Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 14,928 : : Positions : : 11,715 11,747 647 905 1,654 0 0 0 28 38 186 : : : : Changes from: March 8, 2022 : : -309 -469 12 97 -164 0 0 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 78.7 4.3 6.1 11.1 0.0 0.0 0.0 0.2 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 35,775 : : Positions : : 26,685 29,880 2,571 0 2,775 1,817 1,293 1,193 582 478 152 : : : : Changes from: March 8, 2022 : : 482 668 230 0 -125 6 125 19 75 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 83.5 7.2 0.0 7.8 5.1 3.6 3.3 1.6 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 25,121 : : Positions : : 21,716 17,667 0 4,566 1,408 880 663 512 205 0 280 : : : : Changes from: March 8, 2022 : : 455 10 0 380 -51 -25 150 25 110 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 70.3 0.0 18.2 5.6 3.5 2.6 2.0 0.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 192,665 : : Positions : : 95,523 148,452 4,475 12,922 24,859 13,076 250 1,427 50,683 2,397 1,945 : : : : Changes from: March 8, 2022 : : -197 1,365 122 318 -244 175 250 -305 801 -582 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 77.1 2.3 6.7 12.9 6.8 0.1 0.7 26.3 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 26 32 . 5 7 7 . 5 5 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 75,168 : : Positions : : 65,331 45,226 1,574 6,503 4,234 1,362 15,900 381 460 1,296 1,538 : : : : Changes from: March 8, 2022 : : 16 511 3 -97 153 -57 -118 -23 190 -142 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 60.2 2.1 8.7 5.6 1.8 21.2 0.5 0.6 1.7 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 20 . . . 5 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 53,265 : : Positions : : 48,209 42,228 1,148 2,308 1,891 0 2,931 258 192 2,181 1,348 : : : : Changes from: March 8, 2022 : : 494 415 0 -85 35 0 38 21 -165 -33 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 79.3 2.2 4.3 3.6 0.0 5.5 0.5 0.4 4.1 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 41,928 : : Positions : : 21,264 17,071 2,888 11,111 6,751 9,890 0 0 676 6,541 324 : : : : Changes from: March 8, 2022 : : 544 244 20 30 110 0 0 0 -89 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 40.7 6.9 26.5 16.1 23.6 0.0 0.0 1.6 15.6 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 4 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 52,495 : : Positions : : 35,550 18,673 1,658 19,762 7,374 4,839 260 605 1,437 5,128 389 : : : : Changes from: March 8, 2022 : : 444 830 32 -210 210 102 -5 5 -183 18 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 35.6 3.2 37.6 14.0 9.2 0.5 1.2 2.7 9.8 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 16 . 6 7 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 66,340 : : Positions : : 38,389 23,816 25,797 31,500 869 0 0 0 444 9,331 264 : : : : Changes from: March 8, 2022 : : -212 -21 120 40 0 0 0 0 -40 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 35.9 38.9 47.5 1.3 0.0 0.0 0.0 0.7 14.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 83,874 : : Positions : : 51,006 24,695 30,039 46,613 866 50 300 0 1,205 10,805 125 : : : : Changes from: March 8, 2022 : : 113 50 120 183 0 0 0 0 -40 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 29.4 35.8 55.6 1.0 0.1 0.4 0.0 1.4 12.9 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 19 4 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 24,478 : : Positions : : 15,449 23,024 8,124 25 869 0 0 0 0 275 0 : : : : Changes from: March 8, 2022 : : 490 510 20 0 -17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 94.1 33.2 0.1 3.6 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 38,147 : : Positions : : 27,625 26,425 3,440 6,182 5,530 1,422 0 0 50 0 0 : : : : Changes from: March 8, 2022 : : -930 -1,125 75 270 825 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.3 9.0 16.2 14.5 3.7 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 33,297 : : Positions : : 24,327 20,972 4,375 2,520 3,835 0 3,600 0 500 2,310 60 : : : : Changes from: March 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 63.0 13.1 7.6 11.5 0.0 10.8 0.0 1.5 6.9 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 31,625 : : Positions : : 24,015 20,615 2,250 2,610 4,600 0 3,600 0 550 0 0 : : : : Changes from: March 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 65.2 7.1 8.3 14.5 0.0 11.4 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 137,873 : : Positions : : 80,147 88,863 16,026 11,352 22,221 6,931 0 5,401 3,582 6,946 2,819 : : : : Changes from: March 8, 2022 : : 2,969 2,074 1,148 2,277 -1,535 474 0 -28 43 260 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 64.5 11.6 8.2 16.1 5.0 0.0 3.9 2.6 5.0 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 33 . . 5 10 0 4 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 36,534 : : Positions : : 29,464 21,793 5,232 12,329 1,096 0 0 0 0 1,000 0 : : : : Changes from: March 8, 2022 : : -100 200 300 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 59.7 14.3 33.7 3.0 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 33,953 : : Positions : : 25,815 21,309 6,632 10,564 764 0 0 0 0 1,000 0 : : : : Changes from: March 8, 2022 : : -100 200 300 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 62.8 19.5 31.1 2.3 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 37,043 : : Positions : : 14,865 22,551 15,658 2,754 6,053 0 4,782 253 0 650 0 : : : : Changes from: March 8, 2022 : : 52 265 -132 -525 361 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 60.9 42.3 7.4 16.3 0.0 12.9 0.7 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 32,265 : : Positions : : 13,077 21,663 12,005 1,071 6,334 495 2,857 140 0 200 0 : : : : Changes from: March 8, 2022 : : 40 253 243 -150 55 -180 0 89 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 67.1 37.2 3.3 19.6 1.5 8.9 0.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 4 . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 82,540 : : Positions : : 47,523 53,222 12,212 10,949 15,041 3,525 435 176 2,307 1,450 636 : : : : Changes from: March 8, 2022 : : 3,454 2,276 1,407 2,685 -967 0 -180 89 -50 300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 64.5 14.8 13.3 18.2 4.3 0.5 0.2 2.8 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 . . 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 32,225 : : Positions : : 21,111 30,360 9,710 0 1,172 0 200 0 50 150 0 : : : : Changes from: March 8, 2022 : : 422 450 28 0 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 94.2 30.1 0.0 3.6 0.0 0.6 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 46,931 : : Positions : : 33,268 34,089 3,709 7,167 5,572 4,052 0 0 0 50 0 : : : : Changes from: March 8, 2022 : : -606 1,049 15 -195 912 1,440 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 72.6 7.9 15.3 11.9 8.6 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 41,094 : : Positions : : 26,565 35,165 10,067 4,692 1,051 375 0 0 2,557 0 6 : : : : Changes from: March 8, 2022 : : 761 1,546 300 -385 216 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 85.6 24.5 11.4 2.6 0.9 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 4 4 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 43,568 : : Positions : : 29,560 33,935 8,815 7,742 1,649 175 0 0 3,029 50 12 : : : : Changes from: March 8, 2022 : : 462 1,007 50 -496 204 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 77.9 20.2 17.8 3.8 0.4 0.0 0.0 7.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 12 4 . 6 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 72,479 : : Positions : : 59,514 55,508 10,644 14,632 997 0 0 0 91 404 786 : : : : Changes from: March 8, 2022 : : 2,880 2,909 -175 -41 40 0 0 0 -125 -274 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 76.6 14.7 20.2 1.4 0.0 0.0 0.0 0.1 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 6 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 96,163 : : Positions : : 78,647 73,828 11,602 17,582 1,414 1,330 20 989 675 1,280 931 : : : : Changes from: March 8, 2022 : : 2,114 1,513 -382 80 65 455 -24 204 -121 574 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 76.8 12.1 18.3 1.5 1.4 0.0 1.0 0.7 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 24 6 4 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 51,959 : : Positions : : 37,342 49,861 12,068 500 400 421 445 413 600 0 340 : : : : Changes from: March 8, 2022 : : 425 525 275 0 -120 75 -75 0 -325 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 96.0 23.2 1.0 0.8 0.8 0.9 0.8 1.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 16 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 43,636 : : Positions : : 31,658 41,136 11,427 500 360 0 150 0 0 1,490 0 : : : : Changes from: March 8, 2022 : : 50 410 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 94.3 26.2 1.1 0.8 0.0 0.3 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 38,241 : : Positions : : 27,752 27,969 3,841 2,602 6,400 0 375 0 0 635 0 : : : : Changes from: March 8, 2022 : : 177 -496 -175 400 -100 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 73.1 10.0 6.8 16.7 0.0 1.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 5 . 6 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 40,506 : : Positions : : 26,797 30,356 10,886 5,319 1,504 125 2,475 290 50 252 0 : : : : Changes from: March 8, 2022 : : 396 -494 305 682 -290 125 500 290 0 -49 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 74.9 26.9 13.1 3.7 0.3 6.1 0.7 0.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 22,812 : : Positions : : 19,384 15,437 2,727 6,510 0 32 250 0 212 0 0 : : : : Changes from: March 8, 2022 : : 2,651 1,850 10 1,002 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 67.7 12.0 28.5 0.0 0.1 1.1 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 4 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 26,559 : : Positions : : 18,285 20,709 4,614 2,283 2,176 300 1,023 27 850 27 45 : : : : Changes from: March 8, 2022 : : 453 244 -103 -127 262 0 25 -10 7 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 78.0 17.4 8.6 8.2 1.1 3.9 0.1 3.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 21,477 : : Positions : : 12,377 16,833 3,449 561 2,066 2,610 865 0 420 802 10 : : : : Changes from: March 8, 2022 : : 456 130 35 5 25 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 78.4 16.1 2.6 9.6 12.2 4.0 0.0 2.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 14,776 : : Positions : : 5,293 13,974 7,374 0 729 544 0 1 765 0 50 : : : : Changes from: March 8, 2022 : : 226 -102 -228 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 94.6 49.9 0.0 4.9 3.7 0.0 0.0 5.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 15,997 : : Positions : : 6,290 15,993 9,001 0 0 0 0 0 682 0 4 : : : : Changes from: March 8, 2022 : : 0 -75 -75 0 0 0 0 0 0 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 100.0 56.3 0.0 0.0 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,496 : : Positions : : 5,305 11,250 8,413 2,955 1,266 0 0 0 0 0 0 : : : : Changes from: March 8, 2022 : : 100 0 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 72.6 54.3 19.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 10,565 : : Positions : : 4,270 8,830 4,505 313 1,302 0 0 0 0 0 0 : : : : Changes from: March 8, 2022 : : 100 0 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 83.6 42.6 3.0 12.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 5 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 44,048 : : Positions : : 16,608 14,278 22,605 27,965 1,805 0 0 0 2,880 0 0 : : : : Changes from: March 8, 2022 : : -70 -1,050 -700 280 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 32.4 51.3 63.5 4.1 0.0 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 47,233 : : Positions : : 17,318 13,918 25,195 31,565 1,750 0 0 0 2,820 0 0 : : : : Changes from: March 8, 2022 : : -70 -1,050 -700 280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 29.5 53.3 66.8 3.7 0.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 5 . 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 92,418 : : Positions : : 65,971 72,355 13,772 14,886 3,968 170 431 264 7,783 285 87 : : : : Changes from: March 8, 2022 : : 360 2,369 1,430 -153 -989 30 100 -10 395 8 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 78.3 14.9 16.1 4.3 0.2 0.5 0.3 8.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 110,800 : : Positions : : 81,840 81,324 13,517 23,528 3,985 69 281 674 10,461 919 23 : : : : Changes from: March 8, 2022 : : 120 2,051 1,577 -65 -93 0 0 0 374 100 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 73.4 12.2 21.2 3.6 0.1 0.3 0.6 9.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 25 . 6 7 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 630,493 : : Positions : : 348,269 439,096 19,178 8,150 96,522 23,681 6,712 52,993 64,391 1,924 24,912 : : : : Changes from: March 8, 2022 : : 1,544 6,960 -276 -1,700 474 1,343 214 -482 2,497 -537 788 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 69.6 3.0 1.3 15.3 3.8 1.1 8.4 10.2 0.3 4.0 : : : : Number of Traders in Each Category Total Traders: 90 : : 37 41 6 . 7 13 4 9 13 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 19,168 : : Positions : : 12,476 10,383 1,840 8,505 235 590 0 0 2,942 0 0 : : : : Changes from: March 8, 2022 : : 0 -120 -105 15 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 54.2 9.6 44.4 1.2 3.1 0.0 0.0 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,331 : : Positions : : 10,935 8,810 2,040 7,301 175 0 0 0 2,246 0 0 : : : : Changes from: March 8, 2022 : : 0 -120 -120 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 53.9 12.5 44.7 1.1 0.0 0.0 0.0 13.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 35,195 : : Positions : : 30,775 27,505 0 6,685 245 3,080 0 100 540 170 15 : : : : Changes from: March 8, 2022 : : -995 -1,185 0 125 85 10 -35 0 -5 125 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 78.2 0.0 19.0 0.7 8.8 0.0 0.3 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 43,650 : : Positions : : 28,960 27,037 4,182 1,600 4,893 780 1,970 2,425 1,710 5,115 610 : : : : Changes from: March 8, 2022 : : 1,504 1,599 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 61.9 9.6 3.7 11.2 1.8 4.5 5.6 3.9 11.7 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 31,385 : : Positions : : 14,670 20,140 7,820 465 6,435 1,550 4,115 0 900 50 0 : : : : Changes from: March 8, 2022 : : 225 85 -150 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 64.2 24.9 1.5 20.5 4.9 13.1 0.0 2.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 86,257 : : Positions : : 58,375 60,906 21,712 19,460 1,065 0 700 0 695 0 0 : : : : Changes from: March 8, 2022 : : 618 1,288 1,060 390 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 70.6 25.2 22.6 1.2 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 71,344 : : Positions : : 46,842 47,062 17,590 17,819 1,250 0 0 0 475 0 0 : : : : Changes from: March 8, 2022 : : 626 1,041 960 545 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 66.0 24.7 25.0 1.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 24,627 : : Positions : : 12,651 11,081 6,792 7,965 525 1,054 714 995 0 258 192 : : : : Changes from: March 8, 2022 : : -462 198 10 200 0 0 -850 710 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 45.0 27.6 32.3 2.1 4.3 2.9 4.0 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 18,216 : : Positions : : 9,525 8,073 4,751 2,860 1,170 0 3,160 240 280 408 0 : : : : Changes from: March 8, 2022 : : -271 29 0 200 0 0 -500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 44.3 26.1 15.7 6.4 0.0 17.3 1.3 1.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 96,067 : : Positions : : 31,968 37,191 36,805 37,291 4,282 7,270 750 0 525 1,183 0 : : : : Changes from: March 8, 2022 : : 1,390 390 3,645 4,645 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 38.7 38.3 38.8 4.5 7.6 0.8 0.0 0.5 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 93,868 : : Positions : : 31,373 37,418 28,108 34,949 4,020 7,300 750 0 6,525 517 105 : : : : Changes from: March 8, 2022 : : 1,007 42 3,645 4,610 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 39.9 29.9 37.2 4.3 7.8 0.8 0.0 7.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 24,983 : : Positions : : 12,788 9,980 6,797 360 608 200 9,095 200 240 1,085 0 : : : : Changes from: March 8, 2022 : : -250 205 255 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 39.9 27.2 1.4 2.4 0.8 36.4 0.8 1.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 24,993 : : Positions : : 12,813 9,980 6,787 360 593 200 9,095 200 225 1,085 0 : : : : Changes from: March 8, 2022 : : -250 205 255 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 39.9 27.2 1.4 2.4 0.8 36.4 0.8 0.9 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 31,757 : : Positions : : 18,428 18,145 1,211 7,818 1,862 1,620 0 0 4,549 0 415 : : : : Changes from: March 8, 2022 : : 240 0 0 240 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 57.1 3.8 24.6 5.9 5.1 0.0 0.0 14.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 4 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 26,709 : : Positions : : 13,694 17,530 2,154 3,700 2,626 1,695 0 0 3,532 0 415 : : : : Changes from: March 8, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 65.6 8.1 13.9 9.8 6.3 0.0 0.0 13.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 5 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 10,315 : : Positions : : 5,400 2,275 300 4,435 1,230 720 200 0 750 275 0 : : : : Changes from: March 8, 2022 : : 70 330 50 -260 100 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 22.1 2.9 43.0 11.9 7.0 1.9 0.0 7.3 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 10,270 : : Positions : : 5,350 2,380 300 4,205 1,380 720 200 0 750 275 0 : : : : Changes from: March 8, 2022 : : 60 320 50 -260 100 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 23.2 2.9 40.9 13.4 7.0 1.9 0.0 7.3 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 4 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 46,846 : : Positions : : 13,226 31,646 24,995 12,555 170 3,080 75 0 2,480 0 0 : : : : Changes from: March 8, 2022 : : 0 880 880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 67.6 53.4 26.8 0.4 6.6 0.2 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 50,474 : : Positions : : 12,054 31,024 29,080 10,825 140 3,985 75 0 2,480 6,000 0 : : : : Changes from: March 8, 2022 : : 0 885 685 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 61.5 57.6 21.4 0.3 7.9 0.1 0.0 4.9 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 59,185 : : Positions : : 17,000 50,180 29,390 1,490 2,805 1,270 750 1,536 4,665 180 155 : : : : Changes from: March 8, 2022 : : 740 -1,535 -900 175 0 -1,200 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 84.8 49.7 2.5 4.7 2.1 1.3 2.6 7.9 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 57,015 : : Positions : : 15,370 48,480 29,255 615 2,880 1,270 750 1,536 4,265 540 280 : : : : Changes from: March 8, 2022 : : 510 -1,765 -900 175 0 -1,200 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 85.0 51.3 1.1 5.1 2.2 1.3 2.7 7.5 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 53,415 : : Positions : : 21,315 32,025 3,040 6,915 7,795 15,200 0 0 235 1,050 1,025 : : : : Changes from: March 8, 2022 : : -695 0 495 -400 125 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 60.0 5.7 12.9 14.6 28.5 0.0 0.0 0.4 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 52,635 : : Positions : : 20,510 31,030 3,795 7,180 7,755 15,125 0 0 0 1,270 855 : : : : Changes from: March 8, 2022 : : -720 -25 495 -400 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 59.0 7.2 13.6 14.7 28.7 0.0 0.0 0.0 2.4 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 . 4 5 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 52,985 : : Positions : : 28,138 32,020 1,618 8,688 2,970 6,575 1,195 329 6,665 1,275 195 : : : : Changes from: March 8, 2022 : : 250 -1,010 -265 670 265 -325 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 60.4 3.1 16.4 5.6 12.4 2.3 0.6 12.6 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 8 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 47,892 : : Positions : : 26,666 30,818 1,580 4,853 3,215 4,150 1,195 329 5,535 1,275 20 : : : : Changes from: March 8, 2022 : : 530 -630 -265 670 235 -225 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 64.3 3.3 10.1 6.7 8.7 2.5 0.7 11.6 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 9 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 241,467 : : Positions : : 133,239 120,137 29,354 14,778 12,117 0 13,470 4,472 3,450 17,844 110 : : : : Changes from: March 8, 2022 : : -2,525 -995 -1,275 -1,560 586 0 -1,295 1,200 0 50 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 49.8 12.2 6.1 5.0 0.0 5.6 1.9 1.4 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 26 . . 6 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 223,670 : : Positions : : 123,242 109,479 23,407 13,173 14,446 0 12,745 4,284 3,810 15,160 110 : : : : Changes from: March 8, 2022 : : -2,305 -1,335 -1,025 -1,020 391 0 -1,025 1,200 0 50 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 48.9 10.5 5.9 6.5 0.0 5.7 1.9 1.7 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 26 . 4 6 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 38,354 : : Positions : : 16,635 25,560 8,875 300 2,460 2,700 2,350 5,044 0 0 0 : : : : Changes from: March 8, 2022 : : -1,595 1,195 -1,920 -125 1,055 200 -4,390 3,864 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 66.6 23.1 0.8 6.4 7.0 6.1 13.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 50,501 : : Positions : : 18,833 24,502 12,324 2,235 9,519 0 4,385 1,310 0 250 0 : : : : Changes from: March 8, 2022 : : 100 250 360 335 -1,887 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 48.5 24.4 4.4 18.8 0.0 8.7 2.6 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 5 . 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 49,334 : : Positions : : 12,880 26,015 17,295 1,320 7,885 525 3,575 1,499 0 250 0 : : : : Changes from: March 8, 2022 : : 0 250 125 0 -695 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 52.7 35.1 2.7 16.0 1.1 7.2 3.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,092 : : Positions : : 16,407 28,547 7,380 570 6,100 7,800 3,050 375 250 0 0 : : : : Changes from: March 8, 2022 : : 325 45 -280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 64.7 16.7 1.3 13.8 17.7 6.9 0.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,051 : : Positions : : 14,225 27,004 3,995 400 7,735 13,020 3,625 266 250 0 0 : : : : Changes from: March 8, 2022 : : -200 -485 -645 -560 675 -200 0 158 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 59.9 8.9 0.9 17.2 28.9 8.0 0.6 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 254,424 : : Positions : : 147,561 149,086 10,471 18,476 23,443 5,010 10,240 5,046 15,060 520 1,220 : : : : Changes from: March 8, 2022 : : 5,684 1,022 495 -1,038 751 -700 6,240 -160 745 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 58.6 4.1 7.3 9.2 2.0 4.0 2.0 5.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 23 . 4 7 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 195,750 : : Positions : : 96,427 119,920 14,700 5,527 21,110 2,035 8,960 5,683 21,735 610 45 : : : : Changes from: March 8, 2022 : : 3,774 -147 1,194 310 -1,044 -350 4,900 -221 445 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 61.3 7.5 2.8 10.8 1.0 4.6 2.9 11.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 4 . 7 . . . 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 18, 2022