MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    26,024:    20,967     22,911      2,195        902      2,150        444         25          0        107          0          0:      161        36
Old  :    26,024:    20,967     22,911      2,195        902      2,150        444         25          0        107          0          0:      161        36
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -72:      -170        -27         60        127        -47         49        -81          0         96          0        -50:      -10         6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       88.0        8.4        3.5        8.3        1.7        0.1        0.0        0.4        0.0        0.0:      0.6       0.1
Old  :     100.0:      80.6       88.0        8.4        3.5        8.3        1.7        0.1        0.0        0.4        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  :        34:        20         18          .          .          4          .          .          0          .          0          0:
Old  :        34:        20         18          .          .          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  :                 71.1       51.6       86.4       78.3       63.8       40.9       68.1       59.6
Old  :                 71.1       51.6       86.4       78.3       63.8       40.9       68.1       59.6
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, December 20, 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  :    19,387:    15,682     14,758        324      3,248      1,308      1,526          0         48        459          0         25:       15         0
Old  :    19,387:    15,682     14,758        324      3,248      1,308      1,526          0         48        459          0         25:       15         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :        28:      -132         43        136        -15          0          0          0          0         24          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       76.1        1.7       16.8        6.7        7.9        0.0        0.2        2.4        0.0        0.1:      0.1       0.0
Old  :     100.0:      80.9       76.1        1.7       16.8        6.7        7.9        0.0        0.2        2.4        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  :        29:        17         16          .          .          .          .          0          .          .          0          .:
Old  :        29:        17         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  :                 46.2       62.1       74.1       88.0       42.8       50.8       62.1       70.0
Old  :                 46.2       62.1       74.1       88.0       42.8       50.8       62.1       70.0
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, December 20, 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  :   210,067:   110,941    157,258     19,912     16,062     18,036     23,102      1,354      3,933     24,781      4,721      8,331:    1,031       372
Old  :   210,067:   110,941    157,258     19,912     16,062     18,036     23,102      1,354      3,933     24,781      4,721      8,331:    1,031       372
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       987:     1,020       -702         76      1,402       -551        320         40         52        511      1,230       -406:      -35       -78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       74.9        9.5        7.6        8.6       11.0        0.6        1.9       11.8        2.2        4.0:      0.5       0.2
Old  :     100.0:      52.8       74.9        9.5        7.6        8.6       11.0        0.6        1.9       11.8        2.2        4.0:      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  :        71:        31         33          .          7          9          7          4          6          5          7          5:
Old  :        71:        31         33          .          7          9          7          4          6          5          7          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  :                 47.3       53.6       63.5       69.3       41.4       46.1       56.4       55.8
Old  :                 47.3       53.6       63.5       69.3       41.4       46.1       56.4       55.8
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, December 20, 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  :    79,743:    65,246     60,433      4,148      8,114      4,695      1,000      3,422      1,685        991          0      1,342:      636        52
Old  :    79,743:    65,246     60,433      4,148      8,114      4,695      1,000      3,422      1,685        991          0      1,342:      636        52
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,365:     1,268        925        -56        172        308        -62       -154         78       -179        -10         37:      -29         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       75.8        5.2       10.2        5.9        1.3        4.3        2.1        1.2        0.0        1.7:      0.8       0.1
Old  :     100.0:      81.8       75.8        5.2       10.2        5.9        1.3        4.3        2.1        1.2        0.0        1.7:      0.8       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  :        43:        20         13          .          .          4          4          .          5          .          0          .:
Old  :        43:        20         13          .          .          4          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  :                 62.3       60.3       78.7       86.1       62.3       51.5       73.5       74.2
Old  :                 62.3       60.3       78.7       86.1       62.3       51.5       73.5       74.2
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, December 20, 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  :    60,236:    47,002     44,295      5,641      4,083      3,194        690      5,671        924      1,406      1,079        975:      404        15
Old  :    60,236:    47,002     44,295      5,641      4,083      3,194        690      5,671        924      1,406      1,079        975:      404        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,124:       710         70       -395        303        407          1        367          0        338        -86         63:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       73.5        9.4        6.8        5.3        1.1        9.4        1.5        2.3        1.8        1.6:      0.7       0.0
Old  :     100.0:      78.0       73.5        9.4        6.8        5.3        1.1        9.4        1.5        2.3        1.8        1.6:      0.7       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:        13         11          .          .          4          .          .          .          .          .          .:
Old  :        28:        13         11          .          .          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  :                 65.8       71.7       83.5       90.9       65.3       64.9       79.1       81.0
Old  :                 65.8       71.7       83.5       90.9       65.3       64.9       79.1       81.0
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, December 20, 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  :    52,901:    35,481     29,316      6,500     11,835      5,355      2,557         90      1,540          0      3,884        803:      665        78
Old  :    52,901:    35,481     29,316      6,500     11,835      5,355      2,557         90      1,540          0      3,884        803:      665        78
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -767:      -558         -5        -86       -526       -267          0          0          0          0       -117        148:       -4         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       55.4       12.3       22.4       10.1        4.8        0.2        2.9        0.0        7.3        1.5:      1.3       0.1
Old  :     100.0:      67.1       55.4       12.3       22.4       10.1        4.8        0.2        2.9        0.0        7.3        1.5:      1.3       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  :        39:        21         18          5          4          7          .          .          .          0          .          .:
Old  :        39:        21         18          5          4          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  :                 37.1       52.2       58.3       72.5       26.1       33.5       39.5       44.9
Old  :                 37.1       52.2       58.3       72.5       26.1       33.5       39.5       44.9
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, December 20, 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  :    63,347:    46,315     32,712      4,956     12,479      8,650        357      3,665      1,358         35      3,550        801:      875       132
Old  :    63,347:    46,315     32,712      4,956     12,479      8,650        357      3,665      1,358         35      3,550        801:      875       132
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :    -1,298:      -684        -80        -80       -796       -533         10         25          0          0        150        -61:       50        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       51.6        7.8       19.7       13.7        0.6        5.8        2.1        0.1        5.6        1.3:      1.4       0.2
Old  :     100.0:      73.1       51.6        7.8       19.7       13.7        0.6        5.8        2.1        0.1        5.6        1.3:      1.4       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  :        46:        21         21          5          4          8          .          6          .          .          4          4:
Old  :        46:        21         21          5          4          8          .          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  :                 39.6       44.6       61.8       65.8       28.1       24.1       38.1       36.2
Old  :                 39.6       44.6       61.8       65.8       28.1       24.1       38.1       36.2
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, December 20, 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  :    66,762:    45,450     27,393     16,694     24,975      3,414          0        100          0        865     10,766         54:      285        60
Old  :    66,762:    45,450     27,393     16,694     24,975      3,414          0        100          0        865     10,766         54:      285        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       907:       844        -16       -410        160        420          0          0          0          0        300         43:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       41.0       25.0       37.4        5.1        0.0        0.1        0.0        1.3       16.1        0.1:      0.4       0.1
Old  :     100.0:      68.1       41.0       25.0       37.4        5.1        0.0        0.1        0.0        1.3       16.1        0.1:      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  :        41:        19         21          4          5          7          0          .          0          .          4          .:
Old  :        41:        19         21          4          5          7          0          .          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  :                 47.3       52.1       71.3       74.7       41.8       48.6       62.9       69.6
Old  :                 47.3       52.1       71.3       74.7       41.8       48.6       62.9       69.6
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, December 20, 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  :    87,306:    58,434     37,887     23,488     34,144      3,474          0        100          0      1,460     11,285         53:      397       363
Old  :    87,306:    58,434     37,887     23,488     34,144      3,474          0        100          0      1,460     11,285         53:      397       363
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,563:     1,322        100       -340        635        490          0         10          0          0        275         53:       38         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.9       43.4       26.9       39.1        4.0        0.0        0.1        0.0        1.7       12.9        0.1:      0.5       0.4
Old  :     100.0:      66.9       43.4       26.9       39.1        4.0        0.0        0.1        0.0        1.7       12.9        0.1:      0.5       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  :        43:        22         21          5          4          7          0          .          0          .          4          .:
Old  :        43:        22         21          5          4          7          0          .          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  :                 48.5       54.2       71.0       76.5       44.7       54.0       64.7       73.7
Old  :                 48.5       54.2       71.0       76.5       44.7       54.0       64.7       73.7
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, December 20, 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  :    35,015:    24,857     34,142      9,528         25        397          0          0          0          0        175          0:      233       276
Old  :    35,015:    24,857     34,142      9,528         25        397          0          0          0          0        175          0:      233       276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       495:       445        495         50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       97.5       27.2        0.1        1.1        0.0        0.0        0.0        0.0        0.5        0.0:      0.7       0.8
Old  :     100.0:      71.0       97.5       27.2        0.1        1.1        0.0        0.0        0.0        0.0        0.5        0.0:      0.7       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  :        22:        14         11          .          .          .          0          0          0          0          .          0:
Old  :        22:        14         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  :                 73.9       80.3       89.4       95.7       63.1       71.9       71.1       73.2
Old  :                 73.9       80.3       89.4       95.7       63.1       71.9       71.1       73.2
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, December 20, 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  :    42,012:    33,848     21,020      3,993      5,428      3,705        388      9,075          9          0      2,745         30:       39         0
Old  :    42,012:    33,848     21,020      3,993      5,428      3,705        388      9,075          9          0      2,745         30:       39         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      80.6       50.0        9.5       12.9        8.8        0.9       21.6        0.0        0.0        6.5        0.1:      0.1       0.0
Old  :     100.0:      80.6       50.0        9.5       12.9        8.8        0.9       21.6        0.0        0.0        6.5        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  :        29:        16         12          4          .          5          .          .          .          0          4          .:
Old  :        29:        16         12          4          .          5          .          .          .          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  :                 59.7       67.4       80.8       86.5       52.1       64.6       63.7       74.8
Old  :                 59.7       67.4       80.8       86.5       52.1       64.6       63.7       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV                                                                                          Code-06439Q
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    38,540:    31,887     16,778      3,138      8,880      3,235        250      8,925          0          0        600          0:       30       122
Old  :    38,540:    31,887     16,778      3,138      8,880      3,235        250      8,925          0          0        600          0:       30       122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      82.7       43.5        8.1       23.0        8.4        0.6       23.2        0.0        0.0        1.6        0.0:      0.1       0.3
Old  :     100.0:      82.7       43.5        8.1       23.0        8.4        0.6       23.2        0.0        0.0        1.6        0.0:      0.1       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  :        25:        16         10          .          .          4          .          .          0          0          .          0:
Old  :        25:        16         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  :                 62.1       73.8       83.0       92.2       57.1       70.7       71.2       77.9
Old  :                 62.1       73.8       83.0       92.2       57.1       70.7       71.2       77.9
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, December 20, 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  :   150,743:    68,198     83,004     30,771     29,247     24,123     15,239         29      3,735      3,292      5,791      4,641:      743       173
Old  :   150,743:    68,198     83,004     30,771     29,247     24,123     15,239         29      3,735      3,292      5,791      4,641:      743       173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     3,207:     4,239      3,110       -221        640         15       -119         15       -720         -7         97          5:       15        45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.2       55.1       20.4       19.4       16.0       10.1        0.0        2.5        2.2        3.8        3.1:      0.5       0.1
Old  :     100.0:      45.2       55.1       20.4       19.4       16.0       10.1        0.0        2.5        2.2        3.8        3.1:      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  :        64:        32         34          .          5          6          9          .          6          4          6          8:
Old  :        64:        32         34          .          5          6          9          .          6          4          6          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  :                 42.4       53.2       62.9       71.1       33.2       40.1       41.6       47.0
Old  :                 42.4       53.2       62.9       71.1       33.2       40.1       41.6       47.0
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, December 20, 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  :    30,376:    19,778     14,301      6,298     10,180      3,646          0          0          0          0      2,008          0:      654       241
Old  :    30,376:    19,778     14,301      6,298     10,180      3,646          0          0          0          0      2,008          0:      654       241
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -210:         0       -210       -210          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       47.1       20.7       33.5       12.0        0.0        0.0        0.0        0.0        6.6        0.0:      2.2       0.8
Old  :     100.0:      65.1       47.1       20.7       33.5       12.0        0.0        0.0        0.0        0.0        6.6        0.0:      2.2       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  :        22:        12         13          .          .          4          0          0          0          0          .          0:
Old  :        22:        12         13          .          .          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  :                 56.1       52.8       85.4       79.3       41.5       47.6       60.1       63.5
Old  :                 56.1       52.8       85.4       79.3       41.5       47.6       60.1       63.5
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, December 20, 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  :    28,404:    17,002     14,595      7,558      8,370      3,190          0          0          0          0      2,008          0:      654       241
Old  :    28,404:    17,002     14,595      7,558      8,370      3,190          0          0          0          0      2,008          0:      654       241
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      59.9       51.4       26.6       29.5       11.2        0.0        0.0        0.0        0.0        7.1        0.0:      2.3       0.8
Old  :     100.0:      59.9       51.4       26.6       29.5       11.2        0.0        0.0        0.0        0.0        7.1        0.0:      2.3       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  :        22:        12         12          .          .          4          0          0          0          0          .          0:
Old  :        22:        12         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  :                 58.4       47.8       85.4       77.3       44.3       44.1       61.1       60.7
Old  :                 58.4       47.8       85.4       77.3       44.3       44.1       61.1       60.7
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, December 20, 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  :    45,943:    16,692     28,541     25,206      2,914      4,025          0      7,909          0          0      2,450          0:       20       104
Old  :    45,943:    16,692     28,541     25,206      2,914      4,025          0      7,909          0          0      2,450          0:       20       104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      36.3       62.1       54.9        6.3        8.8        0.0       17.2        0.0        0.0        5.3        0.0:      0.0       0.2
Old  :     100.0:      36.3       62.1       54.9        6.3        8.8        0.0       17.2        0.0        0.0        5.3        0.0:      0.0       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:        15         13          4          .          4          0          .          0          0          .          0:
Old  :        27:        15         13          4          .          4          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  :                 70.0       52.9       85.7       78.9       66.7       49.5       74.7       69.0
Old  :                 70.0       52.9       85.7       78.9       66.7       49.5       74.7       69.0
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, December 20, 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  :    41,901:    16,690     25,134     19,737        895      5,459          0      7,909          0          0      2,400          0:       15       104
Old  :    41,901:    16,690     25,134     19,737        895      5,459          0      7,909          0          0      2,400          0:       15       104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      39.8       60.0       47.1        2.1       13.0        0.0       18.9        0.0        0.0        5.7        0.0:      0.0       0.2
Old  :     100.0:      39.8       60.0       47.1        2.1       13.0        0.0       18.9        0.0        0.0        5.7        0.0:      0.0       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:        15         13          5          .          5          0          .          0          0          .          0:
Old  :        27:        15         13          5          .          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  :                 66.2       54.2       84.0       76.5       58.6       50.9       66.9       64.9
Old  :                 66.2       54.2       84.0       76.5       58.6       50.9       66.9       64.9
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, December 20, 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  :   110,410:    45,252     67,629     30,689     28,363     12,098     14,596        250        132      5,584        230      1,097:      962       611
Old  :   110,410:    45,252     67,629     30,689     28,363     12,098     14,596        250        132      5,584        230      1,097:      962       611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,473:     1,483        923          0        500          0          0          0          0          0         60        -10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.0       61.3       27.8       25.7       11.0       13.2        0.2        0.1        5.1        0.2        1.0:      0.9       0.6
Old  :     100.0:      41.0       61.3       27.8       25.7       11.0       13.2        0.2        0.1        5.1        0.2        1.0:      0.9       0.6
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  :        43:        20         23          .          4          6          4          .          .          .          .          .:
Old  :        43:        20         23          .          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  :                 52.7       60.5       70.7       79.6       48.6       54.1       62.2       65.9
Old  :                 52.7       60.5       70.7       79.6       48.6       54.1       62.2       65.9
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, December 20, 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  :    41,145:    29,126     40,505     11,424          0        208          0          0          0          0         80         50:      337       302
Old  :    41,145:    29,126     40,505     11,424          0        208          0          0          0          0         80         50:      337       302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       509:       815        509       -300          0          0          0          0          0          0          0          0:       -6         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       98.4       27.8        0.0        0.5        0.0        0.0        0.0        0.0        0.2        0.1:      0.8       0.7
Old  :     100.0:      70.8       98.4       27.8        0.0        0.5        0.0        0.0        0.0        0.0        0.2        0.1:      0.8       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  :        26:        17         13          5          0          .          0          0          0          0          .          .:
Old  :        26:        17         13          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  :                 68.6       75.1       85.9       93.9       57.0       73.6       71.1       76.7
Old  :                 68.6       75.1       85.9       93.9       57.0       73.6       71.1       76.7
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, December 20, 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  :    49,897:    36,729     46,229     10,177        456      2,446          0        155        160          0        358          0:      385        93
Old  :    49,897:    36,729     46,229     10,177        456      2,446          0        155        160          0        358          0:      385        93
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -392:      -919       -318        595          0        -74          0          0          0          0          0          0:        6         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       92.6       20.4        0.9        4.9        0.0        0.3        0.3        0.0        0.7        0.0:      0.8       0.2
Old  :     100.0:      73.6       92.6       20.4        0.9        4.9        0.0        0.3        0.3        0.0        0.7        0.0:      0.8       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  :        24:        15         12          4          .          .          0          .          .          0          .          0:
Old  :        24:        15         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  :                 50.9       71.5       79.5       90.0       42.7       54.6       53.6       57.4
Old  :                 50.9       71.5       79.5       90.0       42.7       54.6       53.6       57.4
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, December 20, 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  :    43,168:    26,314     38,739     12,515      1,160      2,239        100        100          0      1,707        400          0:      293       530
Old  :    43,168:    26,314     38,739     12,515      1,160      2,239        100        100          0      1,707        400          0:      293       530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       555:       260         70        -30          0         85          0          0          0        240        400          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       89.7       29.0        2.7        5.2        0.2        0.2        0.0        4.0        0.9        0.0:      0.7       1.2
Old  :     100.0:      61.0       89.7       29.0        2.7        5.2        0.2        0.2        0.0        4.0        0.9        0.0:      0.7       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  :        37:        18         15          6          .          4          .          .          0          .          .          0:
Old  :        37:        18         15          6          .          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  :                 44.0       83.8       68.4       90.8       41.9       81.8       63.2       85.9
Old  :                 44.0       83.8       68.4       90.8       41.9       81.8       63.2       85.9
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, December 20, 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  :    46,644:    25,530     43,219     18,221      1,834        770          0         26          0      1,826        550          0:      297       245
Old  :    46,644:    25,530     43,219     18,221      1,834        770          0         26          0      1,826        550          0:      297       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       522:       127         22        105         50         50          0          0          0        240        400          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       92.7       39.1        3.9        1.7        0.0        0.1        0.0        3.9        1.2        0.0:      0.6       0.5
Old  :     100.0:      54.7       92.7       39.1        3.9        1.7        0.0        0.1        0.0        3.9        1.2        0.0:      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  :        38:        18         21          6          .          6          0          .          0          .          .          0:
Old  :        38:        18         21          6          .          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  :                 44.5       80.7       70.1       90.1       43.4       80.0       66.2       84.6
Old  :                 44.5       80.7       70.1       90.1       43.4       80.0       66.2       84.6
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, December 20, 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  :    69,781:    59,824     54,602      7,030      9,409      1,510         70        831          0        686      2,693        154:      507       582
Old  :    69,781:    59,824     54,602      7,030      9,409      1,510         70        831          0        686      2,693        154:      507       582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       711:     1,034        503     -1,004        -50        580         20       -303          0         89         -5        -22:       14         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       78.2       10.1       13.5        2.2        0.1        1.2        0.0        1.0        3.9        0.2:      0.7       0.8
Old  :     100.0:      85.7       78.2       10.1       13.5        2.2        0.1        1.2        0.0        1.0        3.9        0.2:      0.7       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  :        42:        19         21          5          .          5          .          .          0          .          .          .:
Old  :        42:        19         21          5          .          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  :                 68.8       60.6       84.3       80.5       67.9       58.9       81.5       77.8
Old  :                 68.8       60.6       84.3       80.5       67.9       58.9       81.5       77.8
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, December 20, 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  :    85,336:    73,811     66,996      6,605     10,369      2,473        430        668        330        926      3,882        116:      645       502
Old  :    85,336:    73,811     66,996      6,605     10,369      2,473        430        668        330        926      3,882        116:      645       502
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,289:     1,320         15       -187          0        480         10        426       -277       -105        566         60:      -12        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       78.5        7.7       12.2        2.9        0.5        0.8        0.4        1.1        4.5        0.1:      0.8       0.6
Old  :     100.0:      86.5       78.5        7.7       12.2        2.9        0.5        0.8        0.4        1.1        4.5        0.1:      0.8       0.6
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  :        54:        22         26          5          4          5          .          4          4          .          .          .:
Old  :        54:        22         26          5          4          5          .          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  :                 65.9       56.8       82.9       76.1       64.4       55.4       79.0       71.7
Old  :                 65.9       56.8       82.9       76.1       64.4       55.4       79.0       71.7
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, December 20, 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  :    41,679:    24,995     28,344     14,822      9,198        334          0        807      1,243          0      1,668         75:      210        10
Old  :    41,679:    24,995     28,344     14,822      9,198        334          0        807      1,243          0      1,668         75:      210        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       743:         8        603        810        332        -75        -75       -150         75          0        -42          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.0       68.0       35.6       22.1        0.8        0.0        1.9        3.0        0.0        4.0        0.2:      0.5       0.0
Old  :     100.0:      60.0       68.0       35.6       22.1        0.8        0.0        1.9        3.0        0.0        4.0        0.2:      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  :        32:        16         14          .          4          .          0          .          .          0          .          .:
Old  :        32:        16         14          .          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  :                 75.5       83.7       90.1       93.2       73.2       80.5       85.1       86.0
Old  :                 75.5       83.7       90.1       93.2       73.2       80.5       85.1       86.0
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, December 20, 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  :    41,062:    28,590     29,947     11,897      8,330         25          0        950          0          0      1,460        350:      200         0
Old  :    41,062:    28,590     29,947     11,897      8,330         25          0        950          0          0      1,460        350:      200         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       340:       460        270       -120         70          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.6       72.9       29.0       20.3        0.1        0.0        2.3        0.0        0.0        3.6        0.9:      0.5       0.0
Old  :     100.0:      69.6       72.9       29.0       20.3        0.1        0.0        2.3        0.0        0.0        3.6        0.9:      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  :        24:        12          9          .          .          .          0          .          0          0          .          .:
Old  :        24:        12          9          .          .          .          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  :                 86.3       89.1       96.0       97.2       78.4       79.1       85.6       86.1
Old  :                 86.3       89.1       96.0       97.2       78.4       79.1       85.6       86.1
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, December 20, 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  :    50,129:    41,297     32,090      1,833     12,406      1,705      3,265          0      1,240        100      2,035          0:      689       653
Old  :    50,129:    41,297     32,090      1,833     12,406      1,705      3,265          0      1,240        100      2,035          0:      689       653
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -311:       -57       -323       -314        256         19          0          0          0        100       -220          0:      -59       -43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       64.0        3.7       24.7        3.4        6.5        0.0        2.5        0.2        4.1        0.0:      1.4       1.3
Old  :     100.0:      82.4       64.0        3.7       24.7        3.4        6.5        0.0        2.5        0.2        4.1        0.0:      1.4       1.3
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  :        34:        19         20          .          5          5          .          0          .          .          .          0:
Old  :        34:        19         20          .          5          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  :                 58.8       65.5       76.2       80.5       23.9       34.4       36.6       43.6
Old  :                 58.8       65.5       76.2       80.5       23.9       34.4       36.6       43.6
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, December 20, 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  :    44,982:    35,418     27,483      2,994      7,198      3,211        192        281      2,202        250      3,966         73:      642       568
Old  :    44,982:    35,418     27,483      2,994      7,198      3,211        192        281      2,202        250      3,966         73:      642       568
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       592:       478       -126       -147        243        130       -150        -12        150        100       -104         73:      -42       238
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       61.1        6.7       16.0        7.1        0.4        0.6        4.9        0.6        8.8        0.2:      1.4       1.3
Old  :     100.0:      78.7       61.1        6.7       16.0        7.1        0.4        0.6        4.9        0.6        8.8        0.2:      1.4       1.3
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  :        40:        20         22          4          .          7          .          .          .          .          .          .:
Old  :        40:        20         22          4          .          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  :                 58.9       50.5       75.2       72.9       36.5       35.8       47.3       46.1
Old  :                 58.9       50.5       75.2       72.9       36.5       35.8       47.3       46.1
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, December 20, 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  :    13,929:     8,524     13,167      4,421         97        186        348         42          0          0          0          0:      450       437
Old  :    13,929:     8,524     13,167      4,421         97        186        348         42          0          0          0          0:      450       437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       120:       120        120         -1          0          0          0          0          0          0          0          0:        1         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       94.5       31.7        0.7        1.3        2.5        0.3        0.0        0.0        0.0        0.0:      3.2       3.1
Old  :     100.0:      61.2       94.5       31.7        0.7        1.3        2.5        0.3        0.0        0.0        0.0        0.0:      3.2       3.1
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  :        21:        13         11          .          .          .          .          .          0          0          0          0:
Old  :        21:        13         11          .          .          .          .          .          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  :                 62.6       72.1       86.5       95.2       46.6       71.8       69.1       78.3
Old  :                 62.6       72.1       86.5       95.2       46.6       71.8       69.1       78.3
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, December 20, 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  :    36,222:    31,254     33,285      2,931      1,454        355        810         32         85          0        695         55:      732       261
Old  :    36,222:    31,254     33,285      2,931      1,454        355        810         32         85          0        695         55:      732       261
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       343:      -364       -366        779          0        -21        -61          0          0        -50        695         55:        5       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       91.9        8.1        4.0        1.0        2.2        0.1        0.2        0.0        1.9        0.2:      2.0       0.7
Old  :     100.0:      86.3       91.9        8.1        4.0        1.0        2.2        0.1        0.2        0.0        1.9        0.2:      2.0       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  :        32:        18         15          .          4          4          .          .          .          0          .          .:
Old  :        32:        18         15          .          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  :                 70.1       85.4       84.9       93.4       68.5       78.9       80.5       86.2
Old  :                 70.1       85.4       84.9       93.4       68.5       78.9       80.5       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    28,202:    25,321     26,257      1,795        403        599        107        122          0          0        550         50:      330       221
Old  :    28,202:    25,321     26,257      1,795        403        599        107        122          0          0        550         50:      330       221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :        43:        63       -579        -50          0         22        -28          0          0        -50        550         50:       36         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       93.1        6.4        1.4        2.1        0.4        0.4        0.0        0.0        2.0        0.2:      1.2       0.8
Old  :     100.0:      89.8       93.1        6.4        1.4        2.1        0.4        0.4        0.0        0.0        2.0        0.2:      1.2       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  :        29:        15         15          5          .          .          .          .          0          0          .          .:
Old  :        29:        15         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  :                 72.4       88.9       88.0       95.3       72.4       81.7       80.3       85.5
Old  :                 72.4       88.9       88.0       95.3       72.4       81.7       80.3       85.5
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, December 20, 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  :    30,092:    23,589     24,427      3,640        857      1,970          0      2,525        104        200          0          0:      589       209
Old  :    30,092:    23,589     24,427      3,640        857      1,970          0      2,525        104        200          0          0:      589       209
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -272:      -308       -202         61        -87        -13          0         43         -9          0          0          0:       -3        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       81.2       12.1        2.8        6.5        0.0        8.4        0.3        0.7        0.0        0.0:      2.0       0.7
Old  :     100.0:      78.4       81.2       12.1        2.8        6.5        0.0        8.4        0.3        0.7        0.0        0.0:      2.0       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  :        37:        20         16          5          .          6          0          5          .          .          0          0:
Old  :        37:        20         16          5          .          6          0          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  :                 52.1       67.4       69.5       81.1       36.2       54.2       51.6       63.5
Old  :                 52.1       67.4       69.5       81.1       36.2       54.2       51.6       63.5
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, December 20, 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  :    20,493:    14,932     17,879      2,505        109      1,335        948        441        275          8          0         28:      462       426
Old  :    20,493:    14,932     17,879      2,505        109      1,335        948        441        275          8          0         28:      462       426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :        67:       -14       -118         62         12         -3         30        141          0          0          0          0:       -8        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       87.2       12.2        0.5        6.5        4.6        2.2        1.3        0.0        0.0        0.1:      2.3       2.1
Old  :     100.0:      72.9       87.2       12.2        0.5        6.5        4.6        2.2        1.3        0.0        0.0        0.1:      2.3       2.1
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:        19         13          5          .          5          .          .          .          .          0          .:
Old  :        33:        19         13          5          .          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  :                 52.7       73.6       71.2       87.7       31.0       55.2       45.8       59.8
Old  :                 52.7       73.6       71.2       87.7       31.0       55.2       45.8       59.8
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, December 20, 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  :    13,348:     4,291     12,341      7,422          0        570        193          0        425        325          0          0:      122        12
Old  :    13,348:     4,291     12,341      7,422          0        570        193          0        425        325          0          0:      122        12
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       142:        57        142         25          0          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.1       92.5       55.6        0.0        4.3        1.4        0.0        3.2        2.4        0.0        0.0:      0.9       0.1
Old  :     100.0:      32.1       92.5       55.6        0.0        4.3        1.4        0.0        3.2        2.4        0.0        0.0:      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  :        27:        12         14          4          0          .          .          0          .          .          0          0:
Old  :        27:        12         14          4          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  :                 65.7       75.3       83.8       88.2       61.4       68.8       71.1       75.9
Old  :                 65.7       75.3       83.8       88.2       61.4       68.8       71.1       75.9
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, December 20, 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  :    12,205:     4,793     11,590      6,747          0          0          0        590          0        638          0         25:        2         0
Old  :    12,205:     4,793     11,590      6,747          0          0          0        590          0        638          0         25:        2         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :         0:        75          0          0          0          0          0          0          0        -75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.3       95.0       55.3        0.0        0.0        0.0        4.8        0.0        5.2        0.0        0.2:      0.0       0.0
Old  :     100.0:      39.3       95.0       55.3        0.0        0.0        0.0        4.8        0.0        5.2        0.0        0.2:      0.0       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  :        23:        10         10          .          0          0          0          .          0          .          0          .:
Old  :        23:        10         10          .          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  :                 67.7       85.2       90.5       98.2       67.3       83.9       87.4       94.3
Old  :                 67.7       85.2       90.5       98.2       67.3       83.9       87.4       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                          Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    44,805:    19,336     20,673     21,217     21,970      1,847          0        135          0      1,710          0          0:      695       180
Old  :    44,805:    19,336     20,673     21,217     21,970      1,847          0        135          0      1,710          0          0:      695       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      43.2       46.1       47.4       49.0        4.1        0.0        0.3        0.0        3.8        0.0        0.0:      1.6       0.4
Old  :     100.0:      43.2       46.1       47.4       49.0        4.1        0.0        0.3        0.0        3.8        0.0        0.0:      1.6       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  :        28:        12          7          6          .          6          0          .          0          4          0          0:
Old  :        28:        12          7          6          .          6          0          .          0          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  :                 76.0       92.7       89.2       98.2       71.5       90.2       82.7       90.5
Old  :                 76.0       92.7       89.2       98.2       71.5       90.2       82.7       90.5
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, December 20, 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  :    47,124:    21,608     20,287     22,067     25,120      1,582          0        135          0      1,645          0          0:      222         0
Old  :    47,124:    21,608     20,287     22,067     25,120      1,582          0        135          0      1,645          0          0:      222         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      45.9       43.1       46.8       53.3        3.4        0.0        0.3        0.0        3.5        0.0        0.0:      0.5       0.0
Old  :     100.0:      45.9       43.1       46.8       53.3        3.4        0.0        0.3        0.0        3.5        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  :        30:        14          8          6          .          5          0          .          0          4          0          0:
Old  :        30:        14          8          6          .          5          0          .          0          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  :                 76.1       93.8       89.5       98.7       72.3       91.8       83.3       92.1
Old  :                 76.1       93.8       89.5       98.7       72.3       91.8       83.3       92.1
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, December 20, 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  :    85,019:    62,370     61,724      6,537     13,811      6,693        134        600        145      8,621      1,569        139:      380       338
Old  :    85,019:    62,370     61,724      6,537     13,811      6,693        134        600        145      8,621      1,569        139:      380       338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,989:       912      1,785      1,382       -131       -180         39        600          0        326        -39        -51:     -439         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       72.6        7.7       16.2        7.9        0.2        0.7        0.2       10.1        1.8        0.2:      0.4       0.4
Old  :     100.0:      73.4       72.6        7.7       16.2        7.9        0.2        0.7        0.2       10.1        1.8        0.2:      0.4       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  :        60:        30         29          4          7          9          .          .          .          4          6          .:
Old  :        60:        30         29          4          7          9          .          .          .          4          6          .:
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  :                 47.3       46.0       67.6       66.6       32.8       35.0       49.0       45.5
Old  :                 47.3       46.0       67.6       66.6       32.8       35.0       49.0       45.5
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, December 20, 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  :    91,208:    65,101     58,991      7,886     15,706      6,349        356        844        174     10,594      8,607        336:      412       201
Old  :    91,208:    65,101     58,991      7,886     15,706      6,349        356        844        174     10,594      8,607        336:      412       201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,232:       205        787      1,358         66       -273         54        595          5       -126         48          4:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.4       64.7        8.6       17.2        7.0        0.4        0.9        0.2       11.6        9.4        0.4:      0.5       0.2
Old  :     100.0:      71.4       64.7        8.6       17.2        7.0        0.4        0.9        0.2       11.6        9.4        0.4:      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  :        69:        34         32          5          7          7          .          .          .          4          8          .:
Old  :        69:        34         32          5          7          7          .          .          .          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  :                 43.4       42.1       62.0       65.4       33.0       35.1       45.4       47.2
Old  :                 43.4       42.1       62.0       65.4       33.0       35.1       45.4       47.2
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, December 20, 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  :   660,238:   325,518    371,546     31,630     11,235    110,516     23,121      7,172     51,401     15,503     11,836     50,410:   52,137    46,121
Old  :   660,238:   325,518    371,546     31,630     11,235    110,516     23,121      7,172     51,401     15,503     11,836     50,410:   52,137    46,121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :   -11,238:   -56,633    -50,180        731     -1,015     -3,439        890       -963     -1,445        135      2,330     -2,242:   50,765    45,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       56.3        4.8        1.7       16.7        3.5        1.1        7.8        2.3        1.8        7.6:      7.9       7.0
Old  :     100.0:      49.3       56.3        4.8        1.7       16.7        3.5        1.1        7.8        2.3        1.8        7.6:      7.9       7.0
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  :       102:        36         37          6          4          9         12         11         13         15         12         17:
Old  :       102:        36         37          6          4          9         12         11         13         15         12         17:
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  :                 37.4       42.2       56.5       62.2       13.0       13.7       15.9       17.3
Old  :                 37.4       42.2       56.5       62.2       13.0       13.7       15.9       17.3
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, December 20, 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  :    22,162:    17,290      9,571        119     10,671      1,855        185          0         40      2,222         25          0:      451         0
Old  :    22,162:    17,290      9,571        119     10,671      1,855        185          0         40      2,222         25          0:      451         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      78.0       43.2        0.5       48.1        8.4        0.8        0.0        0.2       10.0        0.1        0.0:      2.0       0.0
Old  :     100.0:      78.0       43.2        0.5       48.1        8.4        0.8        0.0        0.2       10.0        0.1        0.0:      2.0       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:        15         10          .          5          5          .          0          .          .          .          0:
Old  :        25:        15         10          .          5          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  :                 54.6       75.1       79.7       91.5       53.4       65.9       71.3       77.3
Old  :                 54.6       75.1       79.7       91.5       53.4       65.9       71.3       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV                                                                                          Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    22,184:    15,328     13,115      2,079      6,822      2,242        155          0          5      1,684          0          0:      691         0
Old  :    22,184:    15,328     13,115      2,079      6,822      2,242        155          0          5      1,684          0          0:      691         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      69.1       59.1        9.4       30.8       10.1        0.7        0.0        0.0        7.6        0.0        0.0:      3.1       0.0
Old  :     100.0:      69.1       59.1        9.4       30.8       10.1        0.7        0.0        0.0        7.6        0.0        0.0:      3.1       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  :        23:        13         10          .          .          6          .          0          .          .          0          0:
Old  :        23:        13         10          .          .          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  :                 52.4       81.2       78.4       93.8       52.1       75.5       72.8       83.3
Old  :                 52.4       81.2       78.4       93.8       52.1       75.5       72.8       83.3
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, December 20, 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  :    14,690:     6,115     11,570      3,260        410        100      1,295        160        270      2,680      1,720        280:      690       180
Old  :    14,690:     6,115     11,570      3,260        410        100      1,295        160        270      2,680      1,720        280:      690       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     3,735:     2,485      2,920       -700        220        -95        375       -125         40      1,140        755        240:      250      -220
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.6       78.8       22.2        2.8        0.7        8.8        1.1        1.8       18.2       11.7        1.9:      4.7       1.2
Old  :     100.0:      41.6       78.8       22.2        2.8        0.7        8.8        1.1        1.8       18.2       11.7        1.9:      4.7       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  :        50:        21         24          .          .          .          .          .          .          9          4          7:
Old  :        50:        21         24          .          .          .          .          .          .          9          4          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  :                 43.0       39.1       61.8       58.4       41.7       36.9       58.1       53.9
Old  :                 43.0       39.1       61.8       58.4       41.7       36.9       58.1       53.9
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, December 20, 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  :    60,488:    43,076     42,592      7,941      2,412      3,841      1,099      4,429      1,460        400      3,458      2,190:      481       106
Old  :    60,488:    43,076     42,592      7,941      2,412      3,841      1,099      4,429      1,460        400      3,458      2,190:      481       106
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       606:       606        926        320          0       -320          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       70.4       13.1        4.0        6.4        1.8        7.3        2.4        0.7        5.7        3.6:      0.8       0.2
Old  :     100.0:      71.2       70.4       13.1        4.0        6.4        1.8        7.3        2.4        0.7        5.7        3.6:      0.8       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:        25         17          .          .          4          .          .          .          .          .          .:
Old  :        38:        25         17          .          .          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  :                 49.0       49.7       70.3       76.7       44.0       42.6       60.3       61.7
Old  :                 49.0       49.7       70.3       76.7       44.0       42.6       60.3       61.7
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, December 20, 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  :    51,995:    29,167     33,921      8,581        932      8,241      1,400      8,385          0      4,300        220        100:      206       196
Old  :    51,995:    29,167     33,921      8,581        932      8,241      1,400      8,385          0      4,300        220        100:      206       196
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :        65:       126          5       -121          0         60          0         -5          0          0          0          0:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       65.2       16.5        1.8       15.8        2.7       16.1        0.0        8.3        0.4        0.2:      0.4       0.4
Old  :     100.0:      56.1       65.2       16.5        1.8       15.8        2.7       16.1        0.0        8.3        0.4        0.2:      0.4       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  :        32:        15         18          .          .          4          .          .          0          .          .          .:
Old  :        32:        15         18          .          .          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  :                 54.7       51.4       82.3       77.7       44.1       51.4       61.4       65.6
Old  :                 54.7       51.4       82.3       77.7       44.1       51.4       61.4       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE                                                                                                  Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    89,705:    62,231     55,639     17,199     24,846      1,679        435          0        200      1,451        532          1:    6,509     6,808
Old  :    89,705:    62,231     55,639     17,199     24,846      1,679        435          0        200      1,451        532          1:    6,509     6,808
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     3,061:     1,144      2,250      2,001        720          0          0          0          0       -125          0          1:       40        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       62.0       19.2       27.7        1.9        0.5        0.0        0.2        1.6        0.6        0.0:      7.3       7.6
Old  :     100.0:      69.4       62.0       19.2       27.7        1.9        0.5        0.0        0.2        1.6        0.6        0.0:      7.3       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  :        23:        15         12          .          4          4          .          0          .          .          .          .:
Old  :        23:        15         12          .          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  :                 73.8       67.0       86.2       84.6       69.2       64.3       80.4       81.3
Old  :                 73.8       67.0       86.2       84.6       69.2       64.3       80.4       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE                                                                                                  Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    72,728:    50,789     40,647     13,779     24,880      1,094          0          0          0      1,433        319          0:    5,633     5,788
Old  :    72,728:    50,789     40,647     13,779     24,880      1,094          0          0          0      1,433        319          0:    5,633     5,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     2,326:       813      1,439      1,533        720          0          0          0          0       -120         17          0:      100       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       55.9       18.9       34.2        1.5        0.0        0.0        0.0        2.0        0.4        0.0:      7.7       8.0
Old  :     100.0:      69.8       55.9       18.9       34.2        1.5        0.0        0.0        0.0        2.0        0.4        0.0:      7.7       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:        14         10          .          4          4          0          0          0          .          .          0:
Old  :        21:        14         10          .          4          4          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  :                 71.3       64.3       84.5       84.2       66.6       60.5       76.2       77.7
Old  :                 71.3       64.3       84.5       84.2       66.6       60.5       76.2       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    23,775:    14,140     16,633      1,795      2,105        690      2,810          0          0        240          0         60:    4,040     4,287
Old  :    23,775:    14,140     16,633      1,795      2,105        690      2,810          0          0        240          0         60:    4,040     4,287
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,015:       650        580        -50        250        -35         50          0          0        180          0       -105:      325       325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       70.0        7.5        8.9        2.9       11.8        0.0        0.0        1.0        0.0        0.3:     17.0      18.0
Old  :     100.0:      59.5       70.0        7.5        8.9        2.9       11.8        0.0        0.0        1.0        0.0        0.3:     17.0      18.0
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  :        22:        12         12          .          .          .          .          0          0          .          0          .:
Old  :        22:        12         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  :                 59.4       60.1       78.0       75.5       56.8       60.0       70.4       69.9
Old  :                 59.4       60.1       78.0       75.5       56.8       60.0       70.4       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                                                                  Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    23,318:    13,495     16,500      2,320      2,090        350      2,810          0          0        140          0         90:    4,113     4,288
Old  :    23,318:    13,495     16,500      2,320      2,090        350      2,810          0          0        140          0         90:    4,113     4,288
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,625:       650        850        -80        -50        -50         50          0          0        140        -40        -65:      980       980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       70.8        9.9        9.0        1.5       12.1        0.0        0.0        0.6        0.0        0.4:     17.6      18.4
Old  :     100.0:      57.9       70.8        9.9        9.0        1.5       12.1        0.0        0.0        0.6        0.0        0.4:     17.6      18.4
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:        11         12          .          .          .          .          0          0          .          0          .:
Old  :        20:        11         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  :                 60.1       62.0       79.1       76.1       59.3       60.7       74.1       72.5
Old  :                 60.1       62.0       79.1       76.1       59.3       60.7       74.1       72.5
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, December 20, 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  :    23,508:    14,172     14,965      5,774      2,498      1,290      1,121      3,105        221          0         45          0:      930     1,384
Old  :    23,508:    14,172     14,965      5,774      2,498      1,290      1,121      3,105        221          0         45          0:      930     1,384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       255:       180          0        120          0          0        -60        240         15          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       63.7       24.6       10.6        5.5        4.8       13.2        0.9        0.0        0.2        0.0:      4.0       5.9
Old  :     100.0:      60.3       63.7       24.6       10.6        5.5        4.8       13.2        0.9        0.0        0.2        0.0:      4.0       5.9
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  :        25:        14         14          .          4          4          .          .          .          0          .          0:
Old  :        25:        14         14          .          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  :                 66.9       44.8       79.5       67.9       61.0       37.7       68.4       55.6
Old  :                 66.9       44.8       79.5       67.9       61.0       37.7       68.4       55.6
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, December 20, 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  :    15,672:     8,941      7,626      3,709      1,227      1,546          0      3,620        115         28          0          0:    1,333     1,538
Old  :    15,672:     8,941      7,626      3,709      1,227      1,546          0      3,620        115         28          0          0:    1,333     1,538
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       210:        50         80        170         10        -10          0        120          0          0          0          0:        0        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.1       48.7       23.7        7.8        9.9        0.0       23.1        0.7        0.2        0.0        0.0:      8.5       9.8
Old  :     100.0:      57.1       48.7       23.7        7.8        9.9        0.0       23.1        0.7        0.2        0.0        0.0:      8.5       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  :        26:        15         10          .          4          4          0          .          .          .          0          0:
Old  :        26:        15         10          .          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  :                 53.0       47.6       72.4       71.5       46.1       37.2       54.5       49.2
Old  :                 53.0       47.6       72.4       71.5       46.1       37.2       54.5       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                                                         Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    17,996:     9,520     15,654      3,766          0        567      2,985        685         25          0          0          0:    1,133     1,065
Old  :    17,996:     9,520     15,654      3,766          0        567      2,985        685         25          0          0          0:    1,133     1,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       925:       930        805       -125          0          0        120        120          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       87.0       20.9        0.0        3.2       16.6        3.8        0.1        0.0        0.0        0.0:      6.3       5.9
Old  :     100.0:      52.9       87.0       20.9        0.0        3.2       16.6        3.8        0.1        0.0        0.0        0.0:      6.3       5.9
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         12          5          0          .          .          .          .          0          0          0:
Old  :        20:         9         12          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  :                 65.0       73.9       82.5       87.7       57.9       67.5       73.8       77.4
Old  :                 65.0       73.9       82.5       87.7       57.9       67.5       73.8       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE                                                                                                    Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    81,953:    33,068     34,910     26,427     25,412      3,911          0      1,050          0      4,000      2,055      1,415:   13,132    13,200
Old  :    81,953:    33,068     34,910     26,427     25,412      3,911          0      1,050          0      4,000      2,055      1,415:   13,132    13,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       187:        40         86        217        220          0          0          0          0         60          6          0:     -130      -125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.3       42.6       32.2       31.0        4.8        0.0        1.3        0.0        4.9        2.5        1.7:     16.0      16.1
Old  :     100.0:      40.3       42.6       32.2       31.0        4.8        0.0        1.3        0.0        4.9        2.5        1.7:     16.0      16.1
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:        15         17          .          5          7          0          .          0          .          .          .:
Old  :        33:        15         17          .          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  :                 49.1       38.0       64.7       59.6       44.3       36.9       58.3       55.9
Old  :                 49.1       38.0       64.7       59.6       44.3       36.9       58.3       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE                                                                                                   Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    83,694:    33,467     40,326     22,679     21,332      5,410          0        512        263      7,544      1,517      1,415:   12,916    12,919
Old  :    83,694:    33,467     40,326     22,679     21,332      5,410          0        512        263      7,544      1,517      1,415:   12,916    12,919
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       100:        35         66        -24          0          0          0          0          0         60          0          0:       29        34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.0       48.2       27.1       25.5        6.5        0.0        0.6        0.3        9.0        1.8        1.7:     15.4      15.4
Old  :     100.0:      40.0       48.2       27.1       25.5        6.5        0.0        0.6        0.3        9.0        1.8        1.7:     15.4      15.4
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:        18         17          5          .          7          0          .          .          4          .          .:
Old  :        36:        18         17          5          .          7          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  :                 41.9       40.4       59.2       61.6       36.9       38.3       53.9       56.5
Old  :                 41.9       40.4       59.2       61.6       36.9       38.3       53.9       56.5
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, December 20, 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  :    24,937:    13,924     12,968      4,065      3,886        763          0      1,925         15      1,185        505        245:    4,740     4,630
Old  :    24,937:    13,924     12,968      4,065      3,886        763          0      1,925         15      1,185        505        245:    4,740     4,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       200:         0       -120        306         91        159          0          0          0          0        120        -40:     -225       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       52.0       16.3       15.6        3.1        0.0        7.7        0.1        4.8        2.0        1.0:     19.0      18.6
Old  :     100.0:      55.8       52.0       16.3       15.6        3.1        0.0        7.7        0.1        4.8        2.0        1.0:     19.0      18.6
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  :        30:        17          5          .          4          5          0          .          .          .          .          .:
Old  :        30:        17          5          .          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  :                 32.4       69.9       52.2       78.8       32.4       69.6       51.6       73.3
Old  :                 32.4       69.9       52.2       78.8       32.4       69.6       51.6       73.3
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, December 20, 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  :    24,902:    13,924     12,948      3,960      3,886        763          0      1,925         15      1,185        470        265:    4,790     4,630
Old  :    24,902:    13,924     12,948      3,960      3,886        763          0      1,925         15      1,185        470        265:    4,790     4,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       200:         0       -120        306         91        159          0          0          0          0        120        -40:     -225       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       52.0       15.9       15.6        3.1        0.0        7.7        0.1        4.8        1.9        1.1:     19.2      18.6
Old  :     100.0:      55.9       52.0       15.9       15.6        3.1        0.0        7.7        0.1        4.8        1.9        1.1:     19.2      18.6
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  :        31:        18          5          .          4          5          0          .          .          .          .          .:
Old  :        31:        18          5          .          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  :                 32.0       70.0       51.8       78.8       32.0       69.7       51.2       73.3
Old  :                 32.0       70.0       51.8       78.8       32.0       69.7       51.2       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.COMED_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064DVO
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    25,463:    22,617      4,525      1,025     13,473      1,350          0          0          0          0      5,970          0:      471       145
Old  :    25,463:    22,617      4,525      1,025     13,473      1,350          0          0          0          0      5,970          0:      471       145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      88.8       17.8        4.0       52.9        5.3        0.0        0.0        0.0        0.0       23.4        0.0:      1.8       0.6
Old  :     100.0:      88.8       17.8        4.0       52.9        5.3        0.0        0.0        0.0        0.0       23.4        0.0:      1.8       0.6
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:        12          5          .          4          .          0          0          0          0          .          0:
Old  :        22:        12          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  :                 64.0       74.7       85.9       97.7       64.0       70.3       85.4       92.4
Old  :                 64.0       74.7       85.9       97.7       64.0       70.3       85.4       92.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.COMED_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064DVP
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    24,140:    21,552      3,822      1,015     13,248      1,195          0          0          0         50      5,670          0:      328       205
Old  :    24,140:    21,552      3,822      1,015     13,248      1,195          0          0          0         50      5,670          0:      328       205
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 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:      89.3       15.8        4.2       54.9        5.0        0.0        0.0        0.0        0.2       23.5        0.0:      1.4       0.8
Old  :     100.0:      89.3       15.8        4.2       54.9        5.0        0.0        0.0        0.0        0.2       23.5        0.0:      1.4       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  :        23:        12          .          .          4          .          0          0          0          .          .          0:
Old  :        23:        12          .          .          4          .          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  :                 65.2       75.6       85.9       97.7       65.2       71.5       85.4       92.7
Old  :                 65.2       75.6       85.9       97.7       65.2       71.5       85.4       92.7
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, December 20, 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  :    24,987:    17,551     11,270        504     10,392        598          0         35          0      3,931        280          0:    2,403     2,412
Old  :    24,987:    17,551     11,270        504     10,392        598          0         35          0      3,931        280          0:    2,403     2,412
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -40:         0       -200          0        100          0          0          0          0          0        100       -100:       60        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       45.1        2.0       41.6        2.4        0.0        0.1        0.0       15.7        1.1        0.0:      9.6       9.7
Old  :     100.0:      70.2       45.1        2.0       41.6        2.4        0.0        0.1        0.0       15.7        1.1        0.0:      9.6       9.7
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:        12          6          .          5          4          0          .          0          .          .          0:
Old  :        23:        12          6          .          5          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  :                 70.2       74.7       81.2       86.2       48.9       55.8       56.6       59.3
Old  :                 70.2       74.7       81.2       86.2       48.9       55.8       56.6       59.3
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, December 20, 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  :    21,453:    14,576     10,845        706      7,631      1,425          0         35          0      3,099          0          0:    1,647     1,517
Old  :    21,453:    14,576     10,845        706      7,631      1,425          0         35          0      3,099          0          0:    1,647     1,517
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -40:         0       -200          0        230        145          0          0          0       -100          0          0:      -85      -215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       50.6        3.3       35.6        6.6        0.0        0.2        0.0       14.4        0.0        0.0:      7.7       7.1
Old  :     100.0:      67.9       50.6        3.3       35.6        6.6        0.0        0.2        0.0       14.4        0.0        0.0:      7.7       7.1
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  :        22:        11          7          .          6          6          0          .          0          .          0          0:
Old  :        22:        11          7          .          6          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  :                 67.2       75.2       79.1       88.3       44.7       54.2       54.3       57.9
Old  :                 67.2       75.2       79.1       88.3       44.7       54.2       54.3       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.METED_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EOW
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :     8,210:     5,415      1,400        625      5,325        340        200          0          0        450          0          0:    1,180     1,145
Old  :     8,210:     5,415      1,400        625      5,325        340        200          0          0        450          0          0:    1,180     1,145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -15:       -75        -15          0          0          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       17.1        7.6       64.9        4.1        2.4        0.0        0.0        5.5        0.0        0.0:     14.4      13.9
Old  :     100.0:      66.0       17.1        7.6       64.9        4.1        2.4        0.0        0.0        5.5        0.0        0.0:     14.4      13.9
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          4          .          .          .          .          0          0          .          0          0:
Old  :        20:         9          4          .          .          .          .          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  :                 51.6       78.2       70.0       85.6       41.5       69.4       56.6       69.8
Old  :                 51.6       78.2       70.0       85.6       41.5       69.4       56.6       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.METED_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EOX
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :     8,055:     5,395      1,380        565      5,265        290        200          0          0        450          0          0:    1,155     1,120
Old  :     8,055:     5,395      1,380        565      5,265        290        200          0          0        450          0          0:    1,155     1,120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -15:       -75        -15          0          0          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       17.1        7.0       65.4        3.6        2.5        0.0        0.0        5.6        0.0        0.0:     14.3      13.9
Old  :     100.0:      67.0       17.1        7.0       65.4        3.6        2.5        0.0        0.0        5.6        0.0        0.0:     14.3      13.9
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          4          .          .          .          .          0          0          .          0          0:
Old  :        20:         9          4          .          .          .          .          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  :                 53.6       77.9       70.3       85.8       42.5       70.0       56.9       70.3
Old  :                 53.6       77.9       70.3       85.8       42.5       70.0       56.9       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE                                                                                                    Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    43,377:     9,722     29,384     24,418     10,698        409          0          0          0      5,850          0          0:    2,978     2,886
Old  :    43,377:     9,722     29,384     24,418     10,698        409          0          0          0      5,850          0          0:    2,978     2,886
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       132:        50        140          0          0         54          0          0          0         60          0          0:      -32       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.4       67.7       56.3       24.7        0.9        0.0        0.0        0.0       13.5        0.0        0.0:      6.9       6.7
Old  :     100.0:      22.4       67.7       56.3       24.7        0.9        0.0        0.0        0.0       13.5        0.0        0.0:      6.9       6.7
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  :        28:        11         15          5          .          4          0          0          0          .          0          0:
Old  :        28:        11         15          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  :                 65.5       67.9       81.4       81.6       65.3       67.7       79.3       79.0
Old  :                 65.5       67.9       81.4       81.6       65.3       67.7       79.3       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE                                                                                                   Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    46,505:     9,786     30,643     27,651      8,208        675        100        538          0      5,470      3,400        175:    2,648     2,866
Old  :    46,505:     9,786     30,643     27,651      8,208        675        100        538          0      5,470      3,400        175:    2,648     2,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       434:       100        440        250          0          0          0          0          0         60          0          0:       24        -6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.0       65.9       59.5       17.6        1.5        0.2        1.2        0.0       11.8        7.3        0.4:      5.7       6.2
Old  :     100.0:      21.0       65.9       59.5       17.6        1.5        0.2        1.2        0.0       11.8        7.3        0.4:      5.7       6.2
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  :        33:        12         17          5          .          .          .          .          0          .          .          .:
Old  :        33:        12         17          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  :                 68.3       63.6       80.8       79.6       67.9       63.0       77.7       76.0
Old  :                 68.3       63.6       80.8       79.6       67.9       63.0       77.7       76.0
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, December 20, 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  :    59,062:    22,134     49,195     30,586      3,795      2,029         75        300        275      1,465      1,250        325:    2,173     1,893
Old  :    59,062:    22,134     49,195     30,586      3,795      2,029         75        300        275      1,465      1,250        325:    2,173     1,893
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,038:         0        600      1,025          0          0          0          0          0          0        425        -50:       63        63
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       83.3       51.8        6.4        3.4        0.1        0.5        0.5        2.5        2.1        0.6:      3.7       3.2
Old  :     100.0:      37.5       83.3       51.8        6.4        3.4        0.1        0.5        0.5        2.5        2.1        0.6:      3.7       3.2
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  :        30:        15         14          4          .          5          .          .          .          .          .          .:
Old  :        30:        15         14          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  :                 67.3       80.8       80.0       89.5       57.7       68.5       67.7       73.4
Old  :                 67.3       80.8       80.0       89.5       57.7       68.5       67.7       73.4
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, December 20, 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  :    54,835:    17,683     44,466     31,088      3,670      1,994          0        325        300      1,190      1,775        420:    2,160     1,885
Old  :    54,835:    17,683     44,466     31,088      3,670      1,994          0        325        300      1,190      1,775        420:    2,160     1,885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,046:         0        600      1,025          0          0          0          0          0          0        425          0:       21        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.2       81.1       56.7        6.7        3.6        0.0        0.6        0.5        2.2        3.2        0.8:      3.9       3.4
Old  :     100.0:      32.2       81.1       56.7        6.7        3.6        0.0        0.6        0.5        2.2        3.2        0.8:      3.9       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  :        30:        15         14          4          .          5          0          .          .          .          .          .:
Old  :        30:        15         14          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  :                 68.8       78.5       80.2       88.4       60.8       66.5       69.2       74.8
Old  :                 68.8       78.5       80.2       88.4       60.8       66.5       69.2       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    19,412:    15,649      2,430          0     13,103        553          0          0          0          0      1,511          0:    3,210     1,815
Old  :    19,412:    15,649      2,430          0     13,103        553          0          0          0          0      1,511          0:    3,210     1,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -20:       -20          0          0          0          0          0          0          0          0        -20          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       12.5        0.0       67.5        2.8        0.0        0.0        0.0        0.0        7.8        0.0:     16.5       9.3
Old  :     100.0:      80.6       12.5        0.0       67.5        2.8        0.0        0.0        0.0        0.0        7.8        0.0:     16.5       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  :        21:        13          6          0          5          .          0          0          0          0          .          0:
Old  :        21:        13          6          0          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  :                 61.0       66.5       75.1       86.2       55.0       64.4       68.4       80.0
Old  :                 61.0       66.5       75.1       86.2       55.0       64.4       68.4       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    18,506:    15,362      1,680          0     13,596        370          0          0          0          0      1,386         25:    2,749     1,449
Old  :    18,506:    15,362      1,680          0     13,596        370          0          0          0          0      1,386         25:    2,749     1,449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       -20:       -20          0          0          0          0          0          0          0          0        -20          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0        9.1        0.0       73.5        2.0        0.0        0.0        0.0        0.0        7.5        0.1:     14.9       7.8
Old  :     100.0:      83.0        9.1        0.0       73.5        2.0        0.0        0.0        0.0        0.0        7.5        0.1:     14.9       7.8
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  :        21:        13          6          0          5          .          0          0          0          0          .          .:
Old  :        21:        13          6          0          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  :                 62.1       71.8       76.7       87.7       60.0       70.5       72.7       83.9
Old  :                 62.1       71.8       76.7       87.7       60.0       70.5       72.7       83.9
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, December 20, 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  :    38,018:    21,611     16,057      2,534     10,326      7,386      2,210          0          0      1,078      1,145        495:    2,704     2,609
Old  :    38,018:    21,611     16,057      2,534     10,326      7,386      2,210          0          0      1,078      1,145        495:    2,704     2,609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       385:       365         90        120        185        -70          0          0          0          0        175         20:      -50       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       42.2        6.7       27.2       19.4        5.8        0.0        0.0        2.8        3.0        1.3:      7.1       6.9
Old  :     100.0:      56.8       42.2        6.7       27.2       19.4        5.8        0.0        0.0        2.8        3.0        1.3:      7.1       6.9
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  :        34:        18         13          .          5          6          .          0          0          .          .          .:
Old  :        34:        18         13          .          5          6          .          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  :                 36.1       53.2       57.5       74.9       30.4       40.1       48.1       52.8
Old  :                 36.1       53.2       57.5       74.9       30.4       40.1       48.1       52.8
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, December 20, 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  :    37,626:    21,020     15,291      2,400     10,514      8,031      2,210          0          0        913        828        630:    2,422     2,332
Old  :    37,626:    21,020     15,291      2,400     10,514      8,031      2,210          0          0        913        828        630:    2,422     2,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       135:        60          0        -62        123         12          0          0          0          0       -125        125:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       40.6        6.4       27.9       21.3        5.9        0.0        0.0        2.4        2.2        1.7:      6.4       6.2
Old  :     100.0:      55.9       40.6        6.4       27.9       21.3        5.9        0.0        0.0        2.4        2.2        1.7:      6.4       6.2
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  :        34:        18         13          .          6          6          .          0          0          .          .          .:
Old  :        34:        18         13          .          6          6          .          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  :                 37.1       51.9       59.6       74.5       28.7       37.5       46.8       51.5
Old  :                 37.1       51.9       59.6       74.5       28.7       37.5       46.8       51.5
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, December 20, 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  :    48,245:    30,607     21,843      2,000     18,120      2,007      1,305          0        410      6,429        720         80:    5,407     5,065
Old  :    48,245:    30,607     21,843      2,000     18,120      2,007      1,305          0        410      6,429        720         80:    5,407     5,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       220:       100        200        -37        323        -83       -100          0          0          0       -200         40:      300       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       45.3        4.1       37.6        4.2        2.7        0.0        0.8       13.3        1.5        0.2:     11.2      10.5
Old  :     100.0:      63.4       45.3        4.1       37.6        4.2        2.7        0.0        0.8       13.3        1.5        0.2:     11.2      10.5
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  :        34:        19          8          .          5          6          .          0          .          .          .          .:
Old  :        34:        19          8          .          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  :                 46.7       66.2       64.5       83.4       42.2       64.2       59.8       73.0
Old  :                 46.7       66.2       64.5       83.4       42.2       64.2       59.8       73.0
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, December 20, 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  :    42,072:    26,086     19,868      2,070     15,342      1,900      2,020          0          0      6,236      1,489         70:    3,690     3,403
Old  :    42,072:    26,086     19,868      2,070     15,342      1,900      2,020          0          0      6,236      1,489         70:    3,690     3,403
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       330:       100        200          0        260        -20       -100          0          0          0       -100          0:      350       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       47.2        4.9       36.5        4.5        4.8        0.0        0.0       14.8        3.5        0.2:      8.8       8.1
Old  :     100.0:      62.0       47.2        4.9       36.5        4.5        4.8        0.0        0.0       14.8        3.5        0.2:      8.8       8.1
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:        19         10          .          4          6          .          0          0          .          .          .:
Old  :        33:        19         10          .          4          6          .          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  :                 45.8       74.1       65.2       88.6       45.8       69.6       62.0       77.7
Old  :                 45.8       74.1       65.2       88.6       45.8       69.6       62.0       77.7
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, December 20, 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  :   197,717:    82,634     96,635     41,499     12,354     13,316        300      6,472        325      6,462     15,464        425:   52,756    52,726
Old  :   197,717:    82,634     96,635     41,499     12,354     13,316        300      6,472        325      6,462     15,464        425:   52,756    52,726
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       461:    -1,151        377      1,443        -20        211          0       -100          0        115        120          0:     -157      -127
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.8       48.9       21.0        6.2        6.7        0.2        3.3        0.2        3.3        7.8        0.2:     26.7      26.7
Old  :     100.0:      41.8       48.9       21.0        6.2        6.7        0.2        3.3        0.2        3.3        7.8        0.2:     26.7      26.7
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  :        48:        25         27          6          .          8          .          .          .          .          4          .:
Old  :        48:        25         27          6          .          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  :                 35.9       28.2       52.0       45.4       26.5       26.1       37.1       35.8
Old  :                 35.9       28.2       52.0       45.4       26.5       26.1       37.1       35.8
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, December 20, 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  :   181,908:    79,584     87,550     31,960     11,073     17,993        300      5,543          0      6,458     14,106        175:   45,438    45,468
Old  :   181,908:    79,584     87,550     31,960     11,073     17,993        300      5,543          0      6,458     14,106        175:   45,438    45,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -198:    -1,136        172        846       -597        216          0       -100          0        -85        120          0:      -39        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.7       48.1       17.6        6.1        9.9        0.2        3.0        0.0        3.6        7.8        0.1:     25.0      25.0
Old  :     100.0:      43.7       48.1       17.6        6.1        9.9        0.2        3.0        0.0        3.6        7.8        0.1:     25.0      25.0
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  :        46:        25         26          5          .          8          .          .          0          .          4          .:
Old  :        46:        25         26          5          .          8          .          .          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  :                 36.6       29.1       53.7       47.2       30.5       26.6       40.0       35.0
Old  :                 36.6       29.1       53.7       47.2       30.5       26.6       40.0       35.0
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, December 20, 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  :    26,125:    17,035     19,340      4,155      2,260      1,120        375          0          0         80          0          0:    3,360     3,405
Old  :    26,125:    17,035     19,340      4,155      2,260      1,120        375          0          0         80          0          0:    3,360     3,405
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       840:       720        470        -25       -400        105          0          0          0       -400          0          0:      440       665
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       74.0       15.9        8.7        4.3        1.4        0.0        0.0        0.3        0.0        0.0:     12.9      13.0
Old  :     100.0:      65.2       74.0       15.9        8.7        4.3        1.4        0.0        0.0        0.3        0.0        0.0:     12.9      13.0
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  :        20:        11         11          .          .          .          .          0          0          .          0          0:
Old  :        20:        11         11          .          .          .          .          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  :                 54.1       69.3       75.0       82.1       50.7       55.7       61.4       62.5
Old  :                 54.1       69.3       75.0       82.1       50.7       55.7       61.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    50,283:    27,512     26,551      7,129      6,570      8,907          0        625          0          0        555         70:    6,665     7,005
Old  :    50,283:    27,512     26,551      7,129      6,570      8,907          0        625          0          0        555         70:    6,665     7,005
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :       120:         0        -62        -10        202        -60          0        -50          0          0       -100          0:      190       190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       52.8       14.2       13.1       17.7        0.0        1.2        0.0        0.0        1.1        0.1:     13.3      13.9
Old  :     100.0:      54.7       52.8       14.2       13.1       17.7        0.0        1.2        0.0        0.0        1.1        0.1:     13.3      13.9
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  :        32:        18         17          5          5          8          0          .          0          0          .          .:
Old  :        32:        18         17          5          5          8          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  :                 52.0       35.4       70.8       56.1       43.3       31.1       52.2       45.1
Old  :                 52.0       35.4       70.8       56.1       43.3       31.1       52.2       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    52,485:    27,599     26,982      4,553      3,912     12,189          0        338        525         45        445         50:    7,524     8,044
Old  :    52,485:    27,599     26,982      4,553      3,912     12,189          0        338        525         45        445         50:    7,524     8,044
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -147:         0         39       -150        -39          3          0        -50          0          0       -100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.6       51.4        8.7        7.5       23.2        0.0        0.6        1.0        0.1        0.8        0.1:     14.3      15.3
Old  :     100.0:      52.6       51.4        8.7        7.5       23.2        0.0        0.6        1.0        0.1        0.8        0.1:     14.3      15.3
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  :        32:        17         18          .          5          7          0          .          .          .          .          .:
Old  :        32:        17         18          .          5          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  :                 51.9       32.5       70.1       54.0       38.8       27.3       46.2       37.5
Old  :                 51.9       32.5       70.1       54.0       38.8       27.3       46.2       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    33,569:    14,130     21,617      9,590        520      5,110          0      1,025         25         25        560        240:    4,449     4,472
Old  :    33,569:    14,130     21,617      9,590        520      5,110          0      1,025         25         25        560        240:    4,449     4,472
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -475:      -125         40       -355          0       -125          0          0          0          0       -520        120:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.1       64.4       28.6        1.5       15.2        0.0        3.1        0.1        0.1        1.7        0.7:     13.3      13.3
Old  :     100.0:      42.1       64.4       28.6        1.5       15.2        0.0        3.1        0.1        0.1        1.7        0.7:     13.3      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  :        30:        16         15          6          .          7          0          .          .          .          .          .:
Old  :        30:        16         15          6          .          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  :                 47.9       52.0       66.6       65.4       35.2       46.1       48.5       53.4
Old  :                 47.9       52.0       66.6       65.4       35.2       46.1       48.5       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    33,138:    13,638     20,320      8,765        255      4,666          0      1,262        125         25        885        240:    5,679     5,385
Old  :    33,138:    13,638     20,320      8,765        255      4,666          0      1,262        125         25        885        240:    5,679     5,385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -231:        60       -130       -699          0        299          0          0          0          0       -520        120:      -11         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.2       61.3       26.4        0.8       14.1        0.0        3.8        0.4        0.1        2.7        0.7:     17.1      16.3
Old  :     100.0:      41.2       61.3       26.4        0.8       14.1        0.0        3.8        0.4        0.1        2.7        0.7:     17.1      16.3
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  :        30:        16         15          6          .          7          0          .          .          .          .          .:
Old  :        30:        16         15          6          .          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  :                 44.3       47.8       62.5       61.2       32.7       44.2       44.6       51.2
Old  :                 44.3       47.8       62.5       61.2       32.7       44.2       44.6       51.2
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, December 20, 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  :   197,612:    99,790     93,951     22,766     30,719     23,184      1,172      1,570        953      3,624      1,152      2,325:   43,798    43,758
Old  :   197,612:    99,790     93,951     22,766     30,719     23,184      1,172      1,570        953      3,624      1,152      2,325:   43,798    43,758
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :     1,264:     2,032      1,314       -827       -359        327        -30         45         30          5        180         -5:     -268      -268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.5       47.5       11.5       15.5       11.7        0.6        0.8        0.5        1.8        0.6        1.2:     22.2      22.1
Old  :     100.0:      50.5       47.5       11.5       15.5       11.7        0.6        0.8        0.5        1.8        0.6        1.2:     22.2      22.1
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  :        46:        23         27          6          4          9          .          .          .          4          .          .:
Old  :        46:        23         27          6          4          9          .          .          .          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  :                 29.4       38.5       43.5       55.1       17.4       30.6       26.5       35.7
Old  :                 29.4       38.5       43.5       55.1       17.4       30.6       26.5       35.7
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, December 20, 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  :   172,923:    85,312     99,881     19,872     11,336     17,264      1,256      1,562        715      7,320      1,161      6,490:   34,694    34,514
Old  :   172,923:    85,312     99,881     19,872     11,336     17,264      1,256      1,562        715      7,320      1,161      6,490:   34,694    34,514
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -449:       832       -158     -1,179       -329         98          0         50          0         30        180        -30:     -200      -260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       57.8       11.5        6.6       10.0        0.7        0.9        0.4        4.2        0.7        3.8:     20.1      20.0
Old  :     100.0:      49.3       57.8       11.5        6.6       10.0        0.7        0.9        0.4        4.2        0.7        3.8:     20.1      20.0
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  :        44:        22         27          6          .          9          .          .          .          .          .          .:
Old  :        44:        22         27          6          .          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  :                 31.7       34.4       47.9       54.1       22.2       28.9       30.3       37.3
Old  :                 31.7       34.4       47.9       54.1       22.2       28.9       30.3       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE                                                                                                     Code-064FOK
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :   100,635:    54,040     58,595     20,700     18,570      8,925      2,280        100          0      2,695      2,450        405:   11,590    11,590
Old  :   100,635:    54,040     58,595     20,700     18,570      8,925      2,280        100          0      2,695      2,450        405:   11,590    11,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -380:        55        355          0       -900          0          0          0          0          0        600       -100:     -335      -335
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       58.2       20.6       18.5        8.9        2.3        0.1        0.0        2.7        2.4        0.4:     11.5      11.5
Old  :     100.0:      53.7       58.2       20.6       18.5        8.9        2.3        0.1        0.0        2.7        2.4        0.4:     11.5      11.5
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  :        21:         9          8          .          4          4          .          .          0          .          .          .:
Old  :        21:         9          8          .          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  :                 62.7       69.2       80.8       83.1       45.0       44.2       52.5       53.6
Old  :                 62.7       69.2       80.8       83.1       45.0       44.2       52.5       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE                                                                                                    Code-064FOL
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    93,240:    50,965     50,890     19,730     16,530      7,540      2,280        100          0          0      5,450          0:   12,725    12,730
Old  :    93,240:    50,965     50,890     19,730     16,530      7,540      2,280        100          0          0      5,450          0:   12,725    12,730
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :      -500:        60        360          0       -900          0          0          0          0          0        600          0:     -560      -560
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       54.6       21.2       17.7        8.1        2.4        0.1        0.0        0.0        5.8        0.0:     13.6      13.7
Old  :     100.0:      54.7       54.6       21.2       17.7        8.1        2.4        0.1        0.0        0.0        5.8        0.0:     13.6      13.7
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  :        20:        10          8          .          .          .          .          .          0          0          .          0:
Old  :        20:        10          8          .          .          .          .          .          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  :                 62.5       65.4       79.4       81.9       47.7       48.0       56.5       58.5
Old  :                 62.5       65.4       79.4       81.9       47.7       48.0       56.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV                                                                                           Code-064IBM
Disaggregated Commitments of Traders - Options and Futures Combined, December 20, 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  :    11,635:     6,710      7,475      2,000      1,200      1,125      1,600          0        125          0      1,640          0:       75        70
Old  :    11,635:     6,710      7,475      2,000      1,200      1,125      1,600          0        125          0      1,640          0:       75        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2022                                                                :
     :         0:         0       -130          0        130          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       64.2       17.2       10.3        9.7       13.8        0.0        1.1        0.0       14.1        0.0:      0.6       0.6
Old  :     100.0:      57.7       64.2       17.2       10.3        9.7       13.8        0.0        1.1        0.0       14.1        0.0:      0.6       0.6
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  :        20:         8         11          .          .          .          .          0          .          0          .          0:
Old  :        20:         8         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  :                 59.5       63.7       86.0       92.3       53.9       47.5       66.1       61.4
Old  :                 59.5       63.7       86.0       92.3       53.9       47.5       66.1       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 23, 2022