MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 34,205: 25,877 29,447 2,497 0 2,597 1,406 758 670 755 363 370: 33 0
Old : 34,205: 25,877 29,447 2,497 0 2,597 1,406 758 670 755 363 370: 33 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 219: 172 277 -176 0 -8 56 50 100 25 -268 68: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 86.1 7.3 0.0 7.6 4.1 2.2 2.0 2.2 1.1 1.1: 0.1 0.0
Old : 100.0: 75.7 86.1 7.3 0.0 7.6 4.1 2.2 2.0 2.2 1.1 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 22 . 0 . 4 . . . . .:
Old : 39: 20 22 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 52.4 76.1 73.3 52.6 45.8 63.0 63.1
Old : 58.5 52.4 76.1 73.3 52.6 45.8 63.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 26,293: 23,131 20,189 0 3,389 1,125 92 595 480 910 50 430: 125 35
Old : 26,293: 23,131 20,189 0 3,389 1,125 92 595 480 910 50 430: 125 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 98: 123 48 0 210 90 92 -8 -57 135 -70 -30: -255 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 76.8 0.0 12.9 4.3 0.3 2.3 1.8 3.5 0.2 1.6: 0.5 0.1
Old : 100.0: 88.0 76.8 0.0 12.9 4.3 0.3 2.3 1.8 3.5 0.2 1.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 19 0 . . . . . . . .:
Old : 33: 18 19 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 59.5 80.6 81.2 58.9 50.6 70.1 69.3
Old : 62.5 59.5 80.6 81.2 58.9 50.6 70.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 201,927: 110,975 153,164 6,196 15,266 28,528 21,298 0 513 29,864 1,567 2,709: 1,844 180
Old : 201,927: 110,975 153,164 6,196 15,266 28,528 21,298 0 513 29,864 1,567 2,709: 1,844 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,311: -3,496 1,956 -212 -1,323 493 -1,105 0 180 5,495 0 -1: -43 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 75.9 3.1 7.6 14.1 10.5 0.0 0.3 14.8 0.8 1.3: 0.9 0.1
Old : 100.0: 55.0 75.9 3.1 7.6 14.1 10.5 0.0 0.3 14.8 0.8 1.3: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 26 31 . 5 8 7 0 . 9 4 9:
Old : 61: 26 31 . 5 8 7 0 . 9 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 55.6 70.2 72.2 32.5 28.8 38.6 41.1
Old : 50.8 55.6 70.2 72.2 32.5 28.8 38.6 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 64,413: 58,539 39,702 1,936 7,584 2,274 0 11,388 284 0 2,097 1,014: 366 70
Old : 64,413: 58,539 39,702 1,936 7,584 2,274 0 11,388 284 0 2,097 1,014: 366 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 870: 501 895 45 -1,305 300 0 985 -25 0 19 -23: 72 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 61.6 3.0 11.8 3.5 0.0 17.7 0.4 0.0 3.3 1.6: 0.6 0.1
Old : 100.0: 90.9 61.6 3.0 11.8 3.5 0.0 17.7 0.4 0.0 3.3 1.6: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 20 . . . 0 7 . 0 . .:
Old : 41: 22 20 . . . 0 7 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 64.4 77.8 79.5 56.5 52.6 68.0 66.0
Old : 60.1 64.4 77.8 79.5 56.5 52.6 68.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 40,232: 36,137 30,626 828 1,792 2,270 0 971 405 0 3,602 362: 230 204
Old : 40,232: 36,137 30,626 828 1,792 2,270 0 971 405 0 3,602 362: 230 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 184: 165 1,065 -330 -1,145 360 0 250 50 0 -335 -61: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 76.1 2.1 4.5 5.6 0.0 2.4 1.0 0.0 9.0 0.9: 0.6 0.5
Old : 100.0: 89.8 76.1 2.1 4.5 5.6 0.0 2.4 1.0 0.0 9.0 0.9: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 16 . . . 0 . . 0 . .:
Old : 32: 14 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 61.0 91.3 81.1 71.6 49.4 78.8 68.1
Old : 75.8 61.0 91.3 81.1 71.6 49.4 78.8 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 42,733: 23,550 16,438 3,102 14,678 5,376 10,140 228 0 0 5,348 227: 338 438
Old : 42,733: 23,550 16,438 3,102 14,678 5,376 10,140 228 0 0 5,348 227: 338 438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 171: 316 -125 -40 311 0 0 0 0 0 0 0: -105 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 38.5 7.3 34.3 12.6 23.7 0.5 0.0 0.0 12.5 0.5: 0.8 1.0
Old : 100.0: 55.1 38.5 7.3 34.3 12.6 23.7 0.5 0.0 0.0 12.5 0.5: 0.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 19 5 . 7 . . 0 0 . .:
Old : 34: 16 19 5 . 7 . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 62.3 72.5 84.5 51.7 56.0 64.6 71.6
Old : 53.7 62.3 72.5 84.5 51.7 56.0 64.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 50,889: 37,338 18,861 1,454 20,511 5,618 5,038 76 600 65 4,575 371: 405 277
Old : 50,889: 37,338 18,861 1,454 20,511 5,618 5,038 76 600 65 4,575 371: 405 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 831: 917 251 -30 674 -27 75 0 0 -38 -98 26: -92 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 37.1 2.9 40.3 11.0 9.9 0.1 1.2 0.1 9.0 0.7: 0.8 0.5
Old : 100.0: 73.4 37.1 2.9 40.3 11.0 9.9 0.1 1.2 0.1 9.0 0.7: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 16 . 6 7 . . . . . .:
Old : 37: 18 16 . 6 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 56.1 74.9 76.8 48.4 51.0 65.1 66.4
Old : 52.2 56.1 74.9 76.8 48.4 51.0 65.1 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,925: 37,557 26,527 27,131 32,062 789 0 0 0 419 6,433 674: 355 440
Old : 66,925: 37,557 26,527 27,131 32,062 789 0 0 0 419 6,433 674: 355 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 100: 106 20 -11 80 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 39.6 40.5 47.9 1.2 0.0 0.0 0.0 0.6 9.6 1.0: 0.5 0.7
Old : 100.0: 56.1 39.6 40.5 47.9 1.2 0.0 0.0 0.0 0.6 9.6 1.0: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 18 4 4 . 0 0 0 . . .:
Old : 35: 17 18 4 4 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 59.7 79.1 79.4 51.2 59.3 76.0 76.4
Old : 52.2 59.7 79.1 79.4 51.2 59.3 76.0 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 84,963: 49,621 26,990 31,733 48,768 1,238 0 30 0 1,143 7,382 548: 680 7
Old : 84,963: 49,621 26,990 31,733 48,768 1,238 0 30 0 1,143 7,382 548: 680 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 66: 21 -175 28 245 -4 0 0 0 1 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 31.8 37.3 57.4 1.5 0.0 0.0 0.0 1.3 8.7 0.6: 0.8 0.0
Old : 100.0: 58.4 31.8 37.3 57.4 1.5 0.0 0.0 0.0 1.3 8.7 0.6: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 20 4 5 4 0 . 0 . . .:
Old : 39: 18 20 4 5 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 64.2 74.0 80.9 51.8 63.9 72.7 78.3
Old : 52.4 64.2 74.0 80.9 51.8 63.9 72.7 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,378: 18,035 25,984 8,357 0 936 0 0 0 0 125 0: 50 333
Old : 27,378: 18,035 25,984 8,357 0 936 0 0 0 0 125 0: 50 333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 0: 55 -50 -65 0 10 0 0 0 0 50 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 94.9 30.5 0.0 3.4 0.0 0.0 0.0 0.0 0.5 0.0: 0.2 1.2
Old : 100.0: 65.9 94.9 30.5 0.0 3.4 0.0 0.0 0.0 0.0 0.5 0.0: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 12 5 0 . 0 0 0 0 . 0:
Old : 26: 14 12 5 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 84.1 89.0 95.4 65.7 82.0 81.8 88.1
Old : 68.8 84.1 89.0 95.4 65.7 82.0 81.8 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 39,252: 30,343 25,163 3,387 7,273 5,316 100 1,500 0 0 0 0: 106 0
Old : 39,252: 30,343 25,163 3,387 7,273 5,316 100 1,500 0 0 0 0: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,435: 225 1,175 30 -920 1,180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 64.1 8.6 18.5 13.5 0.3 3.8 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 77.3 64.1 8.6 18.5 13.5 0.3 3.8 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . 5 . . 0 0 0 0:
Old : 21: 12 11 . . 5 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 74.6 84.2 92.3 35.2 36.6 43.9 46.5
Old : 58.8 74.6 84.2 92.3 35.2 36.6 43.9 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 30,803: 22,448 21,348 3,750 2,760 3,855 0 600 0 500 2,230 10: 240 0
Old : 30,803: 22,448 21,348 3,750 2,760 3,855 0 600 0 500 2,230 10: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 69.3 12.2 9.0 12.5 0.0 1.9 0.0 1.6 7.2 0.0: 0.8 0.0
Old : 100.0: 72.9 69.3 12.2 9.0 12.5 0.0 1.9 0.0 1.6 7.2 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 . . 5 0 . 0 . . .:
Old : 21: 12 9 . . 5 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 58.5 76.2 82.8 41.9 52.6 61.3 66.7
Old : 42.8 58.5 76.2 82.8 41.9 52.6 61.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mw per Peak Hour :
: : Positions :
All : 127,052: 73,404 79,552 16,846 7,633 23,029 4,501 2,285 3,754 2,169 7,915 2,742: 607 142
Old : 127,052: 73,404 79,552 16,846 7,633 23,029 4,501 2,285 3,754 2,169 7,915 2,742: 607 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 2,296: 1,621 722 -891 478 826 59 247 115 283 -396 312: -29 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 62.6 13.3 6.0 18.1 3.5 1.8 3.0 1.7 6.2 2.2: 0.5 0.1
Old : 100.0: 57.8 62.6 13.3 6.0 18.1 3.5 1.8 3.0 1.7 6.2 2.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 37 31 . . 5 7 . 4 6 4 8:
Old : 65: 37 31 . . 5 7 . 4 6 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 38.0 65.5 61.3 30.8 31.4 41.9 41.2
Old : 46.4 38.0 65.5 61.3 30.8 31.4 41.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Peak Hour :
: : Positions :
All : 35,242: 31,023 20,923 1,584 11,101 1,862 0 0 0 0 1,200 0: 773 156
Old : 35,242: 31,023 20,923 1,584 11,101 1,862 0 0 0 0 1,200 0: 773 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 385: 0 385 385 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 59.4 4.5 31.5 5.3 0.0 0.0 0.0 0.0 3.4 0.0: 2.2 0.4
Old : 100.0: 88.0 59.4 4.5 31.5 5.3 0.0 0.0 0.0 0.0 3.4 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 5 0 0 0 0 . 0:
Old : 20: 10 9 . . 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 63.0 90.8 84.6 71.0 60.7 83.0 79.7
Old : 74.9 63.0 90.8 84.6 71.0 60.7 83.0 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,938: 27,159 20,339 3,109 9,346 1,897 0 0 0 0 1,200 0: 773 156
Old : 32,938: 27,159 20,339 3,109 9,346 1,897 0 0 0 0 1,200 0: 773 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 385: 0 385 385 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 61.7 9.4 28.4 5.8 0.0 0.0 0.0 0.0 3.6 0.0: 2.3 0.5
Old : 100.0: 82.5 61.7 9.4 28.4 5.8 0.0 0.0 0.0 0.0 3.6 0.0: 2.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 5 0 0 0 0 . 0:
Old : 20: 10 9 . . 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 59.9 90.2 82.5 71.5 57.5 83.5 77.5
Old : 75.7 59.9 90.2 82.5 71.5 57.5 83.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per peak hour :
: : Positions :
All : 39,734: 15,645 23,695 18,145 5,190 5,309 0 4,351 439 0 750 0: 196 0
Old : 39,734: 15,645 23,695 18,145 5,190 5,309 0 4,351 439 0 750 0: 196 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,105: -1,204 -104 0 -1,100 99 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 59.6 45.7 13.1 13.4 0.0 11.0 1.1 0.0 1.9 0.0: 0.5 0.0
Old : 100.0: 39.4 59.6 45.7 13.1 13.4 0.0 11.0 1.1 0.0 1.9 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . 0 . . 0 . 0:
Old : 25: 12 11 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 51.0 88.5 77.0 64.7 44.0 73.0 63.0
Old : 73.6 51.0 88.5 77.0 64.7 44.0 73.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MWh per Off-Peak Hour :
: : Positions :
All : 34,273: 13,962 22,797 13,232 2,462 5,676 1,136 2,907 71 0 0 0: 196 360
Old : 34,273: 13,962 22,797 13,232 2,462 5,676 1,136 2,907 71 0 0 0: 196 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,171: -1,276 -176 0 -1,100 105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 66.5 38.6 7.2 16.6 3.3 8.5 0.2 0.0 0.0 0.0: 0.6 1.1
Old : 100.0: 40.7 66.5 38.6 7.2 16.6 3.3 8.5 0.2 0.0 0.0 0.0: 0.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . 4 . . . 0 0 0:
Old : 23: 11 10 . . 4 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 47.6 85.6 76.3 52.9 44.9 66.3 62.4
Old : 65.9 47.6 85.6 76.3 52.9 44.9 66.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh per Off-Peak Hour :
: : Positions :
All : 70,567: 38,957 45,421 9,196 4,654 17,361 575 1,136 107 3,975 1,175 30: 366 683
Old : 70,567: 38,957 45,421 9,196 4,654 17,361 575 1,136 107 3,975 1,175 30: 366 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -345: -145 -1,530 -1,485 0 1,185 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 64.4 13.0 6.6 24.6 0.8 1.6 0.2 5.6 1.7 0.0: 0.5 1.0
Old : 100.0: 55.2 64.4 13.0 6.6 24.6 0.8 1.6 0.2 5.6 1.7 0.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 18 . . 5 . . . 4 . .:
Old : 38: 18 18 . . 5 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 47.0 76.1 67.5 41.0 34.3 49.0 48.3
Old : 50.8 47.0 76.1 67.5 41.0 34.3 49.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,741: 22,592 32,191 9,621 50 1,086 50 0 0 0 50 0: 392 364
Old : 33,741: 22,592 32,191 9,621 50 1,086 50 0 0 0 50 0: 392 364
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -5: 5 -45 -10 0 0 0 0 0 0 50 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 95.4 28.5 0.1 3.2 0.1 0.0 0.0 0.0 0.1 0.0: 1.2 1.1
Old : 100.0: 67.0 95.4 28.5 0.1 3.2 0.1 0.0 0.0 0.0 0.1 0.0: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 13 5 . . . 0 0 0 . 0:
Old : 31: 17 13 5 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 81.4 83.7 96.9 56.9 80.3 75.6 88.6
Old : 62.2 81.4 83.7 96.9 56.9 80.3 75.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 47,927: 37,871 34,947 3,969 7,145 5,331 475 475 0 0 0 0: 281 29
Old : 47,927: 37,871 34,947 3,969 7,145 5,331 475 475 0 0 0 0: 281 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,605: 235 1,220 20 -805 1,180 50 10 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 72.9 8.3 14.9 11.1 1.0 1.0 0.0 0.0 0.0 0.0: 0.6 0.1
Old : 100.0: 79.0 72.9 8.3 14.9 11.1 1.0 1.0 0.0 0.0 0.0 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 . . 5 . . 0 0 0 0:
Old : 26: 15 13 . . 5 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 69.7 79.6 91.6 41.1 48.4 51.3 57.8
Old : 54.4 69.7 79.6 91.6 41.1 48.4 51.3 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,146: 27,492 37,912 12,410 5,247 722 180 0 0 2,668 0 25: 649 240
Old : 44,146: 27,492 37,912 12,410 5,247 722 180 0 0 2,668 0 25: 649 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 285: 210 285 0 -25 25 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 85.9 28.1 11.9 1.6 0.4 0.0 0.0 6.0 0.0 0.1: 1.5 0.5
Old : 100.0: 62.3 85.9 28.1 11.9 1.6 0.4 0.0 0.0 6.0 0.0 0.1: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 12 . 5 4 . 0 0 4 0 .:
Old : 31: 13 12 . 5 4 . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 87.6 71.4 94.3 44.5 86.8 69.7 91.4
Old : 45.6 87.6 71.4 94.3 44.5 86.8 69.7 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,118: 33,068 37,879 11,006 8,954 1,588 0 350 0 2,933 0 167: 356 180
Old : 49,118: 33,068 37,879 11,006 8,954 1,588 0 350 0 2,933 0 167: 356 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 110: 60 100 0 0 0 0 10 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 77.1 22.4 18.2 3.2 0.0 0.7 0.0 6.0 0.0 0.3: 0.7 0.4
Old : 100.0: 67.3 77.1 22.4 18.2 3.2 0.0 0.7 0.0 6.0 0.0 0.3: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 15 4 . 6 0 . 0 4 0 .:
Old : 36: 16 15 4 . 6 0 . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 81.4 69.9 90.2 43.4 81.1 67.0 87.9
Old : 45.8 81.4 69.9 90.2 43.4 81.1 67.0 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 75,605: 61,348 65,660 12,263 8,133 576 0 32 24 401 420 610: 383 150
Old : 75,605: 61,348 65,660 12,263 8,133 576 0 32 24 401 420 610: 383 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 533: 481 -53 35 600 -9 0 0 0 24 -10 5: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 86.8 16.2 10.8 0.8 0.0 0.0 0.0 0.5 0.6 0.8: 0.5 0.2
Old : 100.0: 81.1 86.8 16.2 10.8 0.8 0.0 0.0 0.0 0.5 0.6 0.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 5 . . 0 . . . . .:
Old : 38: 19 21 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 64.8 82.5 84.0 66.2 64.2 78.4 82.0
Old : 67.5 64.8 82.5 84.0 66.2 64.2 78.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 98,901: 80,270 85,055 14,123 10,873 718 1,025 595 0 1,220 427 926: 619 307
Old : 98,901: 80,270 85,055 14,123 10,873 718 1,025 595 0 1,220 427 926: 619 307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 621: 517 582 170 -3 5 25 16 0 -10 70 -61: -25 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 86.0 14.3 11.0 0.7 1.0 0.6 0.0 1.2 0.4 0.9: 0.6 0.3
Old : 100.0: 81.2 86.0 14.3 11.0 0.7 1.0 0.6 0.0 1.2 0.4 0.9: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 21 27 5 . . . . 0 4 . 4:
Old : 46: 21 27 5 . . . . 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 55.1 82.0 79.5 63.9 54.6 76.8 76.5
Old : 66.3 55.1 82.0 79.5 63.9 54.6 76.8 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 51,993: 39,394 49,348 9,909 600 620 854 550 126 227 275 455: 408 19
Old : 51,993: 39,394 49,348 9,909 600 620 854 550 126 227 275 455: 408 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 75: 100 225 -100 0 25 50 0 0 50 -125 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 94.9 19.1 1.2 1.2 1.6 1.1 0.2 0.4 0.5 0.9: 0.8 0.0
Old : 100.0: 75.8 94.9 19.1 1.2 1.2 1.6 1.1 0.2 0.4 0.5 0.9: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . . . . . . . .:
Old : 29: 16 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 89.8 82.7 94.5 69.7 86.8 80.6 90.2
Old : 70.4 89.8 82.7 94.5 69.7 86.8 80.6 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 44,151: 32,234 42,261 11,186 600 360 0 150 0 0 540 230: 141 10
Old : 44,151: 32,234 42,261 11,186 600 360 0 150 0 0 540 230: 141 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 383: 68 78 865 0 0 0 0 0 -585 270 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 95.7 25.3 1.4 0.8 0.0 0.3 0.0 0.0 1.2 0.5: 0.3 0.0
Old : 100.0: 73.0 95.7 25.3 1.4 0.8 0.0 0.3 0.0 0.0 1.2 0.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 13 . . . 0 . 0 0 . .:
Old : 24: 10 13 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 90.5 92.5 94.9 78.2 87.8 89.7 91.3
Old : 78.9 90.5 92.5 94.9 78.2 87.8 89.7 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 40,591: 28,558 28,932 4,204 3,237 7,221 0 280 0 0 846 0: 608 75
Old : 40,591: 28,558 28,932 4,204 3,237 7,221 0 280 0 0 846 0: 608 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,280: 1,384 88 0 1,212 -20 0 0 0 0 0 0: -84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 71.3 10.4 8.0 17.8 0.0 0.7 0.0 0.0 2.1 0.0: 1.5 0.2
Old : 100.0: 70.4 71.3 10.4 8.0 17.8 0.0 0.7 0.0 0.0 2.1 0.0: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 4 . 6 0 . 0 0 . 0:
Old : 29: 16 15 4 . 6 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 69.1 70.5 86.6 29.8 34.2 39.8 41.9
Old : 45.3 69.1 70.5 86.6 29.8 34.2 39.8 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 41,615: 29,351 30,884 9,187 5,315 2,007 175 2,414 0 574 503 48: 273 444
Old : 41,615: 29,351 30,884 9,187 5,315 2,007 175 2,414 0 574 503 48: 273 444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,305: 1,128 106 17 1,158 45 35 -2 0 2 0 -2: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 74.2 22.1 12.8 4.8 0.4 5.8 0.0 1.4 1.2 0.1: 0.7 1.1
Old : 100.0: 70.5 74.2 22.1 12.8 4.8 0.4 5.8 0.0 1.4 1.2 0.1: 0.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 16 6 . 5 . . 0 . . .:
Old : 34: 17 16 6 . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 60.7 70.0 81.6 36.5 40.7 51.2 52.3
Old : 47.0 60.7 70.0 81.6 36.5 40.7 51.2 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,957: 7,219 11,022 4,427 591 280 0 780 0 0 0 0: 1,031 284
Old : 12,957: 7,219 11,022 4,427 591 280 0 780 0 0 0 0: 1,031 284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 13: 0 1 0 0 0 0 0 0 0 0 0: 13 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0: 8.0 2.2
Old : 100.0: 55.7 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0: 8.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 . 0 0 0 0:
Old : 20: 10 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 63.9 82.6 85.2 56.8 47.1 63.6 61.2
Old : 65.8 63.9 82.6 85.2 56.8 47.1 63.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,250: 19,584 15,694 2,520 6,123 90 205 957 0 3 0 52: 796 334
Old : 23,250: 19,584 15,694 2,520 6,123 90 205 957 0 3 0 52: 796 334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -129: -39 -87 0 0 0 -90 5 0 3 -42 -3: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 67.5 10.8 26.3 0.4 0.9 4.1 0.0 0.0 0.0 0.2: 3.4 1.4
Old : 100.0: 84.2 67.5 10.8 26.3 0.4 0.9 4.1 0.0 0.0 0.0 0.2: 3.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 12 . 4 . . 4 0 . 0 .:
Old : 29: 12 12 . 4 . . 4 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 67.4 90.3 86.8 70.9 66.3 86.2 82.5
Old : 72.3 67.4 90.3 86.8 70.9 66.3 86.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,430: 19,889 20,851 6,310 4,243 1,659 102 2,216 0 1,097 55 45: 328 361
Old : 29,430: 19,889 20,851 6,310 4,243 1,659 102 2,216 0 1,097 55 45: 328 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 317: 311 265 7 0 10 0 -6 0 114 0 45: -170 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 70.8 21.4 14.4 5.6 0.3 7.5 0.0 3.7 0.2 0.2: 1.1 1.2
Old : 100.0: 67.6 70.8 21.4 14.4 5.6 0.3 7.5 0.0 3.7 0.2 0.2: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 16 4 . 5 . . 0 . . .:
Old : 39: 20 16 4 . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 68.4 62.2 86.2 29.4 54.9 43.6 62.4
Old : 39.3 68.4 62.2 86.2 29.4 54.9 43.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 22,856: 14,703 17,690 3,195 436 1,747 2,545 1,702 0 480 763 10: 176 508
Old : 22,856: 14,703 17,690 3,195 436 1,747 2,545 1,702 0 480 763 10: 176 508
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 301: 164 291 -47 -185 184 0 10 0 0 1 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 77.4 14.0 1.9 7.6 11.1 7.4 0.0 2.1 3.3 0.0: 0.8 2.2
Old : 100.0: 64.3 77.4 14.0 1.9 7.6 11.1 7.4 0.0 2.1 3.3 0.0: 0.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 12 . . 5 . . 0 . . .:
Old : 31: 17 12 . . 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 67.9 74.2 81.2 37.7 49.4 50.8 56.6
Old : 49.8 67.9 74.2 81.2 37.7 49.4 50.8 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 15,142: 5,740 14,324 7,620 0 642 23 0 102 889 0 39: 87 35
Old : 15,142: 5,740 14,324 7,620 0 642 23 0 102 889 0 39: 87 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 878: 430 318 -150 0 600 0 0 0 43 0 -40: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 94.6 50.3 0.0 4.2 0.2 0.0 0.7 5.9 0.0 0.3: 0.6 0.2
Old : 100.0: 37.9 94.6 50.3 0.0 4.2 0.2 0.0 0.7 5.9 0.0 0.3: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 12 . 0 . . 0 . . 0 .:
Old : 27: 17 12 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 84.5 83.3 95.8 60.2 79.1 73.6 83.0
Old : 64.5 84.5 83.3 95.8 60.2 79.1 73.6 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 16,690: 6,031 16,665 9,957 0 0 0 0 0 653 0 25: 24 0
Old : 16,690: 6,031 16,665 9,957 0 0 0 0 0 653 0 25: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 0: 0 25 0 0 0 0 0 0 23 -2 -23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 99.9 59.7 0.0 0.0 0.0 0.0 0.0 3.9 0.0 0.1: 0.1 0.0
Old : 100.0: 36.1 99.9 59.7 0.0 0.0 0.0 0.0 0.0 3.9 0.0 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . 0 0 0 0 0 . 0 .:
Old : 21: 8 10 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 95.4 94.3 99.6 72.6 95.4 92.5 97.8
Old : 74.4 95.4 94.3 99.6 72.6 95.4 92.5 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,560: 3,681 9,950 9,621 3,575 935 60 0 0 0 0 0: 263 100
Old : 14,560: 3,681 9,950 9,621 3,575 935 60 0 0 0 0 0: 263 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 68.3 66.1 24.6 6.4 0.4 0.0 0.0 0.0 0.0 0.0: 1.8 0.7
Old : 100.0: 25.3 68.3 66.1 24.6 6.4 0.4 0.0 0.0 0.0 0.0 0.0: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 5 . 4 . 0 0 0 0 0:
Old : 23: 11 10 5 . 4 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 85.5 90.0 95.5 67.8 82.6 84.7 90.2
Old : 72.9 85.5 90.0 95.5 67.8 82.6 84.7 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,651: 2,696 5,600 3,412 570 1,276 60 0 0 0 0 0: 207 205
Old : 7,651: 2,696 5,600 3,412 570 1,276 60 0 0 0 0 0: 207 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 73.2 44.6 7.5 16.7 0.8 0.0 0.0 0.0 0.0 0.0: 2.7 2.7
Old : 100.0: 35.2 73.2 44.6 7.5 16.7 0.8 0.0 0.0 0.0 0.0 0.0: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 11 5 . 4 . 0 0 0 0 0:
Old : 23: 8 11 5 . 4 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 72.3 86.0 87.4 52.6 64.6 70.6 77.1
Old : 64.5 72.3 86.0 87.4 52.6 64.6 70.6 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,342: 18,450 15,872 22,325 28,175 2,195 0 100 0 3,160 0 0: 212 0
Old : 46,342: 18,450 15,872 22,325 28,175 2,195 0 100 0 3,160 0 0: 212 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -25: -10 -25 -15 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 34.2 48.2 60.8 4.7 0.0 0.2 0.0 6.8 0.0 0.0: 0.5 0.0
Old : 100.0: 39.8 34.2 48.2 60.8 4.7 0.0 0.2 0.0 6.8 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 11 5 . 6 0 . 0 . 0 0:
Old : 28: 15 11 5 . 6 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 85.9 85.2 95.8 68.9 84.6 81.2 89.8
Old : 72.0 85.9 85.2 95.8 68.9 84.6 81.2 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,472: 19,160 15,632 25,195 31,975 1,865 0 0 0 3,040 0 0: 212 0
Old : 49,472: 19,160 15,632 25,195 31,975 1,865 0 0 0 3,040 0 0: 212 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -110: -110 -125 -15 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 31.6 50.9 64.6 3.8 0.0 0.0 0.0 6.1 0.0 0.0: 0.4 0.0
Old : 100.0: 38.7 31.6 50.9 64.6 3.8 0.0 0.0 0.0 6.1 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 5 . 5 0 0 0 . 0 0:
Old : 27: 16 11 5 . 5 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 87.9 85.7 96.9 70.4 86.7 82.1 91.3
Old : 72.2 87.9 85.7 96.9 70.4 86.7 82.1 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 92,273: 70,667 65,091 12,185 18,880 5,706 614 0 100 1,406 1,369 1,002: 593 125
Old : 92,273: 70,667 65,091 12,185 18,880 5,706 614 0 100 1,406 1,369 1,002: 593 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,064: 1,164 -24 -1,255 -36 1,129 50 0 0 0 -5 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 70.5 13.2 20.5 6.2 0.7 0.0 0.1 1.5 1.5 1.1: 0.6 0.1
Old : 100.0: 76.6 70.5 13.2 20.5 6.2 0.7 0.0 0.1 1.5 1.5 1.1: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 28 22 . 5 6 . 0 . . . .:
Old : 47: 28 22 . 5 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 60.8 66.5 77.7 43.8 50.6 59.4 64.6
Old : 46.2 60.8 66.5 77.7 43.8 50.6 59.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 109,334: 89,019 73,404 6,561 23,799 9,002 299 112 593 2,366 1,150 1,155: 339 119
Old : 109,334: 89,019 73,404 6,561 23,799 9,002 299 112 593 2,366 1,150 1,155: 339 119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 962: 943 189 0 462 83 10 -70 70 -275 70 140: -9 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 67.1 6.0 21.8 8.2 0.3 0.1 0.5 2.2 1.1 1.1: 0.3 0.1
Old : 100.0: 81.4 67.1 6.0 21.8 8.2 0.3 0.1 0.5 2.2 1.1 1.1: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 29 24 . 7 6 . . . 4 . 4:
Old : 53: 29 24 . 7 6 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 57.8 64.8 73.0 44.1 48.2 55.6 60.4
Old : 46.1 57.8 64.8 73.0 44.1 48.2 55.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 601,844: 365,995 423,630 17,294 17,647 86,377 26,962 5,373 41,986 36,902 1,039 25,470: 859 323
Old : 601,844: 365,995 423,630 17,294 17,647 86,377 26,962 5,373 41,986 36,902 1,039 25,470: 859 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 7,960: 764 6,928 753 267 1,158 -1,488 1,222 1,350 8,011 -194 -2,744: 155 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 70.4 2.9 2.9 14.4 4.5 0.9 7.0 6.1 0.2 4.2: 0.1 0.1
Old : 100.0: 60.8 70.4 2.9 2.9 14.4 4.5 0.9 7.0 6.1 0.2 4.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 93: 42 43 . 5 7 13 6 9 17 . 13:
Old : 93: 42 43 . 5 7 13 6 9 17 . 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 53.1 60.8 72.5 12.7 20.3 20.1 26.1
Old : 38.1 53.1 60.8 72.5 12.7 20.3 20.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,460: 6,350 8,520 1,890 1,900 950 710 0 0 515 0 0: 1,045 90
Old : 11,460: 6,350 8,520 1,890 1,900 950 710 0 0 515 0 0: 1,045 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 74.3 16.5 16.6 8.3 6.2 0.0 0.0 4.5 0.0 0.0: 9.1 0.8
Old : 100.0: 55.4 74.3 16.5 16.6 8.3 6.2 0.0 0.0 4.5 0.0 0.0: 9.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . . . 0 0 . 0 0:
Old : 20: 9 8 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 79.1 81.8 96.8 55.2 72.8 69.6 82.9
Old : 60.7 79.1 81.8 96.8 55.2 72.8 69.6 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,882: 5,242 6,872 2,060 1,760 1,160 110 0 0 515 0 0: 795 90
Old : 9,882: 5,242 6,872 2,060 1,760 1,160 110 0 0 515 0 0: 795 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 69.5 20.8 17.8 11.7 1.1 0.0 0.0 5.2 0.0 0.0: 8.0 0.9
Old : 100.0: 53.0 69.5 20.8 17.8 11.7 1.1 0.0 0.0 5.2 0.0 0.0: 8.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . . . 0 0 . 0 0:
Old : 20: 9 8 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 75.8 83.9 97.4 56.4 65.4 68.5 81.0
Old : 68.3 75.8 83.9 97.4 56.4 65.4 68.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 37,932: 31,660 30,217 1,075 6,430 0 3,647 0 300 390 525 0: 860 460
Old : 37,932: 31,660 30,217 1,075 6,430 0 3,647 0 300 390 525 0: 860 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 2,752: 1,140 1,887 500 620 -190 662 0 125 235 350 -25: 305 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 79.7 2.8 17.0 0.0 9.6 0.0 0.8 1.0 1.4 0.0: 2.3 1.2
Old : 100.0: 83.5 79.7 2.8 17.0 0.0 9.6 0.0 0.8 1.0 1.4 0.0: 2.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 13 18 . . 0 . 0 . . . 0:
Old : 32: 13 18 . . 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 86.5 92.1 92.1 80.2 86.3 87.6 90.3
Old : 83.4 86.5 92.1 92.1 80.2 86.3 87.6 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 36,818: 24,300 18,658 1,200 1,830 7,025 700 3,390 725 1,800 4,260 910: 158 20
Old : 36,818: 24,300 18,658 1,200 1,830 7,025 700 3,390 725 1,800 4,260 910: 158 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 75: 75 50 -50 0 25 0 -25 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 50.7 3.3 5.0 19.1 1.9 9.2 2.0 4.9 11.6 2.5: 0.4 0.1
Old : 100.0: 66.0 50.7 3.3 5.0 19.1 1.9 9.2 2.0 4.9 11.6 2.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 18 . . 5 . . . . . .:
Old : 33: 17 18 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 49.3 74.5 74.8 42.5 40.9 55.7 55.2
Old : 46.6 49.3 74.5 74.8 42.5 40.9 55.7 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 35,206: 18,050 21,685 7,620 1,996 6,405 1,715 4,715 0 1,400 225 0: 16 180
Old : 35,206: 18,050 21,685 7,620 1,996 6,405 1,715 4,715 0 1,400 225 0: 16 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -389: -389 150 0 -539 0 -5 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 61.6 21.6 5.7 18.2 4.9 13.4 0.0 4.0 0.6 0.0: 0.0 0.5
Old : 100.0: 51.3 61.6 21.6 5.7 18.2 4.9 13.4 0.0 4.0 0.6 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . . 4 . . 0 . . 0:
Old : 32: 19 16 . . 4 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 44.2 80.7 73.9 45.6 40.1 54.9 55.6
Old : 54.9 44.2 80.7 73.9 45.6 40.1 54.9 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 85,255: 57,685 63,316 20,989 15,315 1,251 0 700 0 745 0 0: 4,585 4,673
Old : 85,255: 57,685 63,316 20,989 15,315 1,251 0 700 0 745 0 0: 4,585 4,673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 232: 160 337 0 -177 72 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 74.3 24.6 18.0 1.5 0.0 0.8 0.0 0.9 0.0 0.0: 5.4 5.5
Old : 100.0: 67.7 74.3 24.6 18.0 1.5 0.0 0.8 0.0 0.9 0.0 0.0: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . . . 0 . 0 . 0 0:
Old : 22: 13 13 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 65.4 89.6 86.9 77.9 64.6 83.2 82.6
Old : 81.5 65.4 89.6 86.9 77.9 64.6 83.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,455: 45,016 47,729 16,327 14,244 1,181 0 0 0 515 0 0: 5,416 5,301
Old : 68,455: 45,016 47,729 16,327 14,244 1,181 0 0 0 515 0 0: 5,416 5,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -418: -490 -418 0 -72 72 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 69.7 23.9 20.8 1.7 0.0 0.0 0.0 0.8 0.0 0.0: 7.9 7.7
Old : 100.0: 65.8 69.7 23.9 20.8 1.7 0.0 0.0 0.0 0.8 0.0 0.0: 7.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . 4 0 0 0 . 0 0:
Old : 21: 11 12 . . 4 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 65.4 88.2 83.4 75.2 64.4 81.1 79.9
Old : 78.7 65.4 88.2 83.4 75.2 64.4 81.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,908: 12,765 13,952 11,049 8,361 164 460 1,434 1,156 0 348 192: 2,122 2,301
Old : 27,908: 12,765 13,952 11,049 8,361 164 460 1,434 1,156 0 348 192: 2,122 2,301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 94: -75 100 75 0 -14 0 0 0 0 0 0: 108 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 50.0 39.6 30.0 0.6 1.6 5.1 4.1 0.0 1.2 0.7: 7.6 8.2
Old : 100.0: 45.7 50.0 39.6 30.0 0.6 1.6 5.1 4.1 0.0 1.2 0.7: 7.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 . . . . . . 0 . .:
Old : 25: 11 13 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 60.0 76.9 80.3 51.4 56.4 65.4 65.5
Old : 54.1 60.0 76.9 80.3 51.4 56.4 65.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,928: 9,296 10,886 8,705 2,700 840 0 4,303 60 336 468 0: 1,691 1,671
Old : 20,928: 9,296 10,886 8,705 2,700 840 0 4,303 60 336 468 0: 1,691 1,671
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 64: -75 100 75 0 0 0 0 0 0 0 0: 64 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 52.0 41.6 12.9 4.0 0.0 20.6 0.3 1.6 2.2 0.0: 8.1 8.0
Old : 100.0: 44.4 52.0 41.6 12.9 4.0 0.0 20.6 0.3 1.6 2.2 0.0: 8.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 . . . 0 . . . . 0:
Old : 21: 9 9 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 62.8 76.1 84.0 52.9 56.0 65.3 67.2
Old : 56.2 62.8 76.1 84.0 52.9 56.0 65.3 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 98,970: 34,170 44,852 32,567 31,709 3,382 12,010 900 0 0 1,083 0: 16,841 17,044
Old : 98,970: 34,170 44,852 32,567 31,709 3,382 12,010 900 0 0 1,083 0: 16,841 17,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 58: 64 -300 -64 300 0 0 0 0 0 0 0: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 45.3 32.9 32.0 3.4 12.1 0.9 0.0 0.0 1.1 0.0: 17.0 17.2
Old : 100.0: 34.5 45.3 32.9 32.0 3.4 12.1 0.9 0.0 0.0 1.1 0.0: 17.0 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . 4 5 . . 0 0 . 0:
Old : 27: 14 14 . 4 5 . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 49.1 70.9 70.0 51.9 47.1 63.2 63.0
Old : 55.4 49.1 70.9 70.0 51.9 47.1 63.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,533: 33,884 46,027 23,953 28,668 3,760 11,840 900 0 6,010 424 335: 20,751 20,419
Old : 100,533: 33,884 46,027 23,953 28,668 3,760 11,840 900 0 6,010 424 335: 20,751 20,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 58: 64 0 -64 0 0 0 0 0 0 0 0: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 45.8 23.8 28.5 3.7 11.8 0.9 0.0 6.0 0.4 0.3: 20.6 20.3
Old : 100.0: 33.7 45.8 23.8 28.5 3.7 11.8 0.9 0.0 6.0 0.4 0.3: 20.6 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . 4 4 . . 0 . . .:
Old : 28: 13 14 . 4 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 46.0 63.9 66.4 41.6 46.0 56.3 60.2
Old : 45.4 46.0 63.9 66.4 41.6 46.0 56.3 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,005: 13,595 8,635 3,225 360 1,780 0 7,320 200 445 1,455 0: 3,760 3,255
Old : 23,005: 13,595 8,635 3,225 360 1,780 0 7,320 200 445 1,455 0: 3,760 3,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 845: 185 605 645 360 -15 0 0 0 75 0 0: -45 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 37.5 14.0 1.6 7.7 0.0 31.8 0.9 1.9 6.3 0.0: 16.3 14.1
Old : 100.0: 59.1 37.5 14.0 1.6 7.7 0.0 31.8 0.9 1.9 6.3 0.0: 16.3 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 7 4 . . 0 . . . . 0:
Old : 28: 14 7 4 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 64.4 62.2 81.1 38.7 62.9 52.7 67.3
Old : 46.8 64.4 62.2 81.1 38.7 62.9 52.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,005: 13,595 8,675 3,265 360 1,715 0 7,320 200 445 1,455 0: 3,785 3,280
Old : 23,005: 13,595 8,675 3,265 360 1,715 0 7,320 200 445 1,455 0: 3,785 3,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 845: 185 605 645 360 -15 0 0 0 75 0 0: -45 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 37.7 14.2 1.6 7.5 0.0 31.8 0.9 1.9 6.3 0.0: 16.5 14.3
Old : 100.0: 59.1 37.7 14.2 1.6 7.5 0.0 31.8 0.9 1.9 6.3 0.0: 16.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 7 4 . . 0 . . . . 0:
Old : 28: 14 7 4 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 64.2 62.1 81.0 38.8 62.9 52.9 67.5
Old : 46.7 64.2 62.1 81.0 38.8 62.9 52.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,616: 19,295 10,735 80 12,728 1,140 3,050 50 0 1,088 0 750: 1,213 1,213
Old : 26,616: 19,295 10,735 80 12,728 1,140 3,050 50 0 1,088 0 750: 1,213 1,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -145: -145 -145 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 40.3 0.3 47.8 4.3 11.5 0.2 0.0 4.1 0.0 2.8: 4.6 4.6
Old : 100.0: 72.5 40.3 0.3 47.8 4.3 11.5 0.2 0.0 4.1 0.0 2.8: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 5 . 4 4 . . 0 . 0 .:
Old : 22: 14 5 . 4 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 83.2 80.2 92.9 40.9 59.1 52.0 60.8
Old : 69.0 83.2 80.2 92.9 40.9 59.1 52.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,216: 14,016 9,460 193 8,646 1,618 3,075 0 50 822 0 750: 692 692
Old : 21,216: 14,016 9,460 193 8,646 1,618 3,075 0 50 822 0 750: 692 692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 44.6 0.9 40.8 7.6 14.5 0.0 0.2 3.9 0.0 3.5: 3.3 3.3
Old : 100.0: 66.1 44.6 0.9 40.8 7.6 14.5 0.0 0.2 3.9 0.0 3.5: 3.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 6 . . 5 . 0 . . 0 .:
Old : 22: 14 6 . . 5 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 82.9 76.7 93.9 31.1 53.8 44.6 55.0
Old : 63.1 82.9 76.7 93.9 31.1 53.8 44.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,039: 13,640 35,090 28,310 13,215 50 3,460 125 0 3,080 0 0: 2,499 2,559
Old : 51,039: 13,640 35,090 28,310 13,215 50 3,460 125 0 3,080 0 0: 2,499 2,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 200: 0 200 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 68.8 55.5 25.9 0.1 6.8 0.2 0.0 6.0 0.0 0.0: 4.9 5.0
Old : 100.0: 26.7 68.8 55.5 25.9 0.1 6.8 0.2 0.0 6.0 0.0 0.0: 4.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 9 12 4 . . . . 0 . 0 0:
Old : 24: 9 12 4 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 82.6 91.6 91.3 73.2 82.6 91.0 90.8
Old : 73.2 82.6 91.6 91.3 73.2 82.6 91.0 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,164: 12,519 34,459 31,930 11,015 0 4,330 125 0 3,080 6,000 0: 2,305 2,565
Old : 54,164: 12,519 34,459 31,930 11,015 0 4,330 125 0 3,080 6,000 0: 2,305 2,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 100: 0 100 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 63.6 59.0 20.3 0.0 8.0 0.2 0.0 5.7 11.1 0.0: 4.3 4.7
Old : 100.0: 23.1 63.6 59.0 20.3 0.0 8.0 0.2 0.0 5.7 11.1 0.0: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 9 11 4 . 0 . . 0 . . 0:
Old : 24: 9 11 4 . 0 . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 80.4 92.3 91.2 77.4 80.4 91.7 90.7
Old : 77.4 80.4 92.3 91.2 77.4 80.4 91.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,715: 19,920 50,110 21,640 1,325 2,190 3,970 500 300 5,820 0 335: 2,540 1,955
Old : 56,715: 19,920 50,110 21,640 1,325 2,190 3,970 500 300 5,820 0 335: 2,540 1,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 400: 370 780 110 600 -300 0 0 0 120 -780 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 88.4 38.2 2.3 3.9 7.0 0.9 0.5 10.3 0.0 0.6: 4.5 3.4
Old : 100.0: 35.1 88.4 38.2 2.3 3.9 7.0 0.9 0.5 10.3 0.0 0.6: 4.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 11 4 . 5 . . . 4 0 .:
Old : 32: 16 11 4 . 5 . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 82.7 72.4 90.6 52.1 79.5 70.3 85.2
Old : 54.1 82.7 72.4 90.6 52.1 79.5 70.3 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,155: 17,955 47,515 21,490 825 2,320 3,840 500 350 5,140 540 280: 2,780 1,825
Old : 54,155: 17,955 47,515 21,490 825 2,320 3,840 500 350 5,140 540 280: 2,780 1,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 90: 370 780 110 600 -560 0 0 0 0 -900 70: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 87.7 39.7 1.5 4.3 7.1 0.9 0.6 9.5 1.0 0.5: 5.1 3.4
Old : 100.0: 33.2 87.7 39.7 1.5 4.3 7.1 0.9 0.6 9.5 1.0 0.5: 5.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 11 4 . 5 . . . . . .:
Old : 31: 15 11 4 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 81.3 73.4 89.3 53.5 77.5 70.8 82.9
Old : 55.9 81.3 73.4 89.3 53.5 77.5 70.8 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,955: 24,350 37,450 4,090 8,605 6,950 17,970 0 0 685 1,150 1,225: 4,685 4,575
Old : 59,955: 24,350 37,450 4,090 8,605 6,950 17,970 0 0 685 1,150 1,225: 4,685 4,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,405: -1,225 760 1,325 -60 -780 0 0 0 0 -600 0: -725 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 62.5 6.8 14.4 11.6 30.0 0.0 0.0 1.1 1.9 2.0: 7.8 7.6
Old : 100.0: 40.6 62.5 6.8 14.4 11.6 30.0 0.0 0.0 1.1 1.9 2.0: 7.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 13 4 . 5 4 0 0 . . .:
Old : 35: 18 13 4 . 5 4 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 62.1 68.2 77.7 44.5 59.0 58.2 68.5
Old : 49.0 62.1 68.2 77.7 44.5 59.0 58.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,350: 24,415 36,775 4,595 8,980 6,855 17,845 0 0 110 1,150 1,225: 4,305 4,365
Old : 59,350: 24,415 36,775 4,595 8,980 6,855 17,845 0 0 110 1,150 1,225: 4,305 4,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,210: -1,000 960 1,300 -60 -385 0 0 0 0 -600 0: -1,125 -1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 62.0 7.7 15.1 11.6 30.1 0.0 0.0 0.2 1.9 2.1: 7.3 7.4
Old : 100.0: 41.1 62.0 7.7 15.1 11.6 30.1 0.0 0.0 0.2 1.9 2.1: 7.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 15 4 . 4 4 0 0 . . .:
Old : 35: 17 15 4 . 4 4 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 60.2 70.4 76.5 43.5 56.5 58.4 66.8
Old : 49.6 60.2 70.4 76.5 43.5 56.5 58.4 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,585: 26,723 25,950 3,572 11,508 344 8,800 2,225 436 1,090 650 925: 4,695 4,547
Old : 46,585: 26,723 25,950 3,572 11,508 344 8,800 2,225 436 1,090 650 925: 4,695 4,547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 153: 175 -25 -90 0 103 0 110 -10 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 55.7 7.7 24.7 0.7 18.9 4.8 0.9 2.3 1.4 2.0: 10.1 9.8
Old : 100.0: 57.4 55.7 7.7 24.7 0.7 18.9 4.8 0.9 2.3 1.4 2.0: 10.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 8 4 . . . . . . . .:
Old : 33: 17 8 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 76.1 64.2 87.0 45.8 68.9 62.4 78.1
Old : 45.8 76.1 64.2 87.0 45.8 68.9 62.4 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,360: 23,987 24,983 3,538 7,564 996 6,525 2,225 436 1,015 475 825: 4,038 3,856
Old : 41,360: 23,987 24,983 3,538 7,564 996 6,525 2,225 436 1,015 475 825: 4,038 3,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 156: 175 -25 -90 0 106 0 110 -10 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 60.4 8.6 18.3 2.4 15.8 5.4 1.1 2.5 1.1 2.0: 9.8 9.3
Old : 100.0: 58.0 60.4 8.6 18.3 2.4 15.8 5.4 1.1 2.5 1.1 2.0: 9.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 9 4 . 4 . . . . . .:
Old : 33: 17 9 4 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 74.8 63.5 86.1 45.8 66.1 61.1 75.7
Old : 45.8 74.8 63.5 86.1 45.8 66.1 61.1 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 214,222: 119,402 98,918 29,622 9,932 9,303 0 31,922 45 1,737 10,029 733: 53,380 53,340
Old : 214,222: 119,402 98,918 29,622 9,932 9,303 0 31,922 45 1,737 10,029 733: 53,380 53,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 8,159: 6,280 3,373 -1,525 217 3,067 0 -110 0 -1,200 75 0: 1,537 1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 46.2 13.8 4.6 4.3 0.0 14.9 0.0 0.8 4.7 0.3: 24.9 24.9
Old : 100.0: 55.7 46.2 13.8 4.6 4.3 0.0 14.9 0.0 0.8 4.7 0.3: 24.9 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 28 . 4 6 0 4 . . 4 .:
Old : 46: 25 28 . 4 6 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 34.1 62.5 48.6 33.6 24.6 44.8 36.5
Old : 47.4 34.1 62.5 48.6 33.6 24.6 44.8 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 201,350: 112,600 93,917 21,737 3,812 15,587 0 29,710 240 2,397 9,335 573: 48,216 48,176
Old : 201,350: 112,600 93,917 21,737 3,812 15,587 0 29,710 240 2,397 9,335 573: 48,216 48,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 7,245: 5,405 2,623 -1,400 217 2,994 0 -110 0 -1,200 75 0: 1,446 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 46.6 10.8 1.9 7.7 0.0 14.8 0.1 1.2 4.6 0.3: 23.9 23.9
Old : 100.0: 55.9 46.6 10.8 1.9 7.7 0.0 14.8 0.1 1.2 4.6 0.3: 23.9 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 27 . 4 6 0 4 . . 4 .:
Old : 46: 25 27 . 4 6 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 33.8 62.2 49.0 29.9 25.0 44.2 36.7
Old : 43.1 33.8 62.2 49.0 29.9 25.0 44.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,910: 18,170 18,365 16,550 550 1,250 2,625 18,440 600 0 0 0: 1,715 1,705
Old : 40,910: 18,170 18,365 16,550 550 1,250 2,625 18,440 600 0 0 0: 1,715 1,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,260: 540 720 -60 0 540 300 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 44.9 40.5 1.3 3.1 6.4 45.1 1.5 0.0 0.0 0.0: 4.2 4.2
Old : 100.0: 44.4 44.9 40.5 1.3 3.1 6.4 45.1 1.5 0.0 0.0 0.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 4 . . . . . 0 0 0:
Old : 22: 12 9 4 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 79.0 84.0 92.0 61.5 75.7 77.8 81.6
Old : 64.6 79.0 84.0 92.0 61.5 75.7 77.8 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,291: 15,513 27,927 12,433 3,473 10,968 3,450 0 50 0 300 0: 6,877 6,573
Old : 49,291: 15,513 27,927 12,433 3,473 10,968 3,450 0 50 0 300 0: 6,877 6,573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 580: -500 380 -390 -475 640 625 0 0 0 0 0: 205 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 56.7 25.2 7.0 22.3 7.0 0.0 0.1 0.0 0.6 0.0: 14.0 13.3
Old : 100.0: 31.5 56.7 25.2 7.0 22.3 7.0 0.0 0.1 0.0 0.6 0.0: 14.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 15 5 . 6 . 0 . 0 . 0:
Old : 26: 12 15 5 . 6 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 42.8 67.0 67.2 29.7 29.7 42.4 43.4
Old : 45.2 42.8 67.0 67.2 29.7 29.7 42.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,040: 10,945 28,125 16,835 3,185 8,345 3,520 0 615 0 300 0: 6,780 6,470
Old : 47,040: 10,945 28,125 16,835 3,185 8,345 3,520 0 615 0 300 0: 6,780 6,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 370: 480 535 -115 25 0 625 0 -40 0 0 0: -580 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 59.8 35.8 6.8 17.7 7.5 0.0 1.3 0.0 0.6 0.0: 14.4 13.8
Old : 100.0: 23.3 59.8 35.8 6.8 17.7 7.5 0.0 1.3 0.0 0.6 0.0: 14.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 9 16 5 . 5 . 0 . 0 . 0:
Old : 26: 9 16 5 . 5 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 48.3 71.7 66.0 42.0 36.2 50.2 50.3
Old : 54.1 48.3 71.7 66.0 42.0 36.2 50.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,413: 20,965 21,645 6,075 4,105 4,980 2,275 4,275 24 300 0 0: 5,794 5,384
Old : 40,413: 20,965 21,645 6,075 4,105 4,980 2,275 4,275 24 300 0 0: 5,794 5,384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 175: 450 370 120 -100 -595 0 300 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 53.6 15.0 10.2 12.3 5.6 10.6 0.1 0.7 0.0 0.0: 14.3 13.3
Old : 100.0: 51.9 53.6 15.0 10.2 12.3 5.6 10.6 0.1 0.7 0.0 0.0: 14.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 . . 5 . . . . 0 0:
Old : 24: 13 15 . . 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 45.2 66.2 66.3 30.4 29.2 39.2 42.2
Old : 45.1 45.2 66.2 66.3 30.4 29.2 39.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,579: 16,620 22,784 1,535 4,100 7,070 14,050 5,625 0 300 0 0: 5,004 5,000
Old : 44,579: 16,620 22,784 1,535 4,100 7,070 14,050 5,625 0 300 0 0: 5,004 5,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 55: 285 5 120 100 -370 0 300 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 51.1 3.4 9.2 15.9 31.5 12.6 0.0 0.7 0.0 0.0: 11.2 11.2
Old : 100.0: 37.3 51.1 3.4 9.2 15.9 31.5 12.6 0.0 0.7 0.0 0.0: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . . 4 . . 0 . 0 0:
Old : 22: 12 13 . . 4 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 54.3 75.6 76.6 44.8 44.0 51.7 53.9
Old : 59.8 54.3 75.6 76.6 44.8 44.0 51.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 263,747: 152,217 154,786 14,748 29,214 21,105 15,962 860 6,780 1,995 382 3,603: 47,337 47,017
Old : 263,747: 152,217 154,786 14,748 29,214 21,105 15,962 860 6,780 1,995 382 3,603: 47,337 47,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 5,638: 1,664 1,562 -1,201 526 1,346 -625 0 625 545 -1,505 1,555: 1,729 1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 58.7 5.6 11.1 8.0 6.1 0.3 2.6 0.8 0.1 1.4: 17.9 17.8
Old : 100.0: 57.7 58.7 5.6 11.1 8.0 6.1 0.3 2.6 0.8 0.1 1.4: 17.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 24 . 4 7 . . . 4 . .:
Old : 45: 25 24 . 4 7 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 42.9 60.0 61.8 33.9 40.4 44.5 45.6
Old : 43.6 42.9 60.0 61.8 33.9 40.4 44.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 200,944: 109,909 120,418 10,831 17,990 16,223 5,975 175 11,863 12,995 632 25: 33,123 33,618
Old : 200,944: 109,909 120,418 10,831 17,990 16,223 5,975 175 11,863 12,995 632 25: 33,123 33,618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 2,772: 1,225 1,690 -620 -315 582 -625 0 622 2,100 0 0: -512 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 59.9 5.4 9.0 8.1 3.0 0.1 5.9 6.5 0.3 0.0: 16.5 16.7
Old : 100.0: 54.7 59.9 5.4 9.0 8.1 3.0 0.1 5.9 6.5 0.3 0.0: 16.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 22 4 . 6 . . . 4 . .:
Old : 42: 23 22 4 . 6 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 42.2 60.9 68.8 29.9 37.4 41.7 46.3
Old : 35.8 42.2 60.9 68.8 29.9 37.4 41.7 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,975: 18,030 510 3,985 21,025 2,195 50 675 0 445 0 105: 2,165 2,465
Old : 26,975: 18,030 510 3,985 21,025 2,195 50 675 0 445 0 105: 2,165 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,000: 0 0 1,200 960 -460 0 0 0 0 0 0: 260 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 1.9 14.8 77.9 8.1 0.2 2.5 0.0 1.6 0.0 0.4: 8.0 9.1
Old : 100.0: 66.8 1.9 14.8 77.9 8.1 0.2 2.5 0.0 1.6 0.0 0.4: 8.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 4 . . . . . 0 . 0 .:
Old : 20: 10 4 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 86.1 85.7 90.0 67.2 80.0 79.1 81.9
Old : 70.9 86.1 85.7 90.0 67.2 80.0 79.1 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, January 18, 2022
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,760: 17,530 515 4,590 20,420 2,195 50 675 0 0 260 300: 2,095 2,395
Old : 26,760: 17,530 515 4,590 20,420 2,195 50 675 0 0 260 300: 2,095 2,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,200: 0 0 1,200 960 -460 0 0 0 0 0 0: 460 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 1.9 17.2 76.3 8.2 0.2 2.5 0.0 0.0 1.0 1.1: 7.8 8.9
Old : 100.0: 65.5 1.9 17.2 76.3 8.2 0.2 2.5 0.0 0.0 1.0 1.1: 7.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 4 . . . . . 0 0 . .:
Old : 20: 10 4 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 84.5 87.4 90.0 69.5 78.4 80.6 81.1
Old : 73.2 84.5 87.4 90.0 69.5 78.4 80.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2022