Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 27,447 : : Positions : : 22,654 24,017 2,177 1,048 1,782 488 182 31 122 0 0 : : : : Changes from: January 24, 2023 : : 492 318 53 -10 55 0 10 0 27 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 87.5 7.9 3.8 6.5 1.8 0.7 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 21,084 : : Positions : : 16,579 15,498 368 3,770 1,279 2,116 0 48 480 100 75 : : : : Changes from: January 24, 2023 : : 580 420 -70 253 199 594 0 23 -146 100 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 73.5 1.7 17.9 6.1 10.0 0.0 0.2 2.3 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 206,427 : : Positions : : 109,166 152,896 16,955 17,026 16,366 20,624 4,228 8,043 30,043 3,163 4,096 : : : : Changes from: January 24, 2023 : : 1,430 1,958 1,313 -1,886 -118 -1,132 1,380 562 142 368 -244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 74.1 8.2 8.2 7.9 10.0 2.0 3.9 14.6 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 32 35 . 8 9 6 7 6 6 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 80,992 : : Positions : : 64,301 53,950 3,338 9,860 4,922 873 5,791 4,161 943 580 1,639 : : : : Changes from: January 24, 2023 : : 2,603 99 -669 3 471 -43 1,525 1,336 100 251 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 66.6 4.1 12.2 6.1 1.1 7.2 5.1 1.2 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 15 . . 4 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 61,465 : : Positions : : 48,373 41,573 7,450 7,873 1,615 1,142 7,329 894 230 743 1,395 : : : : Changes from: January 24, 2023 : : 786 365 1,390 1,626 -590 186 1,176 -36 3 -838 464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 67.6 12.1 12.8 2.6 1.9 11.9 1.5 0.4 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 12 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 56,334 : : Positions : : 38,458 35,795 7,737 7,552 6,913 42 1,110 1,870 319 2,723 236 : : : : Changes from: January 24, 2023 : : 303 566 184 189 31 0 0 0 239 0 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 63.5 13.7 13.4 12.3 0.1 2.0 3.3 0.6 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 5 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 67,849 : : Positions : : 48,737 38,618 6,413 7,266 10,284 69 7,641 604 80 2,703 660 : : : : Changes from: January 24, 2023 : : 77 1,013 178 -35 -359 0 25 0 -46 -717 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 56.9 9.5 10.7 15.2 0.1 11.3 0.9 0.1 4.0 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 16 7 . 8 . 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 69,093 : : Positions : : 49,967 27,610 14,839 25,244 3,009 0 0 0 857 13,070 110 : : : : Changes from: January 24, 2023 : : 587 -47 308 25 0 0 0 0 -2 915 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 40.0 21.5 36.5 4.4 0.0 0.0 0.0 1.2 18.9 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 90,693 : : Positions : : 62,159 37,430 23,249 35,134 3,360 0 0 0 1,441 14,324 140 : : : : Changes from: January 24, 2023 : : 815 0 620 52 -7 0 0 0 0 1,383 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 41.3 25.6 38.7 3.7 0.0 0.0 0.0 1.6 15.8 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 16 5 4 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 35,020 : : Positions : : 26,022 34,303 8,664 0 281 0 0 0 0 220 0 : : : : Changes from: January 24, 2023 : : 906 746 -215 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 98.0 24.7 0.0 0.8 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 35,465 : : Positions : : 26,411 32,444 6,116 342 2,569 0 0 0 0 110 0 : : : : Changes from: January 24, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 91.5 17.2 1.0 7.2 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 37,935 : : Positions : : 30,231 19,541 4,476 4,758 2,792 389 8,100 9 0 2,705 30 : : : : Changes from: January 24, 2023 : : -600 0 600 0 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 51.5 11.8 12.5 7.4 1.0 21.4 0.0 0.0 7.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 35,785 : : Positions : : 29,366 16,411 3,046 8,200 2,412 251 8,100 0 150 200 350 : : : : Changes from: January 24, 2023 : : -312 288 600 0 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 45.9 8.5 22.9 6.7 0.7 22.6 0.0 0.4 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 150,079 : : Positions : : 62,567 84,864 35,949 25,698 20,629 18,169 685 4,207 2,234 8,526 5,309 : : : : Changes from: January 24, 2023 : : 669 2,163 1,436 1,146 -537 1,597 -119 852 -301 374 728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 56.5 24.0 17.1 13.7 12.1 0.5 2.8 1.5 5.7 3.5 : : : : Number of Traders in Each Category Total Traders: 71 : : 33 34 5 . 6 6 5 9 5 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 30,035 : : Positions : : 18,833 13,974 6,872 10,239 3,674 0 0 0 0 1,908 0 : : : : Changes from: January 24, 2023 : : -900 0 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 46.5 22.9 34.1 12.2 0.0 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 28,016 : : Positions : : 15,998 14,264 8,202 8,424 3,180 0 0 0 0 1,908 0 : : : : Changes from: January 24, 2023 : : -900 0 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 50.9 29.3 30.1 11.4 0.0 0.0 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 44,495 : : Positions : : 15,660 28,588 25,501 3,160 2,933 0 7,709 0 0 1,850 0 : : : : Changes from: January 24, 2023 : : 637 1,858 1,341 120 -752 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 64.2 57.3 7.1 6.6 0.0 17.3 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 40,772 : : Positions : : 15,858 25,126 20,071 1,260 4,462 0 7,709 0 0 1,900 0 : : : : Changes from: January 24, 2023 : : 637 1,858 1,221 0 -632 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 61.6 49.2 3.1 10.9 0.0 18.9 0.0 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 111,779 : : Positions : : 44,634 68,700 33,462 25,998 12,334 14,012 251 420 4,966 2,055 1,067 : : : : Changes from: January 24, 2023 : : -619 1,310 2,374 295 600 366 0 -132 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 61.5 29.9 23.3 11.0 12.5 0.2 0.4 4.4 1.8 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 41,362 : : Positions : : 30,740 40,744 10,346 0 99 25 0 0 30 220 0 : : : : Changes from: January 24, 2023 : : 316 328 -8 0 -4 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 98.5 25.0 0.0 0.2 0.1 0.0 0.0 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 48,385 : : Positions : : 34,642 45,424 10,506 586 1,824 935 0 55 0 240 10 : : : : Changes from: January 24, 2023 : : 233 26 -112 30 -3 20 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 93.9 21.7 1.2 3.8 1.9 0.0 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 42,146 : : Positions : : 25,739 37,374 12,256 1,260 1,922 0 0 0 1,947 1,340 0 : : : : Changes from: January 24, 2023 : : 112 102 40 0 -10 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 88.7 29.1 3.0 4.6 0.0 0.0 0.0 4.6 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 6 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 46,117 : : Positions : : 25,198 40,052 18,201 2,016 611 0 568 0 1,825 2,630 0 : : : : Changes from: January 24, 2023 : : 64 162 100 2 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 86.8 39.5 4.4 1.3 0.0 1.2 0.0 4.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 19 6 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 75,552 : : Positions : : 56,364 58,691 15,240 9,483 2,357 175 1,519 40 444 2,436 154 : : : : Changes from: January 24, 2023 : : -7,813 2,427 10,095 10 57 110 0 40 56 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 77.7 20.2 12.6 3.1 0.2 2.0 0.1 0.6 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 91,911 : : Positions : : 70,520 71,287 15,190 10,011 2,987 336 1,510 675 1,014 4,312 259 : : : : Changes from: January 24, 2023 : : -6,930 3,533 10,340 33 -305 -50 126 182 352 48 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 77.6 16.5 10.9 3.2 0.4 1.6 0.7 1.1 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 29 5 4 6 . 8 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 36,971 : : Positions : : 21,352 22,534 13,991 10,489 435 65 1,362 933 0 1,208 0 : : : : Changes from: January 24, 2023 : : 220 17 75 5 0 0 273 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 61.0 37.8 28.4 1.2 0.2 3.7 2.5 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 4 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 38,518 : : Positions : : 26,333 26,867 11,815 8,850 150 0 1,455 0 0 1,171 25 : : : : Changes from: January 24, 2023 : : 199 -190 495 323 105 0 230 0 -10 321 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 69.8 30.7 23.0 0.4 0.0 3.8 0.0 0.0 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 48,451 : : Positions : : 40,054 29,895 1,718 13,350 1,376 3,331 216 974 150 1,973 0 : : : : Changes from: January 24, 2023 : : 43 31 0 52 -10 0 0 0 50 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 61.7 3.5 27.6 2.8 6.9 0.4 2.0 0.3 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 4 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 44,373 : : Positions : : 34,912 27,392 3,016 8,594 2,717 426 401 2,052 332 2,594 149 : : : : Changes from: January 24, 2023 : : 613 165 -47 347 -113 0 60 0 0 83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 61.7 6.8 19.4 6.1 1.0 0.9 4.6 0.7 5.8 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,978 : : Positions : : 9,040 13,042 3,829 0 267 348 0 0 0 150 0 : : : : Changes from: January 24, 2023 : : 245 30 -27 0 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 93.3 27.4 0.0 1.9 2.5 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 12,100 : : Positions : : 8,728 10,410 1,679 0 670 0 348 0 0 150 0 : : : : Changes from: January 24, 2023 : : 245 26 -27 0 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 86.0 13.9 0.0 5.5 0.0 2.9 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 37,872 : : Positions : : 34,283 35,430 1,219 1,248 354 667 21 104 91 55 80 : : : : Changes from: January 24, 2023 : : -513 -917 0 500 0 -10 20 14 91 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 93.6 3.2 3.3 0.9 1.8 0.1 0.3 0.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 30,504 : : Positions : : 29,063 28,879 274 711 310 62 83 0 75 69 0 : : : : Changes from: January 24, 2023 : : 350 -75 -150 205 -290 5 6 0 0 69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 94.7 0.9 2.3 1.0 0.2 0.3 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 28,792 : : Positions : : 22,138 22,452 4,112 694 1,797 0 2,691 115 34 640 10 : : : : Changes from: January 24, 2023 : : -289 100 659 -305 386 0 1 2 22 590 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 78.0 14.3 2.4 6.2 0.0 9.3 0.4 0.1 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 4 . 6 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,719 : : Positions : : 15,284 18,080 2,468 47 963 723 243 285 110 56 40 : : : : Changes from: January 24, 2023 : : 223 573 462 -19 9 -13 0 28 0 56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 87.3 11.9 0.2 4.6 3.5 1.2 1.4 0.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 12,416 : : Positions : : 3,959 11,329 6,853 0 682 124 0 390 200 0 0 : : : : Changes from: January 24, 2023 : : -25 -83 -184 -51 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 91.2 55.2 0.0 5.5 1.0 0.0 3.1 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 11,635 : : Positions : : 4,672 11,270 6,415 0 0 0 340 0 505 0 0 : : : : Changes from: January 24, 2023 : : 80 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 96.9 55.1 0.0 0.0 0.0 2.9 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 45,759 : : Positions : : 19,993 22,299 21,091 21,460 1,737 0 75 0 1,660 0 0 : : : : Changes from: January 24, 2023 : : 1,029 549 -480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 48.7 46.1 46.9 3.8 0.0 0.2 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 5 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 48,044 : : Positions : : 22,374 21,859 21,718 24,560 1,532 0 75 0 1,600 0 0 : : : : Changes from: January 24, 2023 : : 1,080 600 -480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 45.5 45.2 51.1 3.2 0.0 0.2 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 6 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 87,750 : : Positions : : 63,111 60,494 8,553 10,603 6,638 67 1,825 120 8,766 7,886 42 : : : : Changes from: January 24, 2023 : : -554 152 742 126 -216 17 582 -2 125 -333 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.9 9.7 12.1 7.6 0.1 2.1 0.1 10.0 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 30 4 7 8 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 96,478 : : Positions : : 67,323 56,939 9,162 12,727 7,060 592 1,904 355 11,118 16,976 366 : : : : Changes from: January 24, 2023 : : -227 -405 127 387 153 -225 600 196 120 -663 188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 59.0 9.5 13.2 7.3 0.6 2.0 0.4 11.5 17.6 0.4 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 33 6 6 7 4 . 4 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 298,720 : : Positions : : 142,397 179,896 41,517 13,103 25,755 30,174 9,672 16,682 10,374 22,141 28,175 : : : : Changes from: January 24, 2023 : : 785 1,703 2,086 -1,766 -200 -1,746 1,606 1,187 -2,760 -2,939 1,448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 60.2 13.9 4.4 8.6 10.1 3.2 5.6 3.5 7.4 9.4 : : : : Number of Traders in Each Category Total Traders: 104 : : 37 35 5 5 9 8 19 15 13 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 21,294 : : Positions : : 16,731 9,289 172 10,220 1,737 120 0 40 2,144 0 0 : : : : Changes from: January 24, 2023 : : -50 -50 72 -99 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 43.6 0.8 48.0 8.2 0.6 0.0 0.2 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 21,553 : : Positions : : 14,952 12,753 2,032 6,528 2,259 155 0 5 1,620 0 0 : : : : Changes from: January 24, 2023 : : 0 0 72 -99 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 59.2 9.4 30.3 10.5 0.7 0.0 0.0 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 4 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 10,915 : : Positions : : 5,915 8,550 285 215 490 970 205 165 2,435 645 210 : : : : Changes from: January 24, 2023 : : 1,015 1,130 65 45 140 255 205 165 350 445 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 78.3 2.6 2.0 4.5 8.9 1.9 1.5 22.3 5.9 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 18 20 . . . 4 . . 7 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 58,821 : : Positions : : 41,753 41,544 7,473 1,839 4,520 949 3,889 1,280 400 3,641 1,977 : : : : Changes from: January 24, 2023 : : 432 -100 -680 0 635 -150 -300 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 70.6 12.7 3.1 7.7 1.6 6.6 2.2 0.7 6.2 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 56,024 : : Positions : : 28,376 33,909 6,222 3,795 8,690 2,490 8,215 0 10,144 1,235 0 : : : : Changes from: January 24, 2023 : : 261 147 -564 1,800 514 138 0 0 3,304 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 60.5 11.1 6.8 15.5 4.4 14.7 0.0 18.1 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 86,905 : : Positions : : 63,221 53,668 13,778 24,011 1,639 15 0 200 1,526 432 1 : : : : Changes from: January 24, 2023 : : 80 30 -100 75 0 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 61.8 15.9 27.6 1.9 0.0 0.0 0.2 1.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 70,660 : : Positions : : 52,226 39,246 10,323 24,330 1,009 0 0 0 1,458 0 0 : : : : Changes from: January 24, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 55.5 14.6 34.4 1.4 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 30,891 : : Positions : : 20,605 16,031 6,204 2,015 1,392 1,276 4,850 146 0 4,764 120 : : : : Changes from: January 24, 2023 : : 584 219 120 80 10 40 500 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 51.9 20.1 6.5 4.5 4.1 15.7 0.5 0.0 15.4 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 23,448 : : Positions : : 17,310 9,375 3,099 527 1,816 0 4,925 90 0 5,134 120 : : : : Changes from: January 24, 2023 : : 588 233 70 30 -15 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 40.0 13.2 2.2 7.7 0.0 21.0 0.4 0.0 21.9 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 82,799 : : Positions : : 34,585 34,444 24,633 25,564 3,740 0 1,125 0 4,530 2,700 925 : : : : Changes from: January 24, 2023 : : -6 14 -464 -9 0 0 0 0 550 165 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 41.6 29.8 30.9 4.5 0.0 1.4 0.0 5.5 3.3 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . 5 6 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 84,308 : : Positions : : 33,064 38,294 20,649 21,960 5,022 0 875 0 9,624 1,998 925 : : : : Changes from: January 24, 2023 : : -97 221 -351 -69 28 0 0 0 635 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 45.4 24.5 26.0 6.0 0.0 1.0 0.0 11.4 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 25,027 : : Positions : : 13,629 14,138 5,125 3,811 713 0 1,925 15 1,270 350 200 : : : : Changes from: January 24, 2023 : : 50 600 550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 56.5 20.5 15.2 2.8 0.0 7.7 0.1 5.1 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,412 : : Positions : : 13,229 13,533 4,824 3,800 724 0 1,925 15 1,270 315 220 : : : : Changes from: January 24, 2023 : : 50 600 550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 55.4 19.8 15.6 3.0 0.0 7.9 0.1 5.2 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 26,109 : : Positions : : 23,305 4,707 960 13,475 990 0 0 0 0 6,712 140 : : : : Changes from: January 24, 2023 : : 180 0 0 100 0 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 18.0 3.7 51.6 3.8 0.0 0.0 0.0 0.0 25.7 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 25,030 : : Positions : : 22,320 4,078 960 13,365 970 0 0 0 50 6,332 140 : : : : Changes from: January 24, 2023 : : 180 0 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 16.3 3.8 53.4 3.9 0.0 0.0 0.0 0.2 25.3 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 25,308 : : Positions : : 17,286 12,065 453 8,907 1,184 0 0 0 3,802 1,100 0 : : : : Changes from: January 24, 2023 : : 160 140 0 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 47.7 1.8 35.2 4.7 0.0 0.0 0.0 15.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 5 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 20,820 : : Positions : : 13,761 10,520 649 7,411 1,477 0 0 0 2,996 120 100 : : : : Changes from: January 24, 2023 : : -5 -25 0 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 50.5 3.1 35.6 7.1 0.0 0.0 0.0 14.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . 6 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 46,752 : : Positions : : 10,155 30,922 25,746 12,015 369 50 0 0 6,627 0 140 : : : : Changes from: January 24, 2023 : : 150 180 110 150 0 0 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.7 66.1 55.1 25.7 0.8 0.1 0.0 0.0 14.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 5 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 49,908 : : Positions : : 9,469 31,626 29,866 9,005 520 0 200 0 6,332 5,375 140 : : : : Changes from: January 24, 2023 : : -295 585 890 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 63.4 59.8 18.0 1.0 0.0 0.4 0.0 12.7 10.8 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 71,176 : : Positions : : 33,723 59,234 27,381 2,305 3,559 0 2,035 50 1,900 0 985 : : : : Changes from: January 24, 2023 : : 6,620 9,365 1,000 -1,125 965 0 1,560 0 470 -1,350 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 83.2 38.5 3.2 5.0 0.0 2.9 0.1 2.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 4 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 63,954 : : Positions : : 28,961 52,709 26,163 2,090 3,399 0 2,135 0 1,365 125 970 : : : : Changes from: January 24, 2023 : : 7,369 8,904 465 -1,025 835 0 1,560 0 200 -1,045 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 82.4 40.9 3.3 5.3 0.0 3.3 0.0 2.1 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 4 . 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 20,152 : : Positions : : 16,492 1,910 0 14,641 523 0 0 0 0 1,451 50 : : : : Changes from: January 24, 2023 : : 1,405 -95 0 1,500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 9.5 0.0 72.7 2.6 0.0 0.0 0.0 0.0 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 19,501 : : Positions : : 16,452 1,430 0 15,096 355 0 0 0 0 1,351 50 : : : : Changes from: January 24, 2023 : : 1,500 0 0 1,500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 7.3 0.0 77.4 1.8 0.0 0.0 0.0 0.0 6.9 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 37,734 : : Positions : : 21,922 16,673 3,129 10,771 5,959 2,525 0 0 928 1,495 275 : : : : Changes from: January 24, 2023 : : 1,875 420 265 1,325 -548 0 0 0 0 -35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 44.2 8.3 28.5 15.8 6.7 0.0 0.0 2.5 4.0 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 36,584 : : Positions : : 20,405 16,226 2,773 9,717 7,090 2,075 0 0 763 1,073 410 : : : : Changes from: January 24, 2023 : : 1,085 365 -615 265 95 0 0 0 0 -35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 44.4 7.6 26.6 19.4 5.7 0.0 0.0 2.1 2.9 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 51,535 : : Positions : : 31,658 25,114 1,850 16,179 2,084 1,350 0 160 6,304 450 250 : : : : Changes from: January 24, 2023 : : 1,405 560 0 540 102 275 0 -125 25 245 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 48.7 3.6 31.4 4.0 2.6 0.0 0.3 12.2 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 6 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 46,652 : : Positions : : 29,263 24,340 2,015 13,847 2,147 1,090 0 70 6,084 704 210 : : : : Changes from: January 24, 2023 : : 2,220 955 0 710 115 25 0 0 25 245 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 52.2 4.3 29.7 4.6 2.3 0.0 0.2 13.0 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 7 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 204,889 : : Positions : : 90,218 97,230 41,511 18,403 13,984 300 6,490 0 4,987 14,883 1,075 : : : : Changes from: January 24, 2023 : : 4,277 988 1,369 3,663 -904 0 -385 0 -1,215 175 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 47.5 20.3 9.0 6.8 0.1 3.2 0.0 2.4 7.3 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 5 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 186,842 : : Positions : : 83,646 89,552 37,232 17,747 14,947 300 3,986 0 3,768 13,626 600 : : : : Changes from: January 24, 2023 : : 3,475 1,926 3,085 4,379 -1,707 0 -635 0 -725 175 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 47.9 19.9 9.5 8.0 0.2 2.1 0.0 2.0 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 4 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 49,033 : : Positions : : 27,115 27,464 6,384 5,280 9,342 0 450 0 90 0 105 : : : : Changes from: January 24, 2023 : : 0 33 -52 0 52 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 56.0 13.0 10.8 19.1 0.0 0.9 0.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 6 4 8 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 51,289 : : Positions : : 27,553 27,001 3,408 3,110 12,342 0 100 525 0 245 0 : : : : Changes from: January 24, 2023 : : 0 -25 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 52.6 6.6 6.1 24.1 0.0 0.2 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 4 4 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 33,561 : : Positions : : 13,227 21,301 11,125 410 4,575 0 1,715 0 0 585 240 : : : : Changes from: January 24, 2023 : : -70 -220 330 0 0 0 480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 63.5 33.1 1.2 13.6 0.0 5.1 0.0 0.0 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 6 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 34,019 : : Positions : : 13,259 20,085 10,576 915 3,609 0 1,890 125 75 860 240 : : : : Changes from: January 24, 2023 : : 730 -270 -520 0 0 0 480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 59.0 31.1 2.7 10.6 0.0 5.6 0.4 0.2 2.5 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 202,728 : : Positions : : 103,187 92,831 22,727 31,530 23,102 1,296 2,150 284 2,013 2,882 4,645 : : : : Changes from: January 24, 2023 : : 3,248 3,133 400 185 -104 0 0 0 0 345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 45.8 11.2 15.6 11.4 0.6 1.1 0.1 1.0 1.4 2.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 26 6 4 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 173,442 : : Positions : : 84,297 98,907 19,581 11,973 17,441 1,031 259 440 7,560 1,500 6,590 : : : : Changes from: January 24, 2023 : : -1,214 -2,134 -135 335 479 0 0 0 -400 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 57.0 11.3 6.9 10.1 0.6 0.1 0.3 4.4 0.9 3.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 105,829 : : Positions : : 59,150 57,255 16,765 17,235 9,274 2,025 100 0 2,700 6,050 350 : : : : Changes from: January 24, 2023 : : 2,100 -200 -800 -1,050 -415 0 0 0 0 2,550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 54.1 15.8 16.3 8.8 1.9 0.1 0.0 2.6 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 96,525 : : Positions : : 54,525 50,680 15,690 14,435 8,660 2,025 100 0 0 7,025 50 : : : : Changes from: January 24, 2023 : : 1,200 -400 -1,800 -200 420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 52.5 16.3 15.0 9.0 2.1 0.1 0.0 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2023 : 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 11,535 : : Positions : : 6,610 7,330 2,000 1,045 1,125 1,600 0 125 0 1,840 0 : : : : Changes from: January 24, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 63.5 17.3 9.1 9.8 13.9 0.0 1.1 0.0 16.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 24, 2023