Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 27,075 : : Positions : : 20,592 24,069 3,034 229 2,465 575 137 150 76 0 0 : : : : Changes from: October 25, 2022 : : -246 -723 -299 -91 57 -305 -46 0 -8 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 88.9 11.2 0.8 9.1 2.1 0.5 0.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 19 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 19,174 : : Positions : : 15,365 14,616 475 3,082 1,446 1,510 0 0 318 0 30 : : : : Changes from: October 25, 2022 : : -758 -1,019 -225 -269 -150 -175 0 -50 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 76.2 2.5 16.1 7.5 7.9 0.0 0.0 1.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 216,909 : : Positions : : 105,157 169,453 23,767 9,182 18,808 24,526 3,603 6,768 35,333 6,611 1,868 : : : : Changes from: October 25, 2022 : : 6,533 24 3,177 -1,548 1,029 -903 2,214 -308 -8,450 -383 826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 78.1 11.0 4.2 8.7 11.3 1.7 3.1 16.3 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 73 : : 30 32 5 4 8 8 5 7 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 75,592 : : Positions : : 62,219 54,583 5,598 8,251 3,376 750 7,619 489 1,338 25 1,169 : : : : Changes from: October 25, 2022 : : 2,341 1,373 70 -176 281 -699 817 -2 -124 -64 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 72.2 7.4 10.9 4.5 1.0 10.1 0.6 1.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 15 . . 4 . 10 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 57,203 : : Positions : : 47,856 42,636 6,145 2,608 2,361 300 6,826 72 60 2,495 205 : : : : Changes from: October 25, 2022 : : 1,085 -150 270 -170 95 0 1,500 0 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 74.5 10.7 4.6 4.1 0.5 11.9 0.1 0.1 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 51,353 : : Positions : : 34,146 26,820 6,877 14,851 4,754 3,007 70 1,560 65 2,685 464 : : : : Changes from: October 25, 2022 : : 509 1,092 -500 -553 812 0 0 0 0 -660 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 52.2 13.4 28.9 9.3 5.9 0.1 3.0 0.1 5.2 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 62,751 : : Positions : : 46,234 30,691 4,038 14,387 9,294 0 3,835 1,590 200 1,868 815 : : : : Changes from: October 25, 2022 : : 685 1,038 -385 -326 1,336 0 80 15 20 -610 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 48.9 6.4 22.9 14.8 0.0 6.1 2.5 0.3 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 20 . 5 8 0 6 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 67,079 : : Positions : : 43,407 26,768 19,789 26,481 2,757 0 300 0 751 10,649 24 : : : : Changes from: October 25, 2022 : : 1,075 245 506 877 -83 0 0 0 156 625 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 39.9 29.5 39.5 4.1 0.0 0.4 0.0 1.1 15.9 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 84,710 : : Positions : : 55,970 33,858 23,604 35,921 3,281 0 0 0 1,379 11,234 16 : : : : Changes from: October 25, 2022 : : 2,239 1,481 1,325 1,680 128 0 0 0 152 585 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 40.0 27.9 42.4 3.9 0.0 0.0 0.0 1.6 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 5 4 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 34,618 : : Positions : : 24,792 32,854 8,500 25 1,074 0 0 0 0 360 0 : : : : Changes from: October 25, 2022 : : 415 70 -325 0 218 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 94.9 24.6 0.1 3.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 37,076 : : Positions : : 29,140 30,528 2,976 1,623 4,769 0 0 0 0 125 25 : : : : Changes from: October 25, 2022 : : -569 84 728 -65 -801 0 0 0 -25 125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 82.3 8.0 4.4 12.9 0.0 0.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 43,080 : : Positions : : 35,835 21,936 3,538 6,185 3,230 338 9,225 109 0 2,365 30 : : : : Changes from: October 25, 2022 : : -615 -315 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 50.9 8.2 14.4 7.5 0.8 21.4 0.3 0.0 5.5 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 39,113 : : Positions : : 33,760 18,916 1,083 6,640 3,940 200 9,275 100 0 100 0 : : : : Changes from: October 25, 2022 : : -315 -15 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 48.4 2.8 17.0 10.1 0.5 23.7 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 152,772 : : Positions : : 71,760 82,766 30,339 32,636 20,305 15,806 457 5,177 4,811 7,899 3,345 : : : : Changes from: October 25, 2022 : : 474 -3,340 218 511 786 343 226 314 -146 3,464 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 54.2 19.9 21.4 13.3 10.3 0.3 3.4 3.1 5.2 2.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 34 . 4 6 7 . 5 5 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 30,803 : : Positions : : 21,275 14,048 5,315 10,842 3,583 0 0 0 0 2,208 0 : : : : Changes from: October 25, 2022 : : -36 -96 0 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 45.6 17.3 35.2 11.6 0.0 0.0 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 28,076 : : Positions : : 17,919 13,842 6,665 9,042 2,862 0 0 0 0 2,208 0 : : : : Changes from: October 25, 2022 : : -240 -300 0 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 49.3 23.7 32.2 10.2 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 50,671 : : Positions : : 20,125 33,113 25,097 3,006 5,419 0 8,334 25 0 650 0 : : : : Changes from: October 25, 2022 : : -631 1,173 1,924 -50 -425 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 65.3 49.5 5.9 10.7 0.0 16.4 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 46,153 : : Positions : : 20,308 30,896 19,781 135 6,039 0 8,334 25 0 600 0 : : : : Changes from: October 25, 2022 : : -576 1,253 1,969 -30 -551 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 66.9 42.9 0.3 13.1 0.0 18.1 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 110,149 : : Positions : : 44,788 64,740 31,254 29,517 10,278 15,371 200 257 6,660 4,300 205 : : : : Changes from: October 25, 2022 : : -287 -3,878 754 2,335 39 50 0 0 1,790 3,850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 58.8 28.4 26.8 9.3 14.0 0.2 0.2 6.0 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 22 . 4 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 41,541 : : Positions : : 29,453 39,782 10,527 0 1,114 0 0 0 60 270 65 : : : : Changes from: October 25, 2022 : : 138 55 -85 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 95.8 25.3 0.0 2.7 0.0 0.0 0.0 0.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 49,898 : : Positions : : 38,183 43,919 6,702 1,356 3,925 160 40 250 0 191 9 : : : : Changes from: October 25, 2022 : : -307 533 956 0 -856 0 40 0 0 41 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.0 13.4 2.7 7.9 0.3 0.1 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 46,375 : : Positions : : 27,336 41,990 14,499 1,399 2,225 300 300 0 1,626 100 6 : : : : Changes from: October 25, 2022 : : 3,211 3,472 192 -70 140 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 90.5 31.3 3.0 4.8 0.6 0.6 0.0 3.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 16 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 50,152 : : Positions : : 26,352 46,681 20,834 1,814 840 0 252 0 1,810 200 0 : : : : Changes from: October 25, 2022 : : 3,635 3,860 297 73 54 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 93.1 41.5 3.6 1.7 0.0 0.5 0.0 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 19 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 70,885 : : Positions : : 60,530 53,791 7,804 10,780 1,178 115 1,295 58 539 3,082 237 : : : : Changes from: October 25, 2022 : : 1,270 651 -85 -150 0 0 288 -12 -149 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 75.9 11.0 15.2 1.7 0.2 1.8 0.1 0.8 4.3 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 21 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 87,628 : : Positions : : 75,428 68,078 6,808 12,100 2,270 1,055 222 355 903 3,876 215 : : : : Changes from: October 25, 2022 : : 1,954 1,165 -84 -115 112 -3 -45 -152 -609 27 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 77.7 7.8 13.8 2.6 1.2 0.3 0.4 1.0 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 24 4 4 4 . 6 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 48,142 : : Positions : : 31,591 35,028 14,389 9,145 514 75 412 1,188 60 1,770 85 : : : : Changes from: October 25, 2022 : : 445 360 175 -375 -75 -371 179 371 -10 75 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 72.8 29.9 19.0 1.1 0.2 0.9 2.5 0.1 3.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 48,249 : : Positions : : 35,293 36,904 12,116 8,290 80 0 725 0 0 1,640 610 : : : : Changes from: October 25, 2022 : : 225 0 -75 300 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 76.5 25.1 17.2 0.2 0.0 1.5 0.0 0.0 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 47,761 : : Positions : : 35,533 32,792 2,074 10,589 2,315 6,130 0 1,090 100 200 25 : : : : Changes from: October 25, 2022 : : 2,788 2,506 -50 402 23 0 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 68.7 4.3 22.2 4.8 12.8 0.0 2.3 0.2 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 4 . 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 42,485 : : Positions : : 33,543 28,133 2,132 7,807 3,516 60 379 2,203 200 76 0 : : : : Changes from: October 25, 2022 : : 4,025 3,765 -37 419 2 20 -116 155 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 66.2 5.0 18.4 8.3 0.1 0.9 5.2 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 13,490 : : Positions : : 7,312 12,661 4,624 147 160 468 122 0 0 0 0 : : : : Changes from: October 25, 2022 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 93.9 34.3 1.1 1.2 3.5 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 34,294 : : Positions : : 29,810 30,979 2,547 2,137 645 615 228 109 0 0 0 : : : : Changes from: October 25, 2022 : : 336 282 -4 0 0 0 125 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 90.3 7.4 6.2 1.9 1.8 0.7 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 25,039 : : Positions : : 22,736 23,499 1,497 927 395 75 142 0 0 0 0 : : : : Changes from: October 25, 2022 : : 310 222 0 0 0 0 142 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 93.8 6.0 3.7 1.6 0.3 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 4 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 29,958 : : Positions : : 22,784 23,932 3,606 974 2,462 0 2,152 255 222 0 0 : : : : Changes from: October 25, 2022 : : 622 451 -132 36 154 -67 -41 18 -8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 79.9 12.0 3.3 8.2 0.0 7.2 0.9 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 5 . 6 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 20,429 : : Positions : : 14,551 17,666 2,680 248 1,281 1,158 548 223 0 46 36 : : : : Changes from: October 25, 2022 : : 530 55 -348 -34 31 -150 22 23 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 86.5 13.1 1.2 6.3 5.7 2.7 1.1 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 12,961 : : Positions : : 3,820 11,866 7,507 0 570 125 0 525 345 0 0 : : : : Changes from: October 25, 2022 : : -95 -877 -305 0 0 -225 0 125 -245 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 91.6 57.9 0.0 4.4 1.0 0.0 4.1 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 5 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 12,304 : : Positions : : 4,946 11,475 6,844 0 0 0 825 0 506 0 4 : : : : Changes from: October 25, 2022 : : -388 -870 -282 0 0 0 200 -50 2 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 93.3 55.6 0.0 0.0 0.0 6.7 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 20,715 : : Positions : : 8,944 17,319 9,112 1,085 2,196 0 50 0 80 0 0 : : : : Changes from: October 25, 2022 : : -135 165 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 83.6 44.0 5.2 10.6 0.0 0.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 4 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 46,036 : : Positions : : 17,261 20,870 24,326 22,990 1,801 0 175 0 2,035 0 0 : : : : Changes from: October 25, 2022 : : 1,455 1,045 -410 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 45.3 52.8 49.9 3.9 0.0 0.4 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 6 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 48,732 : : Positions : : 18,832 20,414 25,726 26,240 1,703 0 175 0 1,960 0 0 : : : : Changes from: October 25, 2022 : : 1,606 986 -620 0 79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 41.9 52.8 53.8 3.5 0.0 0.4 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 6 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 91,062 : : Positions : : 70,392 65,346 1,872 15,255 8,908 399 0 120 8,179 717 395 : : : : Changes from: October 25, 2022 : : 1,982 3,582 -150 -853 600 144 0 0 794 16 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 71.8 2.1 16.8 9.8 0.4 0.0 0.1 9.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 28 . 6 8 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 90,645 : : Positions : : 68,695 62,031 1,449 18,607 8,087 1,152 149 320 10,178 828 301 : : : : Changes from: October 25, 2022 : : 1,015 4,002 -92 -2,144 466 104 -35 74 852 100 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 68.4 1.6 20.5 8.9 1.3 0.2 0.4 11.2 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 31 4 6 8 4 . 4 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 656,409 : : Positions : : 369,431 429,800 35,213 7,462 112,523 16,222 11,802 54,418 31,314 3,512 36,390 : : : : Changes from: October 25, 2022 : : 1,458 -6,786 4,167 -1,477 -893 2,505 4,784 -4,276 -10,699 870 7,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 65.5 5.4 1.1 17.1 2.5 1.8 8.3 4.8 0.5 5.5 : : : : Number of Traders in Each Category Total Traders: 102 : : 41 39 6 5 11 7 15 16 14 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 24,756 : : Positions : : 19,465 11,623 177 11,324 1,744 370 0 40 2,357 25 0 : : : : Changes from: October 25, 2022 : : 80 0 0 5 -90 -50 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 47.0 0.7 45.7 7.0 1.5 0.0 0.2 9.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 24,035 : : Positions : : 17,561 14,376 1,557 7,073 2,571 150 0 15 1,793 0 0 : : : : Changes from: October 25, 2022 : : -20 1,220 145 -1,095 810 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 59.8 6.5 29.4 10.7 0.6 0.0 0.1 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . 4 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 64,567 : : Positions : : 45,372 43,341 6,677 4,327 5,738 1,099 4,350 2,250 452 1,940 2,588 : : : : Changes from: October 25, 2022 : : 294 154 -150 0 150 0 -10 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 67.1 10.3 6.7 8.9 1.7 6.7 3.5 0.7 3.0 4.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 53,665 : : Positions : : 31,354 33,864 8,655 1,565 9,481 1,300 8,215 0 2,475 60 300 : : : : Changes from: October 25, 2022 : : 595 800 -210 -300 1,100 0 0 0 200 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 63.1 16.1 2.9 17.7 2.4 15.3 0.0 4.6 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 87,782 : : Positions : : 60,649 56,218 18,175 23,241 1,652 365 0 270 936 656 0 : : : : Changes from: October 25, 2022 : : 560 716 545 380 0 0 0 0 60 69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 64.0 20.7 26.5 1.9 0.4 0.0 0.3 1.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 4 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 70,723 : : Positions : : 48,660 40,331 14,398 23,230 1,233 0 0 0 913 455 0 : : : : Changes from: October 25, 2022 : : 319 640 565 240 0 0 0 0 40 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 57.0 20.4 32.8 1.7 0.0 0.0 0.0 1.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . 4 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 21,929 : : Positions : : 12,893 17,630 2,600 735 820 2,860 0 0 270 0 60 : : : : Changes from: October 25, 2022 : : 117 238 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 80.4 11.9 3.4 3.7 13.0 0.0 0.0 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 20,606 : : Positions : : 12,338 17,121 2,745 795 400 2,860 0 0 140 0 90 : : : : Changes from: October 25, 2022 : : 22 -83 -55 0 55 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 83.1 13.3 3.9 1.9 13.9 0.0 0.0 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 23,949 : : Positions : : 11,570 13,936 7,889 3,919 1,522 1,451 2,540 216 100 151 0 : : : : Changes from: October 25, 2022 : : 461 -675 -480 0 472 0 740 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 58.2 32.9 16.4 6.4 6.1 10.6 0.9 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 18,193 : : Positions : : 9,149 10,177 5,851 1,497 1,626 0 3,340 140 184 0 0 : : : : Changes from: October 25, 2022 : : 101 -535 -120 300 199 0 240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 55.9 32.2 8.2 8.9 0.0 18.4 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 17,406 : : Positions : : 9,950 13,430 2,405 801 984 2,465 830 75 0 100 0 : : : : Changes from: October 25, 2022 : : -15 720 -31 89 31 920 5 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 77.2 13.8 4.6 5.7 14.2 4.8 0.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 86,501 : : Positions : : 35,395 36,420 27,917 28,253 4,294 0 1,100 0 4,360 1,896 0 : : : : Changes from: October 25, 2022 : : 2,137 402 -419 1,381 -165 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 42.1 32.3 32.7 5.0 0.0 1.3 0.0 5.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . 6 7 0 . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 85,814 : : Positions : : 35,391 37,602 23,317 27,591 4,204 0 511 264 8,110 1,271 0 : : : : Changes from: October 25, 2022 : : 2,340 585 -490 1,400 -49 0 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 43.8 27.2 32.2 4.9 0.0 0.6 0.3 9.5 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 17 . 6 7 0 . . 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 27,356 : : Positions : : 16,126 13,965 3,734 4,250 691 0 1,925 15 1,025 840 265 : : : : Changes from: October 25, 2022 : : 221 185 39 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 51.0 13.6 15.5 2.5 0.0 7.0 0.1 3.7 3.1 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 7 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 27,301 : : Positions : : 16,126 13,905 3,639 4,250 691 0 1,925 15 1,025 805 265 : : : : Changes from: October 25, 2022 : : 221 185 39 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 50.9 13.3 15.6 2.5 0.0 7.1 0.1 3.8 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 6 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 22,419 : : Positions : : 19,240 3,415 795 14,179 1,720 0 0 0 0 2,960 0 : : : : Changes from: October 25, 2022 : : 30 60 0 0 0 0 0 0 0 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 15.2 3.5 63.2 7.7 0.0 0.0 0.0 0.0 13.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 21,169 : : Positions : : 18,315 2,615 765 13,884 1,505 0 0 0 50 2,960 0 : : : : Changes from: October 25, 2022 : : 100 0 0 0 0 0 0 0 0 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 12.4 3.6 65.6 7.1 0.0 0.0 0.0 0.2 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 4 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 26,304 : : Positions : : 18,360 13,040 526 9,365 761 0 180 0 4,134 455 75 : : : : Changes from: October 25, 2022 : : 0 -120 0 0 -25 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 49.6 2.0 35.6 2.9 0.0 0.7 0.0 15.7 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 6 . 6 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 22,396 : : Positions : : 14,934 12,425 737 6,069 1,551 0 105 0 3,253 345 50 : : : : Changes from: October 25, 2022 : : 0 -120 0 0 0 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 55.5 3.3 27.1 6.9 0.0 0.5 0.0 14.5 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 6 . 6 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 41,818 : : Positions : : 8,369 28,395 26,462 9,404 500 0 0 0 2,780 0 10 : : : : Changes from: October 25, 2022 : : -120 460 293 -120 60 0 0 0 160 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 67.9 63.3 22.5 1.2 0.0 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 4 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 46,499 : : Positions : : 8,278 30,044 30,886 7,925 715 300 589 0 2,650 3,400 225 : : : : Changes from: October 25, 2022 : : -70 460 293 0 0 0 0 0 160 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.8 64.6 66.4 17.0 1.5 0.6 1.3 0.0 5.7 7.3 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 17 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 63,154 : : Positions : : 24,787 52,345 31,238 4,685 1,924 0 425 350 2,100 1,090 390 : : : : Changes from: October 25, 2022 : : 55 680 300 -325 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 82.9 49.5 7.4 3.0 0.0 0.7 0.6 3.3 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 59,418 : : Positions : : 21,078 47,870 31,352 4,740 1,994 0 475 300 1,885 1,635 440 : : : : Changes from: October 25, 2022 : : 335 935 300 -300 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 80.6 52.8 8.0 3.4 0.0 0.8 0.5 3.2 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 19,571 : : Positions : : 15,708 3,485 0 12,323 1,228 0 0 0 0 840 15 : : : : Changes from: October 25, 2022 : : 36 -300 0 336 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 17.8 0.0 63.0 6.3 0.0 0.0 0.0 0.0 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 18,442 : : Positions : : 15,288 2,495 0 13,018 838 0 0 0 0 665 50 : : : : Changes from: October 25, 2022 : : 266 -70 0 336 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 13.5 0.0 70.6 4.5 0.0 0.0 0.0 0.0 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 40,910 : : Positions : : 21,431 16,815 2,409 10,078 8,507 2,430 0 0 1,293 780 495 : : : : Changes from: October 25, 2022 : : 1,090 340 -10 745 115 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 41.1 5.9 24.6 20.8 5.9 0.0 0.0 3.2 1.9 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 39,675 : : Positions : : 21,130 15,125 2,220 11,138 8,700 2,430 0 0 1,243 810 490 : : : : Changes from: October 25, 2022 : : 1,065 335 0 755 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 38.1 5.6 28.1 21.9 6.1 0.0 0.0 3.1 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 . 6 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 49,708 : : Positions : : 32,090 22,358 2,365 19,005 1,305 1,690 100 410 6,286 980 155 : : : : Changes from: October 25, 2022 : : -40 0 100 -250 200 -50 0 0 0 260 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 45.0 4.8 38.2 2.6 3.4 0.2 0.8 12.6 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 9 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 42,550 : : Positions : : 27,582 20,491 2,265 15,387 1,400 2,030 100 70 5,768 1,560 55 : : : : Changes from: October 25, 2022 : : 55 -25 100 -500 220 -50 0 0 50 680 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 48.2 5.3 36.2 3.3 4.8 0.2 0.2 13.6 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 9 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 215,458 : : Positions : : 104,479 108,304 36,142 15,302 15,561 150 7,360 430 6,384 16,134 155 : : : : Changes from: October 25, 2022 : : -2,147 169 1,176 -484 525 0 -50 0 580 34 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 50.3 16.8 7.1 7.2 0.1 3.4 0.2 3.0 7.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 27 5 4 8 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 199,097 : : Positions : : 97,494 100,056 28,717 11,952 17,770 200 5,945 30 6,305 14,598 100 : : : : Changes from: October 25, 2022 : : -1,517 254 1,251 391 225 0 -50 0 1,000 89 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 50.3 14.4 6.0 8.9 0.1 3.0 0.0 3.2 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 26 . 6 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 24,770 : : Positions : : 14,605 19,925 4,035 75 1,405 625 0 0 555 0 0 : : : : Changes from: October 25, 2022 : : 505 265 -240 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 80.4 16.3 0.3 5.7 2.5 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 50,608 : : Positions : : 26,166 26,323 10,039 8,367 6,864 0 925 0 0 180 70 : : : : Changes from: October 25, 2022 : : -383 2,478 2,425 -436 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 52.0 19.8 16.5 13.6 0.0 1.8 0.0 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 7 9 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 50,395 : : Positions : : 22,355 26,554 9,580 4,667 9,141 0 464 525 300 80 70 : : : : Changes from: October 25, 2022 : : -245 2,576 2,350 -471 -496 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 52.7 19.0 9.3 18.1 0.0 0.9 1.0 0.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . 6 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 35,304 : : Positions : : 15,595 22,064 9,680 0 5,254 0 2,450 100 75 700 0 : : : : Changes from: October 25, 2022 : : 360 24 -360 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 62.5 27.4 0.0 14.9 0.0 6.9 0.3 0.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 7 0 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 34,837 : : Positions : : 15,814 20,580 8,867 300 4,226 0 2,886 0 75 990 0 : : : : Changes from: October 25, 2022 : : 300 0 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 59.1 25.5 0.9 12.1 0.0 8.3 0.0 0.2 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 6 . 6 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 202,004 : : Positions : : 99,631 99,494 25,267 32,136 18,635 2,205 175 2,275 6,017 1,395 1,310 : : : : Changes from: October 25, 2022 : : 2,742 -1,923 887 2,642 363 175 -25 10 -2,785 25 850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 49.3 12.5 15.9 9.2 1.1 0.1 1.1 3.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 27 6 4 10 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 176,423 : : Positions : : 85,092 104,303 17,299 11,110 14,911 2,540 1,170 615 13,155 1,623 5,990 : : : : Changes from: October 25, 2022 : : 3,894 -2,631 920 2,865 34 -175 0 20 -4,105 75 1,690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 59.1 9.8 6.3 8.5 1.4 0.7 0.3 7.5 0.9 3.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 27 5 4 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 98,350 : : Positions : : 48,830 59,140 22,145 16,315 8,770 2,915 0 50 2,695 950 505 : : : : Changes from: October 25, 2022 : : 3,845 1,670 475 1,200 -100 50 0 0 -550 950 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 60.1 22.5 16.6 8.9 3.0 0.0 0.1 2.7 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . 4 4 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 04, 2022