 95 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 51.5 42.9 15.1 2.0 0.0 20.5 0.3 1.6 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 101,257 : : Positions : : 34,440 45,105 33,605 32,824 4,282 12,010 900 0 0 1,083 0 : : : : Changes from: January 25, 2022 : : 355 -175 870 1,400 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 44.5 33.2 32.4 4.2 11.9 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 102,548 : : Positions : : 34,246 46,137 24,741 29,768 4,420 11,840 900 0 6,010 424 335 : : : : Changes from: January 25, 2022 : : 305 -25 870 1,200 560 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 45.0 24.1 29.0 4.3 11.5 0.9 0.0 5.9 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,075 : : Positions : : 14,265 10,775 4,815 360 1,790 0 7,320 200 325 1,455 0 : : : : Changes from: January 25, 2022 : : 660 2,140 1,600 0 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 43.0 19.2 1.4 7.1 0.0 29.2 0.8 1.3 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 25,075 : : Positions : : 14,265 10,815 4,855 360 1,725 0 7,320 200 325 1,455 0 : : : : Changes from: January 25, 2022 : : 660 2,140 1,600 0 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 43.1 19.4 1.4 6.9 0.0 29.2 0.8 1.3 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 26,581 : : Positions : : 19,260 10,955 80 12,473 1,106 3,050 50 0 1,088 0 750 : : : : Changes from: January 25, 2022 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 41.2 0.3 46.9 4.2 11.5 0.2 0.0 4.1 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 21,256 : : Positions : : 13,956 9,675 193 8,371 1,718 3,075 0 50 822 0 750 : : : : Changes from: January 25, 2022 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 45.5 0.9 39.4 8.1 14.5 0.0 0.2 3.9 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 51,169 : : Positions : : 13,790 35,284 28,294 13,215 50 3,460 125 0 3,080 0 0 : : : : Changes from: January 25, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 69.0 55.3 25.8 0.1 6.8 0.2 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 54,244 : : Positions : : 12,599 34,583 31,914 11,015 0 4,330 125 0 3,080 6,000 0 : : : : Changes from: January 25, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 63.8 58.8 20.3 0.0 8.0 0.2 0.0 5.7 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 57,020 : : Positions : : 20,170 50,305 21,385 1,125 2,425 3,970 500 300 5,820 0 335 : : : : Changes from: January 25, 2022 : : 25 75 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 88.2 37.5 2.0 4.3 7.0 0.9 0.5 10.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 5 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 54,450 : : Positions : : 18,205 47,700 21,225 625 2,555 3,840 500 350 5,140 540 280 : : : : Changes from: January 25, 2022 : : 25 65 -10 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 87.6 39.0 1.1 4.7 7.1 0.9 0.6 9.4 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 60,705 : : Positions : : 24,350 38,235 5,315 9,095 6,550 17,970 0 0 735 1,150 1,175 : : : : Changes from: January 25, 2022 : : -150 835 1,225 240 -430 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 63.0 8.8 15.0 10.8 29.6 0.0 0.0 1.2 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 4 . 6 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 59,825 : : Positions : : 24,215 37,410 5,820 9,370 6,430 17,845 0 0 110 1,150 1,225 : : : : Changes from: January 25, 2022 : : -450 635 1,225 140 -425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 62.5 9.7 15.7 10.7 29.8 0.0 0.0 0.2 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . 5 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 49,157 : : Positions : : 29,733 26,510 3,082 13,953 604 8,850 1,775 728 1,090 665 925 : : : : Changes from: January 25, 2022 : : 485 710 120 345 45 25 -425 292 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 53.9 6.3 28.4 1.2 18.0 3.6 1.5 2.2 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 44,142 : : Positions : : 27,257 25,718 2,998 10,009 681 6,575 1,825 678 1,015 475 825 : : : : Changes from: January 25, 2022 : : 485 610 70 345 95 25 -375 242 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 58.3 6.8 22.7 1.5 14.9 4.1 1.5 2.3 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 9 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 225,517 : : Positions : : 125,479 106,523 30,880 9,507 11,860 0 32,387 45 1,767 9,749 1,068 : : : : Changes from: January 25, 2022 : : 4,520 2,455 -2,003 -238 1,313 0 415 0 30 -85 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 47.2 13.7 4.2 5.3 0.0 14.4 0.0 0.8 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 28 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 213,354 : : Positions : : 118,225 101,077 23,222 3,692 17,957 0 30,160 240 2,427 8,985 958 : : : : Changes from: January 25, 2022 : : 4,395 2,335 -1,660 150 1,255 0 400 0 30 -120 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 47.4 10.9 1.7 8.4 0.0 14.1 0.1 1.1 4.2 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 29 4 . 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 40,340 : : Positions : : 17,690 22,685 15,650 550 1,280 2,625 12,740 600 0 0 0 : : : : Changes from: January 25, 2022 : : -480 4,320 -900 0 30 0 -5,700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 56.2 38.8 1.4 3.2 6.5 31.6 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 50,937 : : Positions : : 16,886 25,184 8,898 3,923 13,896 3,450 0 50 0 300 0 : : : : Changes from: January 25, 2022 : : 980 -2,770 -2,150 1,650 2,650 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 49.4 17.5 7.7 27.3 6.8 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 5 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 48,690 : : Positions : : 12,715 25,435 12,925 3,685 11,410 3,570 0 615 0 300 0 : : : : Changes from: January 25, 2022 : : 1,695 -2,665 -2,300 2,000 1,700 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 52.2 26.5 7.6 23.4 7.3 0.0 1.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 17 5 . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 41,358 : : Positions : : 20,480 22,810 6,475 4,555 4,630 3,775 4,075 24 300 0 0 : : : : Changes from: January 25, 2022 : : -525 1,025 350 450 -350 1,500 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 55.2 15.7 11.0 11.2 9.1 9.9 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . 4 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 45,969 : : Positions : : 16,835 24,124 1,385 4,645 6,495 15,550 5,425 0 300 0 0 : : : : Changes from: January 25, 2022 : : 105 1,680 335 530 -560 1,500 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 52.5 3.0 10.1 14.1 33.8 11.8 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 263,531 : : Positions : : 150,884 154,543 15,348 23,844 22,416 8,067 1,960 7,605 6,305 377 2,953 : : : : Changes from: January 25, 2022 : : -2,551 689 2,105 -5,015 -989 -7,895 100 975 4,085 -30 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 58.6 5.8 9.0 8.5 3.1 0.7 2.9 2.4 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 24 . 4 7 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : 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 198,190 : : Positions : : 101,153 117,622 9,466 10,735 19,923 2,670 1,930 9,271 17,820 912 120 : : : : Changes from: January 25, 2022 : : -11,031 -4,491 3,191 -5,009 239 -4,305 1,755 -2,170 4,800 280 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 59.3 4.8 5.4 10.1 1.3 1.0 4.7 9.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 4 . 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,275 : : Positions : : 18,030 510 3,985 21,025 2,115 50 675 0 445 0 105 : : : : Changes from: January 25, 2022 : : 0 0 0 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 1.9 14.6 77.1 7.8 0.2 2.5 0.0 1.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 27,060 : : Positions : : 17,530 515 4,590 20,420 2,115 50 675 0 0 260 300 : : : : Changes from: January 25, 2022 : : 0 0 0 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 1.9 17.0 75.5 7.8 0.2 2.5 0.0 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 04, 2022