Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 32,574 : : Positions : : 25,852 29,121 3,408 0 2,015 442 430 347 135 531 75 : : : : Changes from: May 24, 2022 : : 154 219 81 0 -50 -14 117 -187 -60 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 89.4 10.5 0.0 6.2 1.4 1.3 1.1 0.4 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 25,626 : : Positions : : 21,979 18,993 45 3,586 1,946 780 225 211 20 75 365 : : : : Changes from: May 24, 2022 : : -109 200 5 -39 0 75 -230 50 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 74.1 0.2 14.0 7.6 3.0 0.9 0.8 0.1 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 209,570 : : Positions : : 82,702 164,094 1,783 15,938 20,294 29,130 1,440 4,113 68,992 1,470 1,669 : : : : Changes from: May 24, 2022 : : 111 897 -179 -1,046 181 70 5 495 -510 -323 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 78.3 0.9 7.6 9.7 13.9 0.7 2.0 32.9 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 69 : : 26 31 . 8 8 9 . 6 8 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 87,006 : : Positions : : 73,607 57,242 1,000 5,000 6,922 2,570 13,563 1,277 46 1,746 1,155 : : : : Changes from: May 24, 2022 : : 286 364 0 -20 194 35 125 5 0 -148 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 65.8 1.1 5.7 8.0 3.0 15.6 1.5 0.1 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 19 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 56,285 : : Positions : : 52,072 45,194 0 2,501 2,590 0 2,118 457 525 2,889 521 : : : : Changes from: May 24, 2022 : : 80 -67 0 -107 140 0 238 87 78 79 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 80.3 0.0 4.4 4.6 0.0 3.8 0.8 0.9 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 53,279 : : Positions : : 31,222 25,656 6,667 17,165 4,761 9,910 0 50 0 5,279 68 : : : : Changes from: May 24, 2022 : : 1,051 738 -30 945 -554 270 0 0 0 -304 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 48.2 12.5 32.2 8.9 18.6 0.0 0.1 0.0 9.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 . 5 8 . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 63,576 : : Positions : : 46,045 27,962 3,205 22,205 7,544 4,788 102 600 232 3,955 952 : : : : Changes from: May 24, 2022 : : 1,357 707 -81 609 38 -10 0 -10 61 -480 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 44.0 5.0 34.9 11.9 7.5 0.2 0.9 0.4 6.2 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 17 4 4 7 5 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 76,537 : : Positions : : 46,792 31,770 26,229 29,312 2,189 0 300 50 685 12,384 42 : : : : Changes from: May 24, 2022 : : 1,838 1,618 8 -390 0 0 0 0 -3 780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 41.5 34.3 38.3 2.9 0.0 0.4 0.1 0.9 16.2 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 4 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 93,667 : : Positions : : 59,021 34,336 30,726 43,322 1,779 51 350 0 1,330 13,693 65 : : : : Changes from: May 24, 2022 : : 1,800 1,026 -89 -96 0 0 0 0 -1 780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 36.7 32.8 46.3 1.9 0.1 0.4 0.0 1.4 14.6 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 19 4 5 5 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 25,910 : : Positions : : 15,551 24,463 9,509 100 682 150 0 0 0 425 0 : : : : Changes from: May 24, 2022 : : 114 131 -50 0 2 87 0 -37 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 94.4 36.7 0.4 2.6 0.6 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 39,949 : : Positions : : 29,654 30,055 2,759 3,015 6,879 542 0 0 50 0 0 : : : : Changes from: May 24, 2022 : : 278 461 -65 -198 355 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 75.2 6.9 7.5 17.2 1.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 37,882 : : Positions : : 25,932 20,942 6,713 3,040 4,090 1,038 7,400 50 0 2,345 15 : : : : Changes from: May 24, 2022 : : 1,661 -6 158 -375 975 0 2,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.3 17.7 8.0 10.8 2.7 19.5 0.1 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 33,489 : : Positions : : 24,144 19,189 2,778 1,365 5,405 1,038 7,300 50 0 0 0 : : : : Changes from: May 24, 2022 : : 1,909 222 533 -320 825 0 2,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 57.3 8.3 4.1 16.1 3.1 21.8 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 149,456 : : Positions : : 91,987 80,919 15,046 34,430 17,462 11,636 2,443 4,264 5,855 7,131 2,474 : : : : Changes from: May 24, 2022 : : 699 3,689 1,026 -239 249 1,535 75 -666 477 20 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 54.1 10.1 23.0 11.7 7.8 1.6 2.9 3.9 4.8 1.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 32 . 4 5 7 . 5 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 35,629 : : Positions : : 23,286 18,864 8,045 11,547 3,582 0 0 0 0 1,400 0 : : : : Changes from: May 24, 2022 : : 288 288 300 -300 300 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 52.9 22.6 32.4 10.1 0.0 0.0 0.0 0.0 3.9 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 May 31, 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 32,470 : : Positions : : 19,302 18,030 9,420 9,772 3,032 0 0 0 0 1,400 0 : : : : Changes from: May 24, 2022 : : 288 288 300 -300 300 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 55.5 29.0 30.1 9.3 0.0 0.0 0.0 0.0 4.3 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 May 31, 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 42,411 : : Positions : : 15,660 26,980 18,052 1,060 7,964 0 6,164 8 0 200 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 63.6 42.6 2.5 18.8 0.0 14.5 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 38,012 : : Positions : : 14,358 26,198 14,272 260 8,415 0 2,864 240 0 0 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 68.9 37.5 0.7 22.1 0.0 7.5 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 87,380 : : Positions : : 49,616 46,232 15,309 27,690 9,403 7,087 1,458 326 3,668 700 601 : : : : Changes from: May 24, 2022 : : -664 2,803 1,245 578 385 2,200 0 0 580 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 52.9 17.5 31.7 10.8 8.1 1.7 0.4 4.2 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 . . 5 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 34,539 : : Positions : : 22,280 31,941 10,766 75 1,288 0 334 46 50 525 0 : : : : Changes from: May 24, 2022 : : 1,075 920 0 0 0 0 135 -100 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 92.5 31.2 0.2 3.7 0.0 1.0 0.1 0.1 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 15 5 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 58,062 : : Positions : : 43,828 48,040 3,309 2,206 7,660 2,991 0 10 0 79 0 : : : : Changes from: May 24, 2022 : : 244 1,201 -55 -1,043 18 -41 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 82.7 5.7 3.8 13.2 5.2 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 37,298 : : Positions : : 24,219 32,055 9,049 4,108 930 407 0 0 2,218 0 25 : : : : Changes from: May 24, 2022 : : 54 159 150 50 -15 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 85.9 24.3 11.0 2.5 1.1 0.0 0.0 5.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 5 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 40,469 : : Positions : : 26,695 30,859 8,989 6,873 1,807 70 675 0 2,562 50 22 : : : : Changes from: May 24, 2022 : : 9 129 96 -75 50 0 50 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 76.3 22.2 17.0 4.5 0.2 1.7 0.0 6.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 15 4 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 73,530 : : Positions : : 59,573 56,961 10,598 14,811 1,009 320 0 0 1,177 0 359 : : : : Changes from: May 24, 2022 : : 45 86 -30 25 0 0 0 0 81 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 77.5 14.4 20.1 1.4 0.4 0.0 0.0 1.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 5 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 97,353 : : Positions : : 77,774 75,785 10,765 17,665 1,161 3,596 598 1,467 1,600 0 325 : : : : Changes from: May 24, 2022 : : 1,468 1,628 87 400 -68 191 -321 397 -59 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 77.8 11.1 18.1 1.2 3.7 0.6 1.5 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 22 4 4 . . . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 59,920 : : Positions : : 41,724 51,180 14,815 6,265 645 1,191 533 627 445 550 120 : : : : Changes from: May 24, 2022 : : 105 25 75 105 0 0 75 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 85.4 24.7 10.5 1.1 2.0 0.9 1.0 0.7 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 56,323 : : Positions : : 42,222 50,568 12,975 3,020 560 0 100 0 0 1,690 385 : : : : Changes from: May 24, 2022 : : -75 50 0 0 0 0 0 0 0 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 89.8 23.0 5.4 1.0 0.0 0.2 0.0 0.0 3.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 44,262 : : Positions : : 29,186 32,070 6,176 4,227 4,604 2,798 1,086 1,252 0 202 0 : : : : Changes from: May 24, 2022 : : 165 3,929 -165 -30 30 2,798 -982 1,252 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 72.5 14.0 9.5 10.4 6.3 2.5 2.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 5 . 7 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 46,138 : : Positions : : 28,129 31,232 13,030 8,006 921 490 2,097 2,770 50 202 0 : : : : Changes from: May 24, 2022 : : 388 3,845 -449 87 0 0 -3,944 2,691 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 67.7 28.2 17.4 2.0 1.1 4.5 6.0 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 12,214 : : Positions : : 6,783 10,803 3,864 512 319 55 320 0 0 0 0 : : : : Changes from: May 24, 2022 : : 67 409 43 -300 55 -5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 88.4 31.6 4.2 2.6 0.5 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 22,334 : : Positions : : 18,794 16,402 2,166 4,967 212 566 225 5 0 0 0 : : : : Changes from: May 24, 2022 : : -78 63 -58 -68 128 27 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 73.4 9.7 22.2 0.9 2.5 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 4 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 31,952 : : Positions : : 21,675 22,552 5,547 2,563 2,183 439 3,388 914 735 116 9 : : : : Changes from: May 24, 2022 : : 1,108 592 -63 107 -8 -315 104 262 0 16 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 70.6 17.4 8.0 6.8 1.4 10.6 2.9 2.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 22,043 : : Positions : : 13,003 18,553 3,925 773 1,365 2,622 626 208 360 163 36 : : : : Changes from: May 24, 2022 : : 707 564 -124 64 41 38 122 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 84.2 17.8 3.5 6.2 11.9 2.8 0.9 1.6 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 14,812 : : Positions : : 5,676 14,094 7,098 0 655 560 0 15 767 0 25 : : : : Changes from: May 24, 2022 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 95.2 47.9 0.0 4.4 3.8 0.0 0.1 5.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 14,431 : : Positions : : 5,549 14,412 8,161 0 0 0 0 0 686 0 19 : : : : Changes from: May 24, 2022 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 99.9 56.6 0.0 0.0 0.0 0.0 0.0 4.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 4 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 14,536 : : Positions : : 6,330 10,022 5,810 2,785 1,704 100 0 0 0 0 0 : : : : Changes from: May 24, 2022 : : 400 800 300 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 68.9 40.0 19.2 11.7 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 4 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,687 : : Positions : : 4,985 7,535 2,695 634 1,408 0 0 0 0 0 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 77.8 27.8 6.5 14.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 47,662 : : Positions : : 19,089 19,332 23,593 26,435 1,895 0 0 0 2,825 0 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 40.6 49.5 55.5 4.0 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 51,187 : : Positions : : 19,729 19,482 26,753 29,995 1,710 0 0 0 2,775 0 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 38.1 52.3 58.6 3.3 0.0 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 92,001 : : Positions : : 64,643 63,662 15,964 24,870 2,003 661 250 152 8,185 479 0 : : : : Changes from: May 24, 2022 : : 800 -10 339 1,195 -30 75 0 20 -26 -25 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 69.2 17.4 27.0 2.2 0.7 0.3 0.2 8.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 28 4 5 6 4 . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 106,372 : : Positions : : 77,532 64,730 15,533 35,246 2,257 465 1,255 228 10,020 2,039 72 : : : : Changes from: May 24, 2022 : : 1,900 874 835 1,236 100 -163 519 -110 74 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 60.9 14.6 33.1 2.1 0.4 1.2 0.2 9.4 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 30 . 7 7 4 4 6 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 703,583 : : Positions : : 363,440 447,427 11,714 7,422 126,820 14,770 2,146 82,359 67,219 753 36,212 : : : : Changes from: May 24, 2022 : : -6,706 -7,905 191 300 -1,717 -748 18 -1,069 -337 91 -1,300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 63.6 1.7 1.1 18.0 2.1 0.3 11.7 9.6 0.1 5.1 : : : : Number of Traders in Each Category Total Traders: 90 : : 39 39 4 4 8 11 8 12 16 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 18,809 : : Positions : : 12,200 9,827 1,958 7,715 467 285 450 40 3,192 300 0 : : : : Changes from: May 24, 2022 : : 360 180 -75 275 28 -50 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 52.2 10.4 41.0 2.5 1.5 2.4 0.2 17.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 16,281 : : Positions : : 10,759 8,754 1,950 6,633 404 0 415 55 2,576 0 0 : : : : Changes from: May 24, 2022 : : 360 30 0 350 -56 0 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 53.8 12.0 40.7 2.5 0.0 2.5 0.3 15.8 0.0 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 May 31, 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 40,285 : : Positions : : 35,055 32,265 590 5,525 570 3,100 480 35 415 1,055 10 : : : : Changes from: May 24, 2022 : : 2,090 790 -810 -225 65 0 -155 35 -245 915 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 80.1 1.5 13.7 1.4 7.7 1.2 0.1 1.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 54,871 : : Positions : : 37,764 33,796 6,427 3,785 5,150 750 3,340 2,325 1,575 5,575 790 : : : : Changes from: May 24, 2022 : : 397 427 200 -20 18 -50 65 50 -15 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 61.6 11.7 6.9 9.4 1.4 6.1 4.2 2.9 10.2 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 39,945 : : Positions : : 22,345 20,595 8,635 1,410 7,575 900 8,215 100 200 1,170 150 : : : : Changes from: May 24, 2022 : : 15 425 600 0 0 0 0 0 0 190 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 51.6 21.6 3.5 19.0 2.3 20.6 0.3 0.5 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 91,287 : : Positions : : 60,773 63,193 23,045 21,290 1,231 635 240 450 350 0 0 : : : : Changes from: May 24, 2022 : : 119 119 -300 -300 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 69.2 25.2 23.3 1.3 0.7 0.3 0.5 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 74,119 : : Positions : : 48,960 46,954 18,528 20,764 973 0 200 0 450 0 0 : : : : Changes from: May 24, 2022 : : 36 29 -300 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 63.3 25.0 28.0 1.3 0.0 0.3 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 27,636 : : Positions : : 14,102 15,326 7,715 7,174 516 1,561 180 2,088 0 218 160 : : : : Changes from: May 24, 2022 : : 1,586 -64 -1,650 0 178 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 55.5 27.9 26.0 1.9 5.6 0.7 7.6 0.0 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 19,328 : : Positions : : 9,066 10,569 5,981 3,125 815 820 1,970 330 224 348 0 : : : : Changes from: May 24, 2022 : : 1,018 -682 -1,700 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 54.7 30.9 16.2 4.2 4.2 10.2 1.7 1.2 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 15,356 : : Positions : : 12,763 5,670 870 4,091 426 0 3,856 0 0 0 0 : : : : Changes from: May 24, 2022 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 36.9 5.7 26.6 2.8 0.0 25.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 98,619 : : Positions : : 36,460 41,431 39,146 34,736 4,014 2,055 650 1,350 570 1,614 0 : : : : Changes from: May 24, 2022 : : 640 535 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 42.0 39.7 35.2 4.1 2.1 0.7 1.4 0.6 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 4 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 94,066 : : Positions : : 35,899 40,230 30,597 31,411 3,879 2,200 305 1,550 3,585 969 96 : : : : Changes from: May 24, 2022 : : 1,035 620 -85 200 0 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 42.8 32.5 33.4 4.1 2.3 0.3 1.6 3.8 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 4 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 29,056 : : Positions : : 15,781 12,675 5,729 360 881 0 8,335 200 80 540 0 : : : : Changes from: May 24, 2022 : : 360 355 30 0 -5 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 43.6 19.7 1.2 3.0 0.0 28.7 0.7 0.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 9 4 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 29,076 : : Positions : : 15,821 12,690 5,709 360 861 0 8,335 200 75 540 0 : : : : Changes from: May 24, 2022 : : 360 355 30 0 -5 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 43.6 19.6 1.2 3.0 0.0 28.7 0.7 0.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 9 4 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 31,670 : : Positions : : 20,230 15,090 1,105 10,450 1,840 0 670 290 4,830 0 155 : : : : Changes from: May 24, 2022 : : 300 95 0 255 -25 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 47.6 3.5 33.0 5.8 0.0 2.1 0.9 15.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 5 . 4 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 26,663 : : Positions : : 15,448 14,305 1,392 5,773 3,591 25 670 290 3,823 0 155 : : : : Changes from: May 24, 2022 : : 300 95 -352 -97 327 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 53.7 5.2 21.7 13.5 0.1 2.5 1.1 14.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 9,245 : : Positions : : 4,880 1,550 405 5,005 605 840 25 25 600 175 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 16.8 4.4 54.1 6.5 9.1 0.3 0.3 6.5 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 5 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 9,185 : : Positions : : 4,605 1,470 385 4,930 680 840 25 25 600 175 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 16.0 4.2 53.7 7.4 9.1 0.3 0.3 6.5 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 5 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 46,646 : : Positions : : 11,529 30,316 25,387 13,565 220 4,910 25 0 1,880 0 0 : : : : Changes from: May 24, 2022 : : -360 90 410 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 65.0 54.4 29.1 0.5 10.5 0.1 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 50,217 : : Positions : : 9,177 31,524 29,262 12,115 320 6,620 370 55 1,880 3,005 0 : : : : Changes from: May 24, 2022 : : -417 183 350 0 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 62.8 58.3 24.1 0.6 13.2 0.7 0.1 3.7 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 68,990 : : Positions : : 23,925 53,305 33,925 7,690 2,155 815 550 1,356 3,785 1,445 125 : : : : Changes from: May 24, 2022 : : -475 120 555 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 77.3 49.2 11.1 3.1 1.2 0.8 2.0 5.5 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 65,820 : : Positions : : 21,580 50,615 33,405 7,265 2,200 815 550 1,356 3,615 1,405 240 : : : : Changes from: May 24, 2022 : : -475 100 535 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 76.9 50.8 11.0 3.3 1.2 0.8 2.1 5.5 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 21,576 : : Positions : : 16,891 4,935 669 10,660 769 0 2,140 0 0 540 25 : : : : Changes from: May 24, 2022 : : -25 -25 25 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 22.9 3.1 49.4 3.6 0.0 9.9 0.0 0.0 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 19,949 : : Positions : : 16,463 3,630 150 11,358 657 0 2,140 0 0 190 85 : : : : Changes from: May 24, 2022 : : -25 -25 0 0 6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 18.2 0.8 56.9 3.3 0.0 10.7 0.0 0.0 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 49,693 : : Positions : : 21,570 22,465 4,079 14,105 6,036 9,815 0 147 1,781 1,090 690 : : : : Changes from: May 24, 2022 : : 0 -95 -50 195 -115 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 45.2 8.2 28.4 12.1 19.8 0.0 0.3 3.6 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 13 . 4 6 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 47,952 : : Positions : : 22,010 19,635 3,160 15,630 6,215 9,640 0 147 1,705 1,275 555 : : : : Changes from: May 24, 2022 : : 0 25 -50 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 40.9 6.6 32.6 13.0 20.1 0.0 0.3 3.6 2.7 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 14 . 4 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 58,073 : : Positions : : 34,211 32,345 1,315 12,705 3,299 3,452 560 1,232 6,905 685 205 : : : : Changes from: May 24, 2022 : : 1,040 -60 -350 1,105 435 125 0 -125 0 -50 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 55.7 2.3 21.9 5.7 5.9 1.0 2.1 11.9 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 51,302 : : Positions : : 31,446 29,878 1,835 10,315 2,545 2,615 560 1,169 5,382 955 105 : : : : Changes from: May 24, 2022 : : 955 30 0 1,205 85 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 58.2 3.6 20.1 5.0 5.1 1.1 2.3 10.5 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 242,355 : : Positions : : 126,519 124,893 40,577 20,261 12,012 2,494 9,787 2,108 3,985 18,694 30 : : : : Changes from: May 24, 2022 : : 2,085 3,685 120 -1,345 1,372 0 125 -120 -50 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 51.5 16.7 8.4 5.0 1.0 4.0 0.9 1.6 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 230,410 : : Positions : : 118,903 118,127 32,154 11,587 18,170 332 9,260 3,989 3,615 16,113 30 : : : : Changes from: May 24, 2022 : : 2,305 3,610 -105 -1,000 902 50 -50 0 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 51.3 14.0 5.0 7.9 0.1 4.0 1.7 1.6 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 . . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 37,664 : : Positions : : 14,925 25,325 8,470 200 1,930 2,130 0 7,444 0 0 0 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 67.2 22.5 0.5 5.1 5.7 0.0 19.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 51,431 : : Positions : : 23,525 23,835 10,682 6,805 6,578 0 2,757 926 0 300 70 : : : : Changes from: May 24, 2022 : : 3,237 375 -1,190 1,560 413 0 -8 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 46.3 20.8 13.2 12.8 0.0 5.4 1.8 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 4 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 50,936 : : Positions : : 19,237 24,885 9,640 2,694 10,005 1,000 1,523 797 0 205 70 : : : : Changes from: May 24, 2022 : : 3,192 655 -1,050 1,169 598 0 198 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 48.9 18.9 5.3 19.6 2.0 3.0 1.6 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 4 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 44,850 : : Positions : : 18,890 29,020 10,980 1,515 4,820 4,275 4,100 425 200 0 0 : : : : Changes from: May 24, 2022 : : 695 365 -280 0 230 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 64.7 24.5 3.4 10.7 9.5 9.1 0.9 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 17 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 47,300 : : Positions : : 19,241 25,685 7,065 550 5,705 5,874 5,725 3,490 200 0 0 : : : : Changes from: May 24, 2022 : : 650 200 -450 0 -460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 54.3 14.9 1.2 12.1 12.4 12.1 7.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 240,125 : : Positions : : 123,328 136,546 13,367 18,883 20,958 4,145 3,708 8,157 18,597 300 1,550 : : : : Changes from: May 24, 2022 : : -4,428 -2,310 1,671 170 -306 175 -42 0 400 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 56.9 5.6 7.9 8.7 1.7 1.5 3.4 7.7 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 26 4 4 7 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 189,872 : : Positions : : 81,909 118,803 14,797 4,990 17,368 2,660 4,465 9,182 29,335 568 0 : : : : Changes from: May 24, 2022 : : -2,729 -604 -487 -2,414 1,475 0 -198 91 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 62.6 7.8 2.6 9.1 1.4 2.4 4.8 15.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 25 4 . 7 . . 4 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 84,708 : : Positions : : 30,325 46,640 15,115 16,835 6,050 16,335 50 245 2,700 950 50 : : : : Changes from: May 24, 2022 : : 135 -5 -300 150 250 310 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 55.1 17.8 19.9 7.1 19.3 0.1 0.3 3.2 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 26,832 : : Positions : : 16,727 2,795 2,580 18,392 2,590 0 115 0 2,185 0 105 : : : : Changes from: May 24, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 10.4 9.6 68.5 9.7 0.0 0.4 0.0 8.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . . . 0 . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 03, 2022