Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 27,771 : : Positions : : 20,879 24,844 3,392 338 2,312 744 112 150 150 0 0 : : : : Changes from: November 22, 2022 : : -89 29 -46 -51 47 25 -25 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 89.5 12.2 1.2 8.3 2.7 0.4 0.5 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . . 4 4 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 19,989 : : Positions : : 16,315 15,606 373 2,917 1,338 1,462 0 48 343 0 80 : : : : Changes from: November 22, 2022 : : 325 310 -97 18 -38 0 0 0 100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 78.1 1.9 14.6 6.7 7.3 0.0 0.2 1.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 213,586 : : Positions : : 108,296 163,095 21,979 9,518 20,674 23,817 1,337 4,796 25,200 5,488 8,025 : : : : Changes from: November 22, 2022 : : -216 2,378 2,385 595 -874 376 -233 -2,365 -323 -345 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 76.4 10.3 4.5 9.7 11.2 0.6 2.2 11.8 2.6 3.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 29 29 5 4 8 8 . 7 6 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 78,861 : : Positions : : 64,793 58,046 4,654 8,280 3,880 652 5,342 1,862 1,162 185 1,180 : : : : Changes from: November 22, 2022 : : 433 242 -81 182 -121 0 -236 60 -250 -45 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 73.6 5.9 10.5 4.9 0.8 6.8 2.4 1.5 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 15 . . 4 . 5 5 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 60,227 : : Positions : : 47,900 45,929 6,792 3,006 1,871 684 5,848 948 380 1,385 1,240 : : : : Changes from: November 22, 2022 : : 295 0 -3 247 -237 0 -50 0 -95 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 76.3 11.3 5.0 3.1 1.1 9.7 1.6 0.6 2.3 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 54,077 : : Positions : : 35,562 28,793 6,567 12,492 6,338 2,782 80 1,550 237 4,167 574 : : : : Changes from: November 22, 2022 : : 411 -48 1 380 0 0 0 0 3 83 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 53.2 12.1 23.1 11.7 5.1 0.1 2.9 0.4 7.7 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 4 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 63,758 : : Positions : : 46,621 31,950 4,695 13,664 8,870 317 3,745 1,470 70 2,977 883 : : : : Changes from: November 22, 2022 : : 273 393 223 315 -276 0 -150 0 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 50.1 7.4 21.4 13.9 0.5 5.9 2.3 0.1 4.7 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 5 4 9 . 6 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 68,249 : : Positions : : 45,931 27,692 18,372 26,206 2,874 0 200 0 746 11,188 14 : : : : Changes from: November 22, 2022 : : 1,219 1,284 230 -111 110 0 0 0 -1 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 40.6 26.9 38.4 4.2 0.0 0.3 0.0 1.1 16.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 88,203 : : Positions : : 58,842 37,540 24,403 35,254 3,196 0 60 0 1,354 11,775 0 : : : : Changes from: November 22, 2022 : : 1,878 1,640 267 208 0 0 0 0 1 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 42.6 27.7 40.0 3.6 0.0 0.1 0.0 1.5 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 5 4 7 0 . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 35,235 : : Positions : : 25,004 33,875 9,208 25 770 0 0 0 0 270 0 : : : : Changes from: November 22, 2022 : : -545 -300 245 0 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 96.1 26.1 0.1 2.2 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 36,937 : : Positions : : 29,425 32,188 3,898 988 3,455 0 0 0 0 300 0 : : : : Changes from: November 22, 2022 : : 222 823 -300 -900 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 87.1 10.6 2.7 9.4 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 44,168 : : Positions : : 35,699 22,341 4,043 5,923 3,960 388 9,300 9 0 2,605 30 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 50.6 9.2 13.4 9.0 0.9 21.1 0.0 0.0 5.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 40,296 : : Positions : : 33,333 18,429 3,108 8,610 3,575 250 9,150 0 0 400 0 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 45.7 7.7 21.4 8.9 0.6 22.7 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 155,787 : : Positions : : 69,230 83,052 34,166 32,109 23,281 16,437 164 4,535 3,292 8,462 4,037 : : : : Changes from: November 22, 2022 : : -541 -145 205 30 -35 288 -92 -9 -16 158 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 53.3 21.9 20.6 14.9 10.6 0.1 2.9 2.1 5.4 2.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 32 34 . 5 6 8 . 6 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 32,000 : : Positions : : 20,758 15,249 6,589 10,421 3,981 0 0 0 0 2,108 0 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 47.7 20.6 32.6 12.4 0.0 0.0 0.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 29,347 : : Positions : : 17,614 15,110 7,789 8,616 3,272 0 0 0 0 2,108 0 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 51.5 26.5 29.4 11.1 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 29, 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 50,400 : : Positions : : 19,739 32,500 26,221 2,757 4,420 0 8,159 0 0 2,450 0 : : : : Changes from: November 22, 2022 : : 30 0 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 64.5 52.0 5.5 8.8 0.0 16.2 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 46,579 : : Positions : : 20,022 29,583 20,566 500 5,790 0 8,159 0 0 2,400 0 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 63.5 44.2 1.1 12.4 0.0 17.5 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 115,884 : : Positions : : 47,147 68,374 33,720 29,012 12,570 15,071 250 132 5,437 3,920 807 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 59.0 29.1 25.0 10.8 13.0 0.2 0.1 4.7 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 . 4 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 41,954 : : Positions : : 29,463 40,708 11,373 0 713 0 0 0 25 165 50 : : : : Changes from: November 22, 2022 : : -460 -239 205 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 97.0 27.1 0.0 1.7 0.0 0.0 0.0 0.1 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 4 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 50,118 : : Positions : : 38,684 45,671 7,546 456 3,283 0 40 210 0 378 4 : : : : Changes from: November 22, 2022 : : 756 1,315 -280 -900 5 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 91.1 15.1 0.9 6.6 0.0 0.1 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 46,027 : : Positions : : 28,105 41,788 13,656 1,270 2,184 200 200 0 1,583 50 0 : : : : Changes from: November 22, 2022 : : 48 61 14 0 0 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 90.8 29.7 2.8 4.7 0.4 0.4 0.0 3.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 16 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,100 : : Positions : : 27,073 45,840 19,037 1,845 929 0 0 0 1,758 200 0 : : : : Changes from: November 22, 2022 : : 852 581 -480 0 0 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 93.4 38.8 3.8 1.9 0.0 0.0 0.0 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 7 . 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 72,442 : : Positions : : 61,570 56,496 8,536 9,556 974 50 1,518 58 624 3,093 151 : : : : Changes from: November 22, 2022 : : 579 620 255 0 0 0 0 0 -212 0 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 78.0 11.8 13.2 1.3 0.1 2.1 0.1 0.9 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 87,660 : : Positions : : 75,543 69,675 6,999 10,780 2,310 492 173 477 925 3,673 138 : : : : Changes from: November 22, 2022 : : 1,193 1,242 31 7 0 24 -8 -18 -20 -6 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 79.5 8.0 12.3 2.6 0.6 0.2 0.5 1.1 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 26 5 4 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 42,762 : : Positions : : 26,357 29,262 14,229 8,981 438 75 693 1,293 35 1,985 110 : : : : Changes from: November 22, 2022 : : 97 200 140 -100 65 0 87 0 0 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 68.4 33.3 21.0 1.0 0.2 1.6 3.0 0.1 4.6 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 42,573 : : Positions : : 29,959 31,138 11,819 8,235 50 0 1,100 0 0 1,450 600 : : : : Changes from: November 22, 2022 : : 375 550 75 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 73.1 27.8 19.3 0.1 0.0 2.6 0.0 0.0 3.4 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 49,494 : : Positions : : 40,126 33,078 1,903 11,430 2,121 3,665 0 1,040 50 1,087 25 : : : : Changes from: November 22, 2022 : : 1,279 -69 30 1,645 -100 300 0 0 0 46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 66.8 3.8 23.1 4.3 7.4 0.0 2.1 0.1 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 43,255 : : Positions : : 33,887 28,358 2,137 6,699 3,629 481 379 2,025 200 1,821 1 : : : : Changes from: November 22, 2022 : : 469 411 160 150 -153 45 0 0 0 169 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 65.6 4.9 15.5 8.4 1.1 0.9 4.7 0.5 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 14,405 : : Positions : : 8,684 13,586 4,596 122 186 468 82 0 0 0 0 : : : : Changes from: November 22, 2022 : : 229 220 -24 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 94.3 31.9 0.8 1.3 3.2 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 37,553 : : Positions : : 33,176 34,967 2,247 1,752 463 640 67 133 0 0 0 : : : : Changes from: November 22, 2022 : : 581 596 0 0 0 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 93.1 6.0 4.7 1.2 1.7 0.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 28,456 : : Positions : : 26,300 27,183 1,526 872 199 50 142 0 0 0 0 : : : : Changes from: November 22, 2022 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 95.5 5.4 3.1 0.7 0.2 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 4 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 31,947 : : Positions : : 25,199 26,113 3,730 1,127 1,928 0 2,396 192 235 0 0 : : : : Changes from: November 22, 2022 : : -30 -71 -30 -68 45 0 90 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 81.7 11.7 3.5 6.0 0.0 7.5 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 5 . 6 0 5 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 21,407 : : Positions : : 15,883 18,723 2,405 251 1,226 1,053 480 275 0 20 36 : : : : Changes from: November 22, 2022 : : 118 179 44 -5 -35 0 18 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 87.5 11.2 1.2 5.7 4.9 2.2 1.3 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 13,555 : : Positions : : 4,354 12,446 7,567 0 570 148 0 527 320 0 0 : : : : Changes from: November 22, 2022 : : 75 98 -100 0 0 43 -5 -18 75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 91.8 55.8 0.0 4.2 1.1 0.0 3.9 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 5 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 12,917 : : Positions : : 5,051 12,015 7,049 0 0 0 875 0 786 0 27 : : : : Changes from: November 22, 2022 : : -100 30 155 0 0 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 93.0 54.6 0.0 0.0 0.0 6.8 0.0 6.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 46,238 : : Positions : : 19,063 21,446 22,579 22,480 1,967 0 155 0 1,885 0 0 : : : : Changes from: November 22, 2022 : : 15 120 105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 46.4 48.8 48.6 4.3 0.0 0.3 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 6 6 . 6 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 48,641 : : Positions : : 21,300 21,188 23,649 25,680 1,618 0 155 0 1,815 0 0 : : : : Changes from: November 22, 2022 : : 15 120 105 0 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 43.6 48.6 52.8 3.3 0.0 0.3 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 7 6 . 6 0 . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 82,055 : : Positions : : 61,359 59,637 3,891 14,008 6,741 419 0 120 8,581 1,023 101 : : : : Changes from: November 22, 2022 : : -323 -25 190 53 -150 55 0 0 40 -3 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 72.7 4.7 17.1 8.2 0.5 0.0 0.1 10.5 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 27 . 6 7 . 0 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 86,845 : : Positions : : 62,332 58,015 5,172 17,140 6,583 691 192 220 11,261 4,310 89 : : : : Changes from: November 22, 2022 : : 234 407 161 56 -115 15 12 0 119 61 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 66.8 6.0 19.7 7.6 0.8 0.2 0.3 13.0 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 31 4 6 7 . . . 5 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 673,586 : : Positions : : 380,383 435,492 29,812 7,220 119,022 21,960 8,750 52,856 21,075 2,665 47,068 : : : : Changes from: November 22, 2022 : : -1,612 -35 423 178 -2,325 3,444 -1,035 -2,483 -3,549 -375 3,950 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 64.7 4.4 1.1 17.7 3.3 1.3 7.8 3.1 0.4 7.0 : : : : Number of Traders in Each Category Total Traders: 104 : : 39 38 6 4 10 13 8 12 16 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 23,005 : : Positions : : 17,627 10,107 63 10,874 1,959 290 0 40 2,291 25 0 : : : : Changes from: November 22, 2022 : : 0 -120 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 43.9 0.3 47.3 8.5 1.3 0.0 0.2 10.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22,803 : : Positions : : 15,998 13,642 2,083 6,850 2,296 145 0 15 1,741 0 0 : : : : Changes from: November 22, 2022 : : 0 -120 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 59.8 9.1 30.0 10.1 0.6 0.0 0.1 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 61,964 : : Positions : : 43,350 42,502 6,900 3,494 5,171 1,099 4,124 2,185 400 2,038 2,440 : : : : Changes from: November 22, 2022 : : -152 -42 45 -50 0 0 -5 5 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 68.6 11.1 5.6 8.3 1.8 6.7 3.5 0.6 3.3 3.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 53,235 : : Positions : : 29,813 34,312 8,911 1,197 8,701 1,300 8,390 0 4,200 255 200 : : : : Changes from: November 22, 2022 : : -29 227 256 0 0 0 170 0 200 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 64.5 16.7 2.2 16.3 2.4 15.8 0.0 7.9 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 89,403 : : Positions : : 62,643 56,214 17,014 24,106 1,779 435 0 200 931 576 0 : : : : Changes from: November 22, 2022 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 62.9 19.0 27.0 2.0 0.5 0.0 0.2 1.0 0.6 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 29, 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 72,002 : : Positions : : 50,693 40,795 13,827 24,205 1,187 0 0 0 908 356 0 : : : : Changes from: November 22, 2022 : : 350 525 0 -175 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 56.7 19.2 33.6 1.6 0.0 0.0 0.0 1.3 0.5 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 29, 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 22,367 : : Positions : : 13,060 17,265 2,600 1,040 950 2,810 0 0 90 0 180 : : : : Changes from: November 22, 2022 : : 0 -10 0 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 77.2 11.6 4.6 4.2 12.6 0.0 0.0 0.4 0.0 0.8 : : : : 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 29, 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 20,932 : : Positions : : 12,405 16,464 2,795 1,100 580 2,810 0 0 0 15 195 : : : : Changes from: November 22, 2022 : : 0 -10 0 0 0 0 0 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 78.7 13.4 5.3 2.8 13.4 0.0 0.0 0.0 0.1 0.9 : : : : 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 29, 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 23,817 : : Positions : : 14,529 14,699 5,430 3,561 1,274 1,281 2,565 191 100 80 0 : : : : Changes from: November 22, 2022 : : 55 91 0 0 0 0 0 0 0 -36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 61.7 22.8 15.0 5.3 5.4 10.8 0.8 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 4 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 16,269 : : Positions : : 9,636 8,049 3,252 1,492 1,566 0 3,280 115 156 0 0 : : : : Changes from: November 22, 2022 : : 0 36 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 49.5 20.0 9.2 9.6 0.0 20.2 0.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 4 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 18,059 : : Positions : : 9,045 15,095 4,280 0 893 2,490 780 50 0 100 0 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 83.6 23.7 0.0 4.9 13.8 4.3 0.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 5 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 85,596 : : Positions : : 34,476 36,959 27,899 27,387 4,083 0 1,075 0 4,795 1,776 600 : : : : Changes from: November 22, 2022 : : 688 388 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 43.2 32.6 32.0 4.8 0.0 1.3 0.0 5.6 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 . 5 7 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 87,930 : : Positions : : 35,257 42,677 23,840 23,467 5,760 0 424 351 8,480 1,196 600 : : : : Changes from: November 22, 2022 : : 985 1,000 100 245 12 0 -175 175 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 48.5 27.1 26.7 6.6 0.0 0.5 0.4 9.6 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 5 4 8 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 26,556 : : Positions : : 15,434 13,958 3,819 4,085 588 0 1,925 15 1,160 560 310 : : : : Changes from: November 22, 2022 : : 100 -25 -75 50 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 52.6 14.4 15.4 2.2 0.0 7.2 0.1 4.4 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 7 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 26,521 : : Positions : : 15,434 13,893 3,719 4,085 588 0 1,925 15 1,160 525 330 : : : : Changes from: November 22, 2022 : : 100 -25 -75 50 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 52.4 14.0 15.4 2.2 0.0 7.3 0.1 4.4 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 6 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 23,286 : : Positions : : 20,365 3,840 910 13,781 1,360 0 0 0 0 4,160 0 : : : : Changes from: November 22, 2022 : : 1,330 720 180 0 0 0 0 0 0 790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 16.5 3.9 59.2 5.8 0.0 0.0 0.0 0.0 17.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22,156 : : Positions : : 19,520 3,095 890 13,521 1,175 0 0 0 50 4,160 0 : : : : Changes from: November 22, 2022 : : 1,330 720 180 0 0 0 0 0 0 790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 14.0 4.0 61.0 5.3 0.0 0.0 0.0 0.2 18.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 . . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 26,088 : : Positions : : 18,441 11,650 514 10,897 718 0 70 0 4,041 480 50 : : : : Changes from: November 22, 2022 : : 586 -340 0 1,007 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 44.7 2.0 41.8 2.8 0.0 0.3 0.0 15.5 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 6 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22,403 : : Positions : : 15,251 11,230 721 7,766 1,480 0 70 0 3,184 200 50 : : : : Changes from: November 22, 2022 : : 631 -280 0 1,121 0 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 50.1 3.2 34.7 6.6 0.0 0.3 0.0 14.2 0.9 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 29, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 8,373 : : Positions : : 5,345 1,355 655 5,395 355 250 0 0 525 0 0 : : : : Changes from: November 22, 2022 : : 180 30 -100 0 100 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 16.2 7.8 64.4 4.2 3.0 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 8,255 : : Positions : : 5,315 1,325 595 5,335 305 250 0 0 525 0 0 : : : : Changes from: November 22, 2022 : : 190 40 -100 0 100 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 16.1 7.2 64.6 3.7 3.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 41,191 : : Positions : : 8,984 28,193 24,670 9,476 305 0 0 0 3,980 0 0 : : : : Changes from: November 22, 2022 : : 650 1,140 0 300 -180 0 0 0 790 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 68.4 59.9 23.0 0.7 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 45,537 : : Positions : : 8,973 29,747 28,740 7,680 591 200 651 0 3,900 3,450 175 : : : : Changes from: November 22, 2022 : : 565 950 -50 180 -180 0 175 0 790 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 65.3 63.1 16.9 1.3 0.4 1.4 0.0 8.6 7.6 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 17 6 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 61,099 : : Positions : : 23,559 50,980 30,766 4,180 2,004 0 400 350 1,800 915 385 : : : : Changes from: November 22, 2022 : : 490 430 -180 -120 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 83.4 50.4 6.8 3.3 0.0 0.7 0.6 2.9 1.5 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 29, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 57,024 : : Positions : : 19,653 46,121 30,793 4,280 2,034 0 500 300 1,555 1,440 430 : : : : Changes from: November 22, 2022 : : 80 80 -120 -120 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 80.9 54.0 7.5 3.6 0.0 0.9 0.5 2.7 2.5 0.8 : : : : 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 29, 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 20,213 : : Positions : : 16,265 2,910 0 13,605 993 0 0 0 0 870 15 : : : : Changes from: November 22, 2022 : : 600 0 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 14.4 0.0 67.3 4.9 0.0 0.0 0.0 0.0 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 19,085 : : Positions : : 15,931 2,025 0 14,136 798 0 0 0 0 720 50 : : : : Changes from: November 22, 2022 : : 600 0 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 10.6 0.0 74.1 4.2 0.0 0.0 0.0 0.0 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 39,923 : : Positions : : 21,729 17,505 2,554 9,491 8,617 2,320 0 0 1,178 905 440 : : : : Changes from: November 22, 2022 : : 235 80 -50 105 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 43.8 6.4 23.8 21.6 5.8 0.0 0.0 3.0 2.3 1.1 : : : : 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 29, 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 39,001 : : Positions : : 21,330 16,211 2,460 10,093 8,955 2,320 0 0 994 870 460 : : : : Changes from: November 22, 2022 : : 155 0 0 155 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 41.6 6.3 25.9 23.0 5.9 0.0 0.0 2.5 2.2 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 29, 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 49,627 : : Positions : : 31,734 22,380 2,255 18,612 1,820 1,710 0 410 6,321 1,030 70 : : : : Changes from: November 22, 2022 : : -188 217 -15 -300 250 0 0 0 0 -120 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 45.1 4.5 37.5 3.7 3.4 0.0 0.8 12.7 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 8 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 42,828 : : Positions : : 26,897 20,579 2,125 15,179 1,685 2,375 0 0 6,161 1,714 70 : : : : Changes from: November 22, 2022 : : -293 247 0 -345 200 0 0 0 75 -120 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 48.1 5.0 35.4 3.9 5.5 0.0 0.0 14.4 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 207,156 : : Positions : : 89,117 99,715 38,916 11,676 16,574 350 8,162 325 7,199 15,925 125 : : : : Changes from: November 22, 2022 : : -1,201 730 1,126 -725 -194 0 -150 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 48.1 18.8 5.6 8.0 0.2 3.9 0.2 3.5 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 27 6 . 8 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 190,900 : : Positions : : 83,510 89,539 31,144 10,611 20,150 350 7,297 0 7,214 14,632 0 : : : : Changes from: November 22, 2022 : : -1,064 641 794 -1,161 728 0 0 0 -175 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 46.9 16.3 5.6 10.6 0.2 3.8 0.0 3.8 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 4 4 7 . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 24,490 : : Positions : : 14,935 18,795 3,720 1,045 1,460 450 0 0 555 0 0 : : : : Changes from: November 22, 2022 : : 600 0 395 995 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 76.7 15.2 4.3 6.0 1.8 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2022 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 51,825 : : Positions : : 28,452 27,936 8,929 7,500 7,367 0 750 0 0 790 70 : : : : Changes from: November 22, 2022 : : -70 -275 -110 -205 -105 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 53.9 17.2 14.5 14.2 0.0 1.4 0.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 4 6 8 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 54,099 : : Positions : : 27,875 28,294 6,766 5,031 10,603 0 526 525 20 345 375 : : : : Changes from: November 22, 2022 : : -50 -35 146 156 -396 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 52.3 12.5 9.3 19.6 0.0 1.0 1.0 0.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . 6 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 34,241 : : Positions : : 15,677 21,061 8,765 140 5,584 0 1,750 25 50 1,300 0 : : : : Changes from: November 22, 2022 : : 175 0 -175 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 61.5 25.6 0.4 16.3 0.0 5.1 0.1 0.1 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 6 . 7 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 33,797 : : Positions : : 15,055 19,579 8,253 310 4,644 0 1,974 100 50 1,675 0 : : : : Changes from: November 22, 2022 : : 225 0 -250 0 250 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 57.9 24.4 0.9 13.7 0.0 5.8 0.3 0.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 5 . 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 196,380 : : Positions : : 99,560 92,725 22,520 33,287 21,123 1,682 945 1,583 3,805 670 2,500 : : : : Changes from: November 22, 2022 : : -624 1,661 1,130 -1,030 1,165 -150 0 28 -25 -300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 47.2 11.5 17.0 10.8 0.9 0.5 0.8 1.9 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 6 4 9 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 174,664 : : Positions : : 85,843 98,810 19,015 13,338 17,258 1,983 1,320 603 7,430 962 6,720 : : : : Changes from: November 22, 2022 : : -705 1,770 1,885 -730 893 0 0 0 -140 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 56.6 10.9 7.6 9.9 1.1 0.8 0.3 4.3 0.6 3.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 27 6 . 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 102,100 : : Positions : : 53,325 59,185 21,460 18,905 9,025 2,710 100 0 2,695 2,000 505 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 58.0 21.0 18.5 8.8 2.7 0.1 0.0 2.6 2.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 95,320 : : Positions : : 51,640 52,265 20,170 17,175 7,265 2,585 100 0 0 4,850 0 : : : : Changes from: November 22, 2022 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 54.8 21.2 18.0 7.6 2.7 0.1 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 11,790 : : Positions : : 7,110 7,855 2,000 1,760 880 1,600 0 125 0 1,100 0 : : : : Changes from: November 22, 2022 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 66.6 17.0 14.9 7.5 13.6 0.0 1.1 0.0 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 02, 2022