Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 30,508 : : Positions : : 24,084 26,125 3,748 0 1,931 34 1,134 321 153 785 200 : : : : Changes from: July 19, 2022 : : 250 -177 -190 0 100 0 30 25 -25 169 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 85.6 12.3 0.0 6.3 0.1 3.7 1.1 0.5 2.6 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 21,962 : : Positions : : 18,812 17,355 367 2,202 1,884 75 331 20 559 0 170 : : : : Changes from: July 19, 2022 : : 310 60 -50 0 75 0 -50 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 79.0 1.7 10.0 8.6 0.3 1.5 0.1 2.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 205,550 : : Positions : : 88,671 164,297 3,413 12,225 19,326 23,264 0 6,907 61,636 1,151 1,392 : : : : Changes from: July 19, 2022 : : 45 -217 -218 -550 524 -512 0 878 -150 -37 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 79.9 1.7 5.9 9.4 11.3 0.0 3.4 30.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 32 5 6 9 10 0 6 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 83,843 : : Positions : : 70,764 58,413 789 7,055 7,045 2,100 8,749 620 576 290 1,529 : : : : Changes from: July 19, 2022 : : 99 -184 -248 810 -840 0 -217 -70 517 -33 -496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 69.7 0.9 8.4 8.4 2.5 10.4 0.7 0.7 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 15 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 56,794 : : Positions : : 52,400 45,942 1,104 2,961 1,648 6 2,690 354 435 2,649 550 : : : : Changes from: July 19, 2022 : : 50 127 145 -225 223 3 500 -25 -75 -279 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 80.9 1.9 5.2 2.9 0.0 4.7 0.6 0.8 4.7 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 52,453 : : Positions : : 29,944 25,578 7,131 16,547 4,979 9,682 40 90 0 4,821 71 : : : : Changes from: July 19, 2022 : : -35 10 139 184 -131 -10 40 10 0 -151 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 48.8 13.6 31.5 9.5 18.5 0.1 0.2 0.0 9.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 4 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 63,536 : : Positions : : 43,392 26,666 3,826 20,672 8,600 4,207 389 2,170 232 3,715 858 : : : : Changes from: July 19, 2022 : : 337 75 -171 30 -67 -50 201 50 27 -180 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 42.0 6.0 32.5 13.5 6.6 0.6 3.4 0.4 5.8 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 16 4 5 8 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 73,454 : : Positions : : 45,954 28,307 23,133 28,633 3,019 0 300 0 765 12,690 0 : : : : Changes from: July 19, 2022 : : -506 -543 100 74 -100 0 0 0 12 76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 38.5 31.5 39.0 4.1 0.0 0.4 0.0 1.0 17.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 4 4 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 89,018 : : Positions : : 56,896 30,580 26,572 41,114 3,213 389 100 0 1,356 13,556 0 : : : : Changes from: July 19, 2022 : : -614 -557 -106 90 112 201 0 0 12 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 34.4 29.9 46.2 3.6 0.4 0.1 0.0 1.5 15.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 4 5 6 . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 26,217 : : Positions : : 15,746 25,539 10,081 25 278 100 0 0 0 165 0 : : : : Changes from: July 19, 2022 : : 466 444 43 0 0 0 0 0 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 97.4 38.5 0.1 1.1 0.4 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 44,254 : : Positions : : 34,703 22,595 4,083 4,515 4,825 438 9,950 9 0 2,355 0 : : : : Changes from: July 19, 2022 : : 300 295 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 51.1 9.2 10.2 10.9 1.0 22.5 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 39,917 : : Positions : : 32,438 19,555 793 4,080 6,190 300 9,900 0 0 0 0 : : : : Changes from: July 19, 2022 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 49.0 2.0 10.2 15.5 0.8 24.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 148,148 : : Positions : : 85,872 81,117 19,609 32,163 20,927 6,202 754 6,096 5,492 3,678 3,305 : : : : Changes from: July 19, 2022 : : 570 1,366 457 -743 20 -229 180 88 -21 -7 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 54.8 13.2 21.7 14.1 4.2 0.5 4.1 3.7 2.5 2.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 33 . 4 5 7 . 5 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 34,451 : : Positions : : 22,979 16,791 7,033 11,265 3,785 0 0 0 0 2,400 0 : : : : Changes from: July 19, 2022 : : 1,200 600 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 48.7 20.4 32.7 11.0 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 31,743 : : Positions : : 19,535 16,632 8,533 9,480 3,021 0 0 0 0 2,400 0 : : : : Changes from: July 19, 2022 : : 1,200 600 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 52.4 26.9 29.9 9.5 0.0 0.0 0.0 0.0 7.6 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 July 26, 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 43,723 : : Positions : : 15,737 27,158 20,694 5,995 7,062 0 2,857 0 0 650 0 : : : : Changes from: July 19, 2022 : : 0 -38 -26 12 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 62.1 47.3 13.7 16.2 0.0 6.5 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 38,689 : : Positions : : 14,840 26,141 16,509 1,975 7,115 0 2,857 0 0 600 0 : : : : Changes from: July 19, 2022 : : 0 -38 -26 12 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 67.6 42.7 5.1 18.4 0.0 7.4 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 91,725 : : Positions : : 49,043 51,687 15,581 26,643 10,572 9,130 620 0 5,429 600 628 : : : : Changes from: July 19, 2022 : : -687 549 -12 -650 8 650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 56.3 17.0 29.0 11.5 10.0 0.7 0.0 5.9 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . 6 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 35,345 : : Positions : : 22,374 33,086 10,641 60 1,467 575 0 100 68 355 0 : : : : Changes from: July 19, 2022 : : 760 695 59 0 -21 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 93.6 30.1 0.2 4.2 1.6 0.0 0.3 0.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 55,516 : : Positions : : 43,304 45,291 2,244 1,852 8,241 1,396 0 0 0 68 0 : : : : Changes from: July 19, 2022 : : 516 322 -40 176 0 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 81.6 4.0 3.3 14.8 2.5 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 36,533 : : Positions : : 21,484 31,829 10,877 2,433 1,666 300 300 0 1,695 100 25 : : : : Changes from: July 19, 2022 : : -62 860 900 -20 10 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 87.1 29.8 6.7 4.6 0.8 0.8 0.0 4.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 15 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 37,346 : : Positions : : 22,971 29,224 10,336 5,072 1,747 0 1,051 0 1,961 50 22 : : : : Changes from: July 19, 2022 : : -257 493 825 -125 125 0 201 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 78.3 27.7 13.6 4.7 0.0 2.8 0.0 5.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 72,592 : : Positions : : 58,432 56,750 10,776 14,254 977 460 120 28 1,320 0 83 : : : : Changes from: July 19, 2022 : : 1,396 1,030 -39 582 0 0 -1 0 249 0 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 78.2 14.8 19.6 1.3 0.6 0.2 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 92,462 : : Positions : : 74,522 73,249 10,253 16,715 1,526 3,078 282 348 2,159 0 7 : : : : Changes from: July 19, 2022 : : 1,177 144 -373 520 172 -311 -24 -7 269 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 79.2 11.1 18.1 1.7 3.3 0.3 0.4 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 4 4 4 6 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 57,011 : : Positions : : 38,179 45,889 15,681 8,792 383 1,871 474 563 0 864 31 : : : : Changes from: July 19, 2022 : : -145 160 460 100 -25 0 0 0 0 55 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 80.5 27.5 15.4 0.7 3.3 0.8 1.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 54,173 : : Positions : : 39,082 43,162 13,860 8,040 360 0 321 0 0 1,590 700 : : : : Changes from: July 19, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 79.7 25.6 14.8 0.7 0.0 0.6 0.0 0.0 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 45,305 : : Positions : : 30,657 32,740 2,700 6,989 2,908 7,341 0 1,281 100 153 0 : : : : Changes from: July 19, 2022 : : 861 345 -915 -260 432 100 0 -100 0 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 72.3 6.0 15.4 6.4 16.2 0.0 2.8 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 5 . 6 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 43,238 : : Positions : : 29,582 28,051 7,843 10,311 1,454 979 0 2,344 50 154 0 : : : : Changes from: July 19, 2022 : : 701 -117 -900 210 238 213 -58 -42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 64.9 18.1 23.8 3.4 2.3 0.0 5.4 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 22,083 : : Positions : : 17,899 17,670 1,323 2,982 908 1,107 150 16 0 0 0 : : : : Changes from: July 19, 2022 : : 522 881 0 -220 -49 166 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 80.0 6.0 13.5 4.1 5.0 0.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 4 4 4 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 14,477 : : Positions : : 12,675 12,356 1,220 1,696 80 125 0 0 0 0 0 : : : : Changes from: July 19, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 85.3 8.4 11.7 0.6 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 29,376 : : Positions : : 20,246 21,446 5,331 1,081 2,427 0 3,346 665 357 142 25 : : : : Changes from: July 19, 2022 : : -136 756 66 -426 174 0 -372 46 0 -6 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 73.0 18.1 3.7 8.3 0.0 11.4 2.3 1.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 4 . 5 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 21,204 : : Positions : : 13,271 17,986 3,905 490 1,284 1,964 658 256 105 119 36 : : : : Changes from: July 19, 2022 : : 516 -44 36 -24 -34 -420 200 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 84.8 18.4 2.3 6.1 9.3 3.1 1.2 0.5 0.6 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 July 26, 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 14,618 : : Positions : : 5,551 13,889 7,428 0 600 260 0 15 633 0 92 : : : : Changes from: July 19, 2022 : : 127 201 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 95.0 50.8 0.0 4.1 1.8 0.0 0.1 4.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 13,712 : : Positions : : 5,403 13,572 7,592 0 0 0 125 0 690 0 15 : : : : Changes from: July 19, 2022 : : 0 225 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 99.0 55.4 0.0 0.0 0.0 0.9 0.0 5.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 4 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 15,151 : : Positions : : 6,219 11,184 6,771 2,465 1,422 100 0 0 160 0 0 : : : : Changes from: July 19, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 73.8 44.7 16.3 9.4 0.7 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 46,131 : : Positions : : 19,220 18,441 21,956 25,350 1,905 0 195 10 2,535 0 0 : : : : Changes from: July 19, 2022 : : 1,800 980 -555 0 65 0 195 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 40.0 47.6 55.0 4.1 0.0 0.4 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,567 : : Positions : : 19,670 18,531 24,947 28,920 1,681 0 195 10 2,520 0 0 : : : : Changes from: July 19, 2022 : : 1,790 980 -580 0 165 0 195 10 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 37.4 50.3 58.3 3.4 0.0 0.4 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 7 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 87,314 : : Positions : : 65,501 59,593 11,177 23,404 2,569 449 515 125 6,945 821 0 : : : : Changes from: July 19, 2022 : : 3,742 1,744 -1,931 -19 106 45 0 35 98 381 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 68.3 12.8 26.8 2.9 0.5 0.6 0.1 8.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 28 4 6 7 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 103,140 : : Positions : : 80,529 63,014 10,798 33,280 1,931 40 1,016 273 9,045 3,207 24 : : : : Changes from: July 19, 2022 : : 5,327 3,208 -2,264 -310 120 40 -35 25 60 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 61.1 10.5 32.3 1.9 0.0 1.0 0.3 8.8 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 29 . 8 7 . 5 . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 696,549 : : Positions : : 368,771 444,777 20,137 8,459 118,900 17,919 9,996 80,334 56,390 281 33,249 : : : : Changes from: July 19, 2022 : : 4,120 3,157 -1,983 607 830 1,068 -82 284 542 2 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 63.9 2.9 1.2 17.1 2.6 1.4 11.5 8.1 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 91 : : 42 39 5 5 10 12 4 8 16 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 17,934 : : Positions : : 11,542 9,662 1,719 7,197 639 340 366 50 3,027 0 0 : : : : Changes from: July 19, 2022 : : 475 740 -205 -355 237 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 53.9 9.6 40.1 3.6 1.9 2.0 0.3 16.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 15,784 : : Positions : : 10,771 8,653 1,720 6,211 495 0 255 170 2,142 0 0 : : : : Changes from: July 19, 2022 : : 525 670 0 -30 84 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 54.8 10.9 39.3 3.1 0.0 1.6 1.1 13.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 7,140 : : Positions : : 4,410 4,540 1,005 0 60 315 855 130 345 960 275 : : : : Changes from: July 19, 2022 : : -55 -495 -265 0 -75 10 -20 -210 -420 -270 -535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 63.6 14.1 0.0 0.8 4.4 12.0 1.8 4.8 13.4 3.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 4 0 . . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 59,489 : : Positions : : 40,032 39,380 7,674 3,292 5,422 820 4,366 1,590 1,225 2,831 2,588 : : : : Changes from: July 19, 2022 : : 1,262 1,002 315 0 0 -15 551 -300 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 66.2 12.9 5.5 9.1 1.4 7.3 2.7 2.1 4.8 4.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 48,875 : : Positions : : 31,340 29,989 7,720 3,260 6,089 776 8,165 0 2,405 115 450 : : : : Changes from: July 19, 2022 : : 5,498 8,798 2,100 0 -1,500 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 61.4 15.8 6.7 12.5 1.6 16.7 0.0 4.9 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 90,983 : : Positions : : 62,024 62,867 21,888 20,625 1,946 145 150 490 0 401 99 : : : : Changes from: July 19, 2022 : : 1,900 2,165 30 -255 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 69.1 24.1 22.7 2.1 0.2 0.2 0.5 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 73,841 : : Positions : : 49,849 47,460 18,016 19,962 1,469 0 200 0 0 339 30 : : : : Changes from: July 19, 2022 : : 506 946 30 -430 151 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 64.3 24.4 27.0 2.0 0.0 0.3 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,097 : : Positions : : 13,509 21,021 6,490 770 735 1,800 0 0 220 0 10 : : : : Changes from: July 19, 2022 : : 0 0 -300 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 83.8 25.9 3.1 2.9 7.2 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 24,753 : : Positions : : 11,578 14,550 8,002 6,458 825 1,871 205 496 102 0 160 : : : : Changes from: July 19, 2022 : : -380 170 50 -500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 58.8 32.3 26.1 3.3 7.6 0.8 2.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 17,374 : : Positions : : 8,348 9,576 6,055 2,922 1,005 0 1,900 420 168 93 12 : : : : Changes from: July 19, 2022 : : -265 390 25 -630 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 55.1 34.9 16.8 5.8 0.0 10.9 2.4 1.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 14,376 : : Positions : : 10,769 5,162 823 3,082 1,336 0 3,216 0 0 0 0 : : : : Changes from: July 19, 2022 : : 125 125 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 35.9 5.7 21.4 9.3 0.0 22.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 92,248 : : Positions : : 35,462 38,107 35,640 32,080 4,933 0 875 0 1,280 1,490 0 : : : : Changes from: July 19, 2022 : : 220 0 -420 -180 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 41.3 38.6 34.8 5.3 0.0 0.9 0.0 1.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 5 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 87,276 : : Positions : : 33,674 36,863 27,392 28,570 4,823 122 0 317 4,535 910 0 : : : : Changes from: July 19, 2022 : : 0 0 -300 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 42.2 31.4 32.7 5.5 0.1 0.0 0.4 5.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 4 6 . 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 28,008 : : Positions : : 14,485 13,529 6,925 4,331 493 0 2,375 0 200 1,145 30 : : : : Changes from: July 19, 2022 : : 290 240 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 48.3 24.7 15.5 1.8 0.0 8.5 0.0 0.7 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 28,028 : : Positions : : 14,510 13,549 6,930 4,331 488 0 2,375 0 200 1,145 30 : : : : Changes from: July 19, 2022 : : 285 235 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 48.3 24.7 15.5 1.7 0.0 8.5 0.0 0.7 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 29,700 : : Positions : : 19,895 14,735 755 10,455 1,617 0 105 0 4,630 0 0 : : : : Changes from: July 19, 2022 : : 200 -40 -240 0 47 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 49.6 2.5 35.2 5.4 0.0 0.4 0.0 15.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 25,303 : : Positions : : 15,570 14,290 1,244 6,110 3,131 0 105 0 3,636 0 0 : : : : Changes from: July 19, 2022 : : 200 -40 -240 0 32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 56.5 4.9 24.1 12.4 0.0 0.4 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 4 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 44,550 : : Positions : : 10,420 30,104 28,599 11,945 495 0 0 0 2,880 0 0 : : : : Changes from: July 19, 2022 : : 780 1,110 -390 -240 215 0 0 0 540 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 67.6 64.2 26.8 1.1 0.0 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 5 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 47,512 : : Positions : : 8,387 30,070 32,930 11,155 580 300 697 0 2,875 2,600 5 : : : : Changes from: July 19, 2022 : : 780 1,110 -390 -240 250 0 0 0 540 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 63.3 69.3 23.5 1.2 0.6 1.5 0.0 6.1 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 14 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 70,035 : : Positions : : 27,565 57,575 34,260 7,465 1,715 0 650 300 3,190 0 425 : : : : Changes from: July 19, 2022 : : 1,875 3,500 585 -790 40 0 0 0 150 -100 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 82.2 48.9 10.7 2.4 0.0 0.9 0.4 4.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 65,155 : : Positions : : 23,185 52,350 34,140 7,400 1,755 25 650 300 3,055 590 270 : : : : Changes from: July 19, 2022 : : -55 930 440 -650 60 0 0 0 125 230 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 80.3 52.4 11.4 2.7 0.0 1.0 0.5 4.7 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 20,606 : : Positions : : 16,227 4,480 598 12,470 734 0 0 0 0 520 0 : : : : Changes from: July 19, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 21.7 2.9 60.5 3.6 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 19,167 : : Positions : : 15,819 3,195 110 13,169 610 0 0 0 0 210 45 : : : : Changes from: July 19, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 16.7 0.6 68.7 3.2 0.0 0.0 0.0 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 46,585 : : Positions : : 22,475 18,965 3,975 11,880 8,780 3,285 0 0 1,745 960 365 : : : : Changes from: July 19, 2022 : : 590 395 575 -105 -200 -1,175 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 40.7 8.5 25.5 18.8 7.1 0.0 0.0 3.7 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 12 . 6 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 46,143 : : Positions : : 23,351 16,903 2,970 13,435 9,420 3,185 0 0 1,588 990 385 : : : : Changes from: July 19, 2022 : : 840 645 0 -725 325 -1,175 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 36.6 6.4 29.1 20.4 6.9 0.0 0.0 3.4 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 12 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 55,917 : : Positions : : 36,354 29,119 1,975 17,990 1,185 1,892 0 188 6,701 275 110 : : : : Changes from: July 19, 2022 : : 185 -215 0 285 -675 240 0 -10 -100 275 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 52.1 3.5 32.2 2.1 3.4 0.0 0.3 12.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 8 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 47,050 : : Positions : : 30,724 25,744 1,875 14,462 1,435 2,590 0 70 5,306 490 105 : : : : Changes from: July 19, 2022 : : -580 -1,095 0 445 -555 225 0 0 -75 300 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 54.7 4.0 30.7 3.0 5.5 0.0 0.1 11.3 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 10 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 233,715 : : Positions : : 121,818 117,628 45,205 27,777 9,380 0 7,017 235 3,445 17,946 250 : : : : Changes from: July 19, 2022 : : 2,628 1,193 -550 1,630 -500 0 -935 160 -120 70 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 50.3 19.3 11.9 4.0 0.0 3.0 0.1 1.5 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 5 . 8 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 216,117 : : Positions : : 116,285 108,336 32,245 19,579 15,369 0 8,179 0 3,040 15,591 0 : : : : Changes from: July 19, 2022 : : 1,541 726 -635 1,280 -377 0 -950 0 200 50 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 50.1 14.9 9.1 7.1 0.0 3.8 0.0 1.4 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 26 5 . 8 0 4 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 27,810 : : Positions : : 14,505 22,810 6,825 200 2,040 1,500 0 150 0 0 0 : : : : Changes from: July 19, 2022 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 82.0 24.5 0.7 7.3 5.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 50,874 : : Positions : : 24,990 22,082 9,462 10,750 6,932 0 1,025 0 0 298 152 : : : : Changes from: July 19, 2022 : : 330 575 110 -155 115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 43.4 18.6 21.1 13.6 0.0 2.0 0.0 0.0 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . 6 7 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 49,504 : : Positions : : 20,277 22,686 8,730 5,574 9,787 123 300 452 45 150 75 : : : : Changes from: July 19, 2022 : : -480 -160 300 -20 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 45.8 17.6 11.3 19.8 0.2 0.6 0.9 0.1 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 41,971 : : Positions : : 18,966 27,006 12,595 1,200 5,380 0 3,775 100 150 0 0 : : : : Changes from: July 19, 2022 : : 0 280 280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 64.3 30.0 2.9 12.8 0.0 9.0 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 5 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 40,212 : : Positions : : 17,958 24,266 11,381 600 5,193 0 4,623 0 150 0 0 : : : : Changes from: July 19, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 60.3 28.3 1.5 12.9 0.0 11.5 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 6 . 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 215,403 : : Positions : : 107,273 124,204 20,701 23,857 19,244 3,725 0 1,835 16,679 327 395 : : : : Changes from: July 19, 2022 : : -3,938 -4,508 -170 275 -40 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 57.7 9.6 11.1 8.9 1.7 0.0 0.9 7.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 5 4 8 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 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 172,180 : : Positions : : 73,164 117,196 19,536 6,417 16,330 4,039 1,130 580 28,480 626 10 : : : : Changes from: July 19, 2022 : : 281 -139 -705 -255 548 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 68.1 11.3 3.7 9.5 2.3 0.7 0.3 16.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 26 5 . 8 . . . 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 29, 2022