Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 34,205 : : Positions : : 25,877 29,447 2,497 0 2,597 1,406 758 670 755 363 370 : : : : Changes from: January 11, 2022 : : 172 277 -176 0 -8 56 50 100 25 -268 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 86.1 7.3 0.0 7.6 4.1 2.2 2.0 2.2 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 26,293 : : Positions : : 23,131 20,189 0 3,389 1,125 92 595 480 910 50 430 : : : : Changes from: January 11, 2022 : : 123 48 0 210 90 92 -8 -57 135 -70 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 76.8 0.0 12.9 4.3 0.3 2.3 1.8 3.5 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 201,927 : : Positions : : 110,975 153,164 6,196 15,266 28,528 21,298 0 513 29,864 1,567 2,709 : : : : Changes from: January 11, 2022 : : -3,496 1,956 -212 -1,323 493 -1,105 0 180 5,495 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 75.9 3.1 7.6 14.1 10.5 0.0 0.3 14.8 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 26 31 . 5 8 7 0 . 9 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,413 : : Positions : : 58,539 39,702 1,936 7,584 2,274 0 11,388 284 0 2,097 1,014 : : : : Changes from: January 11, 2022 : : 501 895 45 -1,305 300 0 985 -25 0 19 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 61.6 3.0 11.8 3.5 0.0 17.7 0.4 0.0 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 20 . . . 0 7 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 40,232 : : Positions : : 36,137 30,626 828 1,792 2,270 0 971 405 0 3,602 362 : : : : Changes from: January 11, 2022 : : 165 1,065 -330 -1,145 360 0 250 50 0 -335 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 76.1 2.1 4.5 5.6 0.0 2.4 1.0 0.0 9.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 42,733 : : Positions : : 23,550 16,438 3,102 14,678 5,376 10,140 228 0 0 5,348 227 : : : : Changes from: January 11, 2022 : : 316 -125 -40 311 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 38.5 7.3 34.3 12.6 23.7 0.5 0.0 0.0 12.5 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 19 5 . 7 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 50,889 : : Positions : : 37,338 18,861 1,454 20,511 5,618 5,038 76 600 65 4,575 371 : : : : Changes from: January 11, 2022 : : 917 251 -30 674 -27 75 0 0 -38 -98 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 37.1 2.9 40.3 11.0 9.9 0.1 1.2 0.1 9.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 16 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 66,925 : : Positions : : 37,557 26,527 27,131 32,062 789 0 0 0 419 6,433 674 : : : : Changes from: January 11, 2022 : : 106 20 -11 80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 39.6 40.5 47.9 1.2 0.0 0.0 0.0 0.6 9.6 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 84,963 : : Positions : : 49,621 26,990 31,733 48,768 1,238 0 30 0 1,143 7,382 548 : : : : Changes from: January 11, 2022 : : 21 -175 28 245 -4 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 31.8 37.3 57.4 1.5 0.0 0.0 0.0 1.3 8.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 4 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,378 : : Positions : : 18,035 25,984 8,357 0 936 0 0 0 0 125 0 : : : : Changes from: January 11, 2022 : : 55 -50 -65 0 10 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 94.9 30.5 0.0 3.4 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 39,252 : : Positions : : 30,343 25,163 3,387 7,273 5,316 100 1,500 0 0 0 0 : : : : Changes from: January 11, 2022 : : 225 1,175 30 -920 1,180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 64.1 8.6 18.5 13.5 0.3 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 30,803 : : Positions : : 22,448 21,348 3,750 2,760 3,855 0 600 0 500 2,230 10 : : : : Changes from: January 11, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 69.3 12.2 9.0 12.5 0.0 1.9 0.0 1.6 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 127,052 : : Positions : : 73,404 79,552 16,846 7,633 23,029 4,501 2,285 3,754 2,169 7,915 2,742 : : : : Changes from: January 11, 2022 : : 1,621 722 -891 478 826 59 247 115 283 -396 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 62.6 13.3 6.0 18.1 3.5 1.8 3.0 1.7 6.2 2.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 31 . . 5 7 . 4 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 35,242 : : Positions : : 31,023 20,923 1,584 11,101 1,862 0 0 0 0 1,200 0 : : : : Changes from: January 11, 2022 : : 0 385 385 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 59.4 4.5 31.5 5.3 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 32,938 : : Positions : : 27,159 20,339 3,109 9,346 1,897 0 0 0 0 1,200 0 : : : : Changes from: January 11, 2022 : : 0 385 385 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 61.7 9.4 28.4 5.8 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 39,734 : : Positions : : 15,645 23,695 18,145 5,190 5,309 0 4,351 439 0 750 0 : : : : Changes from: January 11, 2022 : : -1,204 -104 0 -1,100 99 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 59.6 45.7 13.1 13.4 0.0 11.0 1.1 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 34,273 : : Positions : : 13,962 22,797 13,232 2,462 5,676 1,136 2,907 71 0 0 0 : : : : Changes from: January 11, 2022 : : -1,276 -176 0 -1,100 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 66.5 38.6 7.2 16.6 3.3 8.5 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 70,567 : : Positions : : 38,957 45,421 9,196 4,654 17,361 575 1,136 107 3,975 1,175 30 : : : : Changes from: January 11, 2022 : : -145 -1,530 -1,485 0 1,185 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 64.4 13.0 6.6 24.6 0.8 1.6 0.2 5.6 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 33,741 : : Positions : : 22,592 32,191 9,621 50 1,086 50 0 0 0 50 0 : : : : Changes from: January 11, 2022 : : 5 -45 -10 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 95.4 28.5 0.1 3.2 0.1 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 5 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 47,927 : : Positions : : 37,871 34,947 3,969 7,145 5,331 475 475 0 0 0 0 : : : : Changes from: January 11, 2022 : : 235 1,220 20 -805 1,180 50 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 72.9 8.3 14.9 11.1 1.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . 5 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,146 : : Positions : : 27,492 37,912 12,410 5,247 722 180 0 0 2,668 0 25 : : : : Changes from: January 11, 2022 : : 210 285 0 -25 25 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 85.9 28.1 11.9 1.6 0.4 0.0 0.0 6.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 12 . 5 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,118 : : Positions : : 33,068 37,879 11,006 8,954 1,588 0 350 0 2,933 0 167 : : : : Changes from: January 11, 2022 : : 60 100 0 0 0 0 10 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 77.1 22.4 18.2 3.2 0.0 0.7 0.0 6.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 4 . 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 75,605 : : Positions : : 61,348 65,660 12,263 8,133 576 0 32 24 401 420 610 : : : : Changes from: January 11, 2022 : : 481 -53 35 600 -9 0 0 0 24 -10 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 86.8 16.2 10.8 0.8 0.0 0.0 0.0 0.5 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 98,901 : : Positions : : 80,270 85,055 14,123 10,873 718 1,025 595 0 1,220 427 926 : : : : Changes from: January 11, 2022 : : 517 582 170 -3 5 25 16 0 -10 70 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 86.0 14.3 11.0 0.7 1.0 0.6 0.0 1.2 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 27 5 . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 51,993 : : Positions : : 39,394 49,348 9,909 600 620 854 550 126 227 275 455 : : : : Changes from: January 11, 2022 : : 100 225 -100 0 25 50 0 0 50 -125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.9 19.1 1.2 1.2 1.6 1.1 0.2 0.4 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 44,151 : : Positions : : 32,234 42,261 11,186 600 360 0 150 0 0 540 230 : : : : Changes from: January 11, 2022 : : 68 78 865 0 0 0 0 0 -585 270 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 95.7 25.3 1.4 0.8 0.0 0.3 0.0 0.0 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 40,591 : : Positions : : 28,558 28,932 4,204 3,237 7,221 0 280 0 0 846 0 : : : : Changes from: January 11, 2022 : : 1,384 88 0 1,212 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 71.3 10.4 8.0 17.8 0.0 0.7 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 41,615 : : Positions : : 29,351 30,884 9,187 5,315 2,007 175 2,414 0 574 503 48 : : : : Changes from: January 11, 2022 : : 1,128 106 17 1,158 45 35 -2 0 2 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 74.2 22.1 12.8 4.8 0.4 5.8 0.0 1.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 6 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 12,957 : : Positions : : 7,219 11,022 4,427 591 280 0 780 0 0 0 0 : : : : Changes from: January 11, 2022 : : 0 1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 85.1 34.2 4.6 2.2 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 23,250 : : Positions : : 19,584 15,694 2,520 6,123 90 205 957 0 3 0 52 : : : : Changes from: January 11, 2022 : : -39 -87 0 0 0 -90 5 0 3 -42 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.5 10.8 26.3 0.4 0.9 4.1 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . 4 . . 4 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 29,430 : : Positions : : 19,889 20,851 6,310 4,243 1,659 102 2,216 0 1,097 55 45 : : : : Changes from: January 11, 2022 : : 311 265 7 0 10 0 -6 0 114 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 70.8 21.4 14.4 5.6 0.3 7.5 0.0 3.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 16 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 22,856 : : Positions : : 14,703 17,690 3,195 436 1,747 2,545 1,702 0 480 763 10 : : : : Changes from: January 11, 2022 : : 164 291 -47 -185 184 0 10 0 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 77.4 14.0 1.9 7.6 11.1 7.4 0.0 2.1 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 15,142 : : Positions : : 5,740 14,324 7,620 0 642 23 0 102 889 0 39 : : : : Changes from: January 11, 2022 : : 430 318 -150 0 600 0 0 0 43 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 94.6 50.3 0.0 4.2 0.2 0.0 0.7 5.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 16,690 : : Positions : : 6,031 16,665 9,957 0 0 0 0 0 653 0 25 : : : : Changes from: January 11, 2022 : : 0 25 0 0 0 0 0 0 23 -2 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 99.9 59.7 0.0 0.0 0.0 0.0 0.0 3.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 14,560 : : Positions : : 3,681 9,950 9,621 3,575 935 60 0 0 0 0 0 : : : : Changes from: January 11, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 68.3 66.1 24.6 6.4 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 7,651 : : Positions : : 2,696 5,600 3,412 570 1,276 60 0 0 0 0 0 : : : : Changes from: January 11, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 73.2 44.6 7.5 16.7 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 5 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 46,342 : : Positions : : 18,450 15,872 22,325 28,175 2,195 0 100 0 3,160 0 0 : : : : Changes from: January 11, 2022 : : -10 -25 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 34.2 48.2 60.8 4.7 0.0 0.2 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 5 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,472 : : Positions : : 19,160 15,632 25,195 31,975 1,865 0 0 0 3,040 0 0 : : : : Changes from: January 11, 2022 : : -110 -125 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 31.6 50.9 64.6 3.8 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 92,273 : : Positions : : 70,667 65,091 12,185 18,880 5,706 614 0 100 1,406 1,369 1,002 : : : : Changes from: January 11, 2022 : : 1,164 -24 -1,255 -36 1,129 50 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 70.5 13.2 20.5 6.2 0.7 0.0 0.1 1.5 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 109,334 : : Positions : : 89,019 73,404 6,561 23,799 9,002 299 112 593 2,366 1,150 1,155 : : : : Changes from: January 11, 2022 : : 943 189 0 462 83 10 -70 70 -275 70 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 67.1 6.0 21.8 8.2 0.3 0.1 0.5 2.2 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 24 . 7 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 601,844 : : Positions : : 365,995 423,630 17,294 17,647 86,377 26,962 5,373 41,986 36,902 1,039 25,470 : : : : Changes from: January 11, 2022 : : 764 6,928 753 267 1,158 -1,488 1,222 1,350 8,011 -194 -2,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 70.4 2.9 2.9 14.4 4.5 0.9 7.0 6.1 0.2 4.2 : : : : Number of Traders in Each Category Total Traders: 93 : : 42 43 . 5 7 13 6 9 17 . 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 11,460 : : Positions : : 6,350 8,520 1,890 1,900 950 710 0 0 515 0 0 : : : : Changes from: January 11, 2022 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 74.3 16.5 16.6 8.3 6.2 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 9,882 : : Positions : : 5,242 6,872 2,060 1,760 1,160 110 0 0 515 0 0 : : : : Changes from: January 11, 2022 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 69.5 20.8 17.8 11.7 1.1 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 37,932 : : Positions : : 31,660 30,217 1,075 6,430 0 3,647 0 300 390 525 0 : : : : Changes from: January 11, 2022 : : 1,140 1,887 500 620 -190 662 0 125 235 350 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 79.7 2.8 17.0 0.0 9.6 0.0 0.8 1.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 18 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 36,818 : : Positions : : 24,300 18,658 1,200 1,830 7,025 700 3,390 725 1,800 4,260 910 : : : : Changes from: January 11, 2022 : : 75 50 -50 0 25 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 50.7 3.3 5.0 19.1 1.9 9.2 2.0 4.9 11.6 2.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 35,206 : : Positions : : 18,050 21,685 7,620 1,996 6,405 1,715 4,715 0 1,400 225 0 : : : : Changes from: January 11, 2022 : : -389 150 0 -539 0 -5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 61.6 21.6 5.7 18.2 4.9 13.4 0.0 4.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 85,255 : : Positions : : 57,685 63,316 20,989 15,315 1,251 0 700 0 745 0 0 : : : : Changes from: January 11, 2022 : : 160 337 0 -177 72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 74.3 24.6 18.0 1.5 0.0 0.8 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,455 : : Positions : : 45,016 47,729 16,327 14,244 1,181 0 0 0 515 0 0 : : : : Changes from: January 11, 2022 : : -490 -418 0 -72 72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 69.7 23.9 20.8 1.7 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 27,908 : : Positions : : 12,765 13,952 11,049 8,361 164 460 1,434 1,156 0 348 192 : : : : Changes from: January 11, 2022 : : -75 100 75 0 -14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 50.0 39.6 30.0 0.6 1.6 5.1 4.1 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 20,928 : : Positions : : 9,296 10,886 8,705 2,700 840 0 4,303 60 336 468 0 : : : : Changes from: January 11, 2022 : : -75 100 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 52.0 41.6 12.9 4.0 0.0 20.6 0.3 1.6 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 98,970 : : Positions : : 34,170 44,852 32,567 31,709 3,382 12,010 900 0 0 1,083 0 : : : : Changes from: January 11, 2022 : : 64 -300 -64 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 45.3 32.9 32.0 3.4 12.1 0.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 100,533 : : Positions : : 33,884 46,027 23,953 28,668 3,760 11,840 900 0 6,010 424 335 : : : : Changes from: January 11, 2022 : : 64 0 -64 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 45.8 23.8 28.5 3.7 11.8 0.9 0.0 6.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,005 : : Positions : : 13,595 8,635 3,225 360 1,780 0 7,320 200 445 1,455 0 : : : : Changes from: January 11, 2022 : : 185 605 645 360 -15 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 37.5 14.0 1.6 7.7 0.0 31.8 0.9 1.9 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 7 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,005 : : Positions : : 13,595 8,675 3,265 360 1,715 0 7,320 200 445 1,455 0 : : : : Changes from: January 11, 2022 : : 185 605 645 360 -15 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 37.7 14.2 1.6 7.5 0.0 31.8 0.9 1.9 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 7 4 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 26,616 : : Positions : : 19,295 10,735 80 12,728 1,140 3,050 50 0 1,088 0 750 : : : : Changes from: January 11, 2022 : : -145 -145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 40.3 0.3 47.8 4.3 11.5 0.2 0.0 4.1 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 5 . 4 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 21,216 : : Positions : : 14,016 9,460 193 8,646 1,618 3,075 0 50 822 0 750 : : : : Changes from: January 11, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 44.6 0.9 40.8 7.6 14.5 0.0 0.2 3.9 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 6 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 51,039 : : Positions : : 13,640 35,090 28,310 13,215 50 3,460 125 0 3,080 0 0 : : : : Changes from: January 11, 2022 : : 0 200 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 68.8 55.5 25.9 0.1 6.8 0.2 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 54,164 : : Positions : : 12,519 34,459 31,930 11,015 0 4,330 125 0 3,080 6,000 0 : : : : Changes from: January 11, 2022 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 63.6 59.0 20.3 0.0 8.0 0.2 0.0 5.7 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 4 . 0 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 56,715 : : Positions : : 19,920 50,110 21,640 1,325 2,190 3,970 500 300 5,820 0 335 : : : : Changes from: January 11, 2022 : : 370 780 110 600 -300 0 0 0 120 -780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 88.4 38.2 2.3 3.9 7.0 0.9 0.5 10.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 5 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 54,155 : : Positions : : 17,955 47,515 21,490 825 2,320 3,840 500 350 5,140 540 280 : : : : Changes from: January 11, 2022 : : 370 780 110 600 -560 0 0 0 0 -900 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 87.7 39.7 1.5 4.3 7.1 0.9 0.6 9.5 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 59,955 : : Positions : : 24,350 37,450 4,090 8,605 6,950 17,970 0 0 685 1,150 1,225 : : : : Changes from: January 11, 2022 : : -1,225 760 1,325 -60 -780 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 62.5 6.8 14.4 11.6 30.0 0.0 0.0 1.1 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 4 . 5 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 59,350 : : Positions : : 24,415 36,775 4,595 8,980 6,855 17,845 0 0 110 1,150 1,225 : : : : Changes from: January 11, 2022 : : -1,000 960 1,300 -60 -385 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 62.0 7.7 15.1 11.6 30.1 0.0 0.0 0.2 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . 4 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 46,585 : : Positions : : 26,723 25,950 3,572 11,508 344 8,800 2,225 436 1,090 650 925 : : : : Changes from: January 11, 2022 : : 175 -25 -90 0 103 0 110 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 55.7 7.7 24.7 0.7 18.9 4.8 0.9 2.3 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 41,360 : : Positions : : 23,987 24,983 3,538 7,564 996 6,525 2,225 436 1,015 475 825 : : : : Changes from: January 11, 2022 : : 175 -25 -90 0 106 0 110 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 60.4 8.6 18.3 2.4 15.8 5.4 1.1 2.5 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 9 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 214,222 : : Positions : : 119,402 98,918 29,622 9,932 9,303 0 31,922 45 1,737 10,029 733 : : : : Changes from: January 11, 2022 : : 6,280 3,373 -1,525 217 3,067 0 -110 0 -1,200 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 46.2 13.8 4.6 4.3 0.0 14.9 0.0 0.8 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 201,350 : : Positions : : 112,600 93,917 21,737 3,812 15,587 0 29,710 240 2,397 9,335 573 : : : : Changes from: January 11, 2022 : : 5,405 2,623 -1,400 217 2,994 0 -110 0 -1,200 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 46.6 10.8 1.9 7.7 0.0 14.8 0.1 1.2 4.6 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 . 4 6 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 40,910 : : Positions : : 18,170 18,365 16,550 550 1,250 2,625 18,440 600 0 0 0 : : : : Changes from: January 11, 2022 : : 540 720 -60 0 540 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 44.9 40.5 1.3 3.1 6.4 45.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 49,291 : : Positions : : 15,513 27,927 12,433 3,473 10,968 3,450 0 50 0 300 0 : : : : Changes from: January 11, 2022 : : -500 380 -390 -475 640 625 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 56.7 25.2 7.0 22.3 7.0 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 5 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 47,040 : : Positions : : 10,945 28,125 16,835 3,185 8,345 3,520 0 615 0 300 0 : : : : Changes from: January 11, 2022 : : 480 535 -115 25 0 625 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 59.8 35.8 6.8 17.7 7.5 0.0 1.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 16 5 . 5 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 40,413 : : Positions : : 20,965 21,645 6,075 4,105 4,980 2,275 4,275 24 300 0 0 : : : : Changes from: January 11, 2022 : : 450 370 120 -100 -595 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 53.6 15.0 10.2 12.3 5.6 10.6 0.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 44,579 : : Positions : : 16,620 22,784 1,535 4,100 7,070 14,050 5,625 0 300 0 0 : : : : Changes from: January 11, 2022 : : 285 5 120 100 -370 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 51.1 3.4 9.2 15.9 31.5 12.6 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 263,747 : : Positions : : 152,217 154,786 14,748 29,214 21,105 15,962 860 6,780 1,995 382 3,603 : : : : Changes from: January 11, 2022 : : 1,664 1,562 -1,201 526 1,346 -625 0 625 545 -1,505 1,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 58.7 5.6 11.1 8.0 6.1 0.3 2.6 0.8 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 24 . 4 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 200,944 : : Positions : : 109,909 120,418 10,831 17,990 16,223 5,975 175 11,863 12,995 632 25 : : : : Changes from: January 11, 2022 : : 1,225 1,690 -620 -315 582 -625 0 622 2,100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 59.9 5.4 9.0 8.1 3.0 0.1 5.9 6.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 4 . 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 26,975 : : Positions : : 18,030 510 3,985 21,025 2,195 50 675 0 445 0 105 : : : : Changes from: January 11, 2022 : : 0 0 1,200 960 -460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 1.9 14.8 77.9 8.1 0.2 2.5 0.0 1.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 18, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 26,760 : : Positions : : 17,530 515 4,590 20,420 2,195 50 675 0 0 260 300 : : : : Changes from: January 11, 2022 : : 0 0 1,200 960 -460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 1.9 17.2 76.3 8.2 0.2 2.5 0.0 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . . . . . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 21, 2022