Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 26,335 : : Positions : : 21,789 23,239 1,914 968 1,828 512 201 59 89 0 5 : : : : Changes from: January 10, 2023 : : 272 463 121 -78 -153 48 1 7 -50 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 88.2 7.3 3.7 6.9 1.9 0.8 0.2 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . 4 4 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,785 : : Positions : : 15,104 14,263 388 3,347 1,078 1,478 0 25 640 0 72 : : : : Changes from: January 10, 2023 : : 366 188 -8 143 -77 -225 0 0 198 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 75.9 2.1 17.8 5.7 7.9 0.0 0.1 3.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 200,486 : : Positions : : 109,628 149,313 15,850 18,340 16,018 18,307 2,924 7,085 29,690 3,148 3,314 : : : : Changes from: January 10, 2023 : : -1,947 1,390 -93 955 -643 -1,755 503 3,210 6,735 -85 -4,449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 74.5 7.9 9.1 8.0 9.1 1.5 3.5 14.8 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 75 : : 31 33 . 7 9 6 6 6 7 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 75,590 : : Positions : : 60,448 54,489 4,087 10,514 4,443 1,018 3,149 1,610 1,933 156 1,211 : : : : Changes from: January 10, 2023 : : 656 -292 482 1,261 -248 -302 531 232 573 24 291 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 72.1 5.4 13.9 5.9 1.3 4.2 2.1 2.6 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 17 . . 4 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 59,438 : : Positions : : 47,490 42,280 6,046 5,703 2,455 957 5,190 930 227 1,931 943 : : : : Changes from: January 10, 2023 : : 1,925 39 -967 682 153 127 -105 150 227 696 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 71.1 10.2 9.6 4.1 1.6 8.7 1.6 0.4 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 55,846 : : Positions : : 37,812 35,242 6,870 8,148 6,529 832 100 2,610 266 2,727 267 : : : : Changes from: January 10, 2023 : : 3,279 2,382 593 -172 245 -1,500 0 1,080 -149 0 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 63.1 12.3 14.6 11.7 1.5 0.2 4.7 0.5 4.9 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 66,916 : : Positions : : 48,597 37,672 4,978 8,572 10,167 69 5,531 1,349 99 2,794 660 : : : : Changes from: January 10, 2023 : : 4,154 3,464 207 -704 685 0 1,596 124 50 197 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 56.3 7.4 12.8 15.2 0.1 8.3 2.0 0.1 4.2 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 16 6 . 8 . 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 67,573 : : Positions : : 49,282 26,924 13,926 25,219 3,119 0 0 0 860 12,147 114 : : : : Changes from: January 10, 2023 : : 114 -496 -110 500 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 39.8 20.6 37.3 4.6 0.0 0.0 0.0 1.3 18.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 87,974 : : Positions : : 60,831 36,870 21,984 34,427 3,265 0 0 0 1,434 12,938 113 : : : : Changes from: January 10, 2023 : : 909 264 260 905 129 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 41.9 25.0 39.1 3.7 0.0 0.0 0.0 1.6 14.7 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 16 5 4 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 34,136 : : Positions : : 24,694 33,314 8,909 0 281 0 75 0 0 220 0 : : : : Changes from: January 10, 2023 : : 150 75 0 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 97.6 26.1 0.0 0.8 0.0 0.2 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 38,850 : : Positions : : 31,146 19,526 3,876 5,108 3,392 389 8,100 9 0 2,685 30 : : : : Changes from: January 10, 2023 : : -600 -600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 50.3 10.0 13.1 8.7 1.0 20.8 0.0 0.0 6.9 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 36,357 : : Positions : : 29,938 16,033 2,446 8,550 3,012 251 8,100 0 150 200 350 : : : : Changes from: January 10, 2023 : : -360 -360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 44.1 6.7 23.5 8.3 0.7 22.3 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- Options and Futures Combined Positions as of January 17, 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 147,752 : : Positions : : 63,861 82,587 31,453 24,938 24,356 16,547 255 3,494 2,665 7,428 4,523 : : : : Changes from: January 10, 2023 : : 515 1,281 -214 -399 179 298 -68 -72 17 -177 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 55.9 21.3 16.9 16.5 11.2 0.2 2.4 1.8 5.0 3.1 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 33 4 4 6 6 5 7 4 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 29,659 : : Positions : : 19,357 13,898 5,972 9,939 3,674 0 0 0 0 1,908 0 : : : : Changes from: January 10, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 46.9 20.1 33.5 12.4 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- Options and Futures Combined Positions as of January 17, 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 27,664 : : Positions : : 16,546 14,212 7,302 8,124 3,180 0 0 0 0 1,908 0 : : : : Changes from: January 10, 2023 : : 72 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 51.4 26.4 29.4 11.5 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 43,294 : : Positions : : 15,109 26,766 24,110 3,040 3,685 0 7,709 0 0 1,850 0 : : : : Changes from: January 10, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 61.8 55.7 7.0 8.5 0.0 17.8 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 39,583 : : Positions : : 15,269 23,316 18,850 1,260 5,094 0 7,709 0 0 1,900 0 : : : : Changes from: January 10, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 58.9 47.6 3.2 12.9 0.0 19.5 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 108,422 : : Positions : : 43,645 65,932 31,438 26,578 11,734 14,546 251 132 4,966 2,280 897 : : : : Changes from: January 10, 2023 : : -30 -206 -300 -118 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 60.8 29.0 24.5 10.8 13.4 0.2 0.1 4.6 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 40,748 : : Positions : : 30,176 40,091 10,372 0 103 0 75 0 0 220 0 : : : : Changes from: January 10, 2023 : : 440 142 0 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 98.4 25.5 0.0 0.3 0.0 0.2 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 47,969 : : Positions : : 34,430 45,407 10,345 456 1,827 844 0 55 0 150 10 : : : : Changes from: January 10, 2023 : : 36 681 488 0 -24 116 0 0 -47 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 94.7 21.6 1.0 3.8 1.8 0.0 0.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 41,219 : : Positions : : 25,217 36,412 12,066 1,110 1,932 0 0 0 1,722 1,240 0 : : : : Changes from: January 10, 2023 : : 198 168 -20 50 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 88.3 29.3 2.7 4.7 0.0 0.0 0.0 4.2 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 6 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 45,370 : : Positions : : 24,796 39,502 17,846 1,864 621 0 548 0 1,825 2,595 0 : : : : Changes from: January 10, 2023 : : 297 52 0 75 0 0 225 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 87.1 39.3 4.1 1.4 0.0 1.2 0.0 4.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 5 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 68,221 : : Positions : : 59,475 52,298 5,486 9,424 2,127 65 1,182 0 417 2,445 209 : : : : Changes from: January 10, 2023 : : 1,578 1,031 -725 -138 624 5 -18 0 -11 -15 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 76.7 8.0 13.8 3.1 0.1 1.7 0.0 0.6 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 20 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 83,592 : : Positions : : 72,960 63,341 5,184 10,217 3,081 356 842 489 671 4,819 299 : : : : Changes from: January 10, 2023 : : 1,919 906 -758 8 673 33 244 20 -15 64 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 75.8 6.2 12.2 3.7 0.4 1.0 0.6 0.8 5.8 0.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 24 5 4 6 . 6 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 36,253 : : Positions : : 20,629 22,652 13,791 10,112 435 60 683 1,143 0 1,218 0 : : : : Changes from: January 10, 2023 : : 565 126 -210 150 303 0 79 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 62.5 38.0 27.9 1.2 0.2 1.9 3.2 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 37,834 : : Positions : : 26,099 27,147 11,170 8,302 45 0 1,000 0 60 1,075 265 : : : : Changes from: January 10, 2023 : : -895 -825 -105 0 0 0 25 0 60 -140 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 71.8 29.5 21.9 0.1 0.0 2.6 0.0 0.2 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 48,150 : : Positions : : 39,820 29,836 1,678 13,225 1,416 3,331 216 974 100 1,648 0 : : : : Changes from: January 10, 2023 : : 415 315 0 -20 0 0 0 0 0 115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 62.0 3.5 27.5 2.9 6.9 0.4 2.0 0.2 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . 4 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 43,488 : : Positions : : 34,275 27,475 2,933 8,004 2,796 426 341 2,052 332 2,249 84 : : : : Changes from: January 10, 2023 : : 809 1,253 110 -307 -55 -48 -165 0 -10 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 63.2 6.7 18.4 6.4 1.0 0.8 4.7 0.8 5.2 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 33,262 : : Positions : : 29,961 31,174 1,083 1,184 406 711 0 71 0 55 80 : : : : Changes from: January 10, 2023 : : 1,700 1,720 30 0 0 14 0 -15 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 93.7 3.3 3.6 1.2 2.1 0.0 0.2 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 26,934 : : Positions : : 25,157 25,104 424 1,010 543 92 77 0 75 0 0 : : : : Changes from: January 10, 2023 : : 1,065 1,116 0 -5 0 -5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 93.2 1.6 3.7 2.0 0.3 0.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 26,866 : : Positions : : 20,583 21,480 3,771 475 1,492 0 2,738 119 0 188 2 : : : : Changes from: January 10, 2023 : : -349 -784 -208 -5 204 0 132 -18 0 83 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 80.0 14.0 1.8 5.6 0.0 10.2 0.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 5 . 5 0 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,656 : : Positions : : 13,513 16,351 2,535 93 933 727 231 257 0 40 0 : : : : Changes from: January 10, 2023 : : 224 -11 50 14 0 -242 3 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 87.6 13.6 0.5 5.0 3.9 1.2 1.4 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 12,521 : : Positions : : 3,949 11,416 7,069 0 663 90 0 430 200 0 0 : : : : Changes from: January 10, 2023 : : -66 -150 -84 0 84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.5 91.2 56.5 0.0 5.3 0.7 0.0 3.4 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- Options and Futures Combined Positions as of January 17, 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 11,425 : : Positions : : 4,425 11,045 6,490 0 0 0 380 0 505 0 0 : : : : Changes from: January 10, 2023 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 96.7 56.8 0.0 0.0 0.0 3.3 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 45,160 : : Positions : : 18,834 21,700 21,891 21,460 1,737 0 75 0 1,660 0 0 : : : : Changes from: January 10, 2023 : : 1,143 1,073 -70 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 48.1 48.5 47.5 3.8 0.0 0.2 0.0 3.7 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- Options and Futures Combined Positions as of January 17, 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 47,394 : : Positions : : 21,164 21,209 22,518 24,560 1,532 0 75 0 1,600 0 0 : : : : Changes from: January 10, 2023 : : 1,208 1,138 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 44.8 47.5 51.8 3.2 0.0 0.2 0.0 3.4 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- Options and Futures Combined Positions as of January 17, 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 89,360 : : Positions : : 65,605 61,936 7,636 10,714 6,789 50 1,218 122 8,664 8,187 96 : : : : Changes from: January 10, 2023 : : 5,369 -647 175 507 -105 0 0 0 0 5,698 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 69.3 8.5 12.0 7.6 0.1 1.4 0.1 9.7 9.2 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 28 4 7 8 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 95,947 : : Positions : : 67,622 58,032 9,121 11,883 6,648 797 1,236 159 11,118 17,712 113 : : : : Changes from: January 10, 2023 : : 4,954 -1,122 190 704 -121 286 0 0 3 5,866 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 60.5 9.5 12.4 6.9 0.8 1.3 0.2 11.6 18.5 0.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 32 33 6 6 7 . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 363,164 : : Positions : : 173,649 209,537 30,278 18,214 44,710 27,666 4,474 30,966 16,756 16,243 38,395 : : : : Changes from: January 10, 2023 : : -2,054 1,157 -862 5,365 -2,162 4,154 -186 -979 -953 -6,587 4,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 57.7 8.3 5.0 12.3 7.6 1.2 8.5 4.6 4.5 10.6 : : : : Number of Traders in Each Category Total Traders: 105 : : 40 36 . 6 9 8 17 11 17 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 21,203 : : Positions : : 16,531 9,065 100 10,319 1,779 120 0 40 2,144 0 0 : : : : Changes from: January 10, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 42.8 0.5 48.7 8.4 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- Options and Futures Combined Positions as of January 17, 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 21,296 : : Positions : : 14,652 12,429 1,960 6,627 2,235 155 0 5 1,620 0 0 : : : : Changes from: January 10, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 58.4 9.2 31.1 10.5 0.7 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 4 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 4,645 : : Positions : : 2,520 3,630 115 125 0 275 125 0 1,065 260 10 : : : : Changes from: January 10, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 78.1 2.5 2.7 0.0 5.9 2.7 0.0 22.9 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . . 0 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 58,049 : : Positions : : 40,982 40,981 8,063 1,829 3,885 1,099 4,419 1,200 400 3,646 1,972 : : : : Changes from: January 10, 2023 : : -62 -76 -36 0 0 0 0 0 0 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 70.6 13.9 3.2 6.7 1.9 7.6 2.1 0.7 6.3 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 52,563 : : Positions : : 28,300 33,962 6,786 1,790 8,381 2,252 8,215 0 6,740 35 0 : : : : Changes from: January 10, 2023 : : -339 826 600 -610 -100 0 0 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 64.6 12.9 3.4 15.9 4.3 15.6 0.0 12.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 86,684 : : Positions : : 62,876 53,363 14,093 24,111 1,639 15 0 200 1,341 432 1 : : : : Changes from: January 10, 2023 : : 1,757 672 -695 -30 0 -420 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 61.6 16.3 27.8 1.9 0.0 0.0 0.2 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 27,332 : : Positions : : 17,411 15,892 6,024 1,935 1,382 1,236 4,330 196 0 2,244 120 : : : : Changes from: January 10, 2023 : : 2,644 494 -600 0 0 10 0 0 0 1,824 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 58.1 22.0 7.1 5.1 4.5 15.8 0.7 0.0 8.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 19,535 : : Positions : : 13,587 8,767 2,969 497 1,831 0 4,455 90 0 2,614 120 : : : : Changes from: January 10, 2023 : : 4,024 1,054 -1,420 0 90 0 -10 0 0 1,834 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 44.9 15.2 2.5 9.4 0.0 22.8 0.5 0.0 13.4 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 80,398 : : Positions : : 33,098 33,859 25,678 25,047 3,740 0 1,125 0 3,870 2,535 900 : : : : Changes from: January 10, 2023 : : 63 -193 -227 29 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 42.1 31.9 31.2 4.7 0.0 1.4 0.0 4.8 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 82,661 : : Positions : : 33,265 38,854 22,341 22,103 5,036 0 875 0 8,279 2,023 900 : : : : Changes from: January 10, 2023 : : 211 -29 -210 30 -14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 47.0 27.0 26.7 6.1 0.0 1.1 0.0 10.0 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 23,687 : : Positions : : 12,804 12,748 4,375 3,661 743 0 1,925 15 1,270 300 200 : : : : Changes from: January 10, 2023 : : 80 840 560 -200 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 53.8 18.5 15.5 3.1 0.0 8.1 0.1 5.4 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 23,672 : : Positions : : 12,804 12,743 4,274 3,650 754 0 1,925 15 1,270 265 220 : : : : Changes from: January 10, 2023 : : 80 840 569 -191 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 53.8 18.1 15.4 3.2 0.0 8.1 0.1 5.4 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 5 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 25,393 : : Positions : : 22,649 4,686 960 13,375 990 0 0 0 0 6,057 140 : : : : Changes from: January 10, 2023 : : 645 470 0 200 0 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 18.5 3.8 52.7 3.9 0.0 0.0 0.0 0.0 23.9 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 24,209 : : Positions : : 21,664 4,057 960 13,185 865 0 0 0 50 5,757 140 : : : : Changes from: January 10, 2023 : : 645 470 0 200 0 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 16.8 4.0 54.5 3.6 0.0 0.0 0.0 0.2 23.8 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 25,118 : : Positions : : 17,076 11,950 498 8,877 1,154 0 0 0 3,802 1,080 0 : : : : Changes from: January 10, 2023 : : 700 975 0 -975 575 0 0 0 0 700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 47.6 2.0 35.3 4.6 0.0 0.0 0.0 15.1 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 5 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 20,625 : : Positions : : 13,616 10,470 694 7,381 1,387 0 0 0 2,996 100 0 : : : : Changes from: January 10, 2023 : : 0 -75 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 50.8 3.4 35.8 6.7 0.0 0.0 0.0 14.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . 6 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 44,222 : : Positions : : 9,961 28,278 24,186 12,045 409 50 0 0 5,937 0 140 : : : : Changes from: January 10, 2023 : : 430 655 -30 -200 0 50 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 63.9 54.7 27.2 0.9 0.1 0.0 0.0 13.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 5 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 45,702 : : Positions : : 9,586 29,093 26,776 8,585 465 0 200 0 5,757 4,550 140 : : : : Changes from: January 10, 2023 : : 425 650 -30 -200 0 0 -50 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 63.7 58.6 18.8 1.0 0.0 0.4 0.0 12.6 10.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 57,919 : : Positions : : 25,798 47,269 25,561 4,080 1,959 0 475 50 1,430 1,175 830 : : : : Changes from: January 10, 2023 : : 115 90 25 75 70 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 81.6 44.1 7.0 3.4 0.0 0.8 0.1 2.5 2.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 53,389 : : Positions : : 20,816 42,949 25,873 3,545 2,189 0 575 0 1,165 995 1,045 : : : : Changes from: January 10, 2023 : : 300 250 70 145 70 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 80.4 48.5 6.6 4.1 0.0 1.1 0.0 2.2 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,722 : : Positions : : 14,762 1,980 0 12,826 538 0 0 0 0 1,451 50 : : : : Changes from: January 10, 2023 : : 165 -235 0 520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 10.6 0.0 68.5 2.9 0.0 0.0 0.0 0.0 7.8 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 18,046 : : Positions : : 14,697 1,475 0 13,281 355 0 0 0 0 1,351 50 : : : : Changes from: January 10, 2023 : : 400 0 0 520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 8.2 0.0 73.6 2.0 0.0 0.0 0.0 0.0 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 35,856 : : Positions : : 19,877 14,588 2,734 10,736 6,384 2,425 0 0 928 1,505 240 : : : : Changes from: January 10, 2023 : : -110 -65 0 310 -235 350 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 40.7 7.6 29.9 17.8 6.8 0.0 0.0 2.6 4.2 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 35,659 : : Positions : : 19,300 14,306 2,502 10,126 7,477 2,075 0 0 763 1,083 360 : : : : Changes from: January 10, 2023 : : -120 -130 -58 -98 68 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 40.1 7.0 28.4 21.0 5.8 0.0 0.0 2.1 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 4 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 46,722 : : Positions : : 26,760 23,046 1,850 13,479 2,127 1,075 0 235 6,279 380 260 : : : : Changes from: January 10, 2023 : : -350 575 0 -575 -25 50 0 0 0 -300 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 49.3 4.0 28.8 4.6 2.3 0.0 0.5 13.4 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 6 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 40,974 : : Positions : : 23,285 21,577 2,015 10,662 2,082 1,065 0 70 6,059 984 250 : : : : Changes from: January 10, 2023 : : -375 525 0 -600 0 0 0 0 0 -300 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 52.7 4.9 26.0 5.1 2.6 0.0 0.2 14.8 2.4 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 . 4 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 194,135 : : Positions : : 82,376 93,613 40,228 14,040 12,777 300 6,775 0 6,237 14,708 1,025 : : : : Changes from: January 10, 2023 : : 1,638 -526 -544 1,425 -149 0 620 -200 425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 48.2 20.7 7.2 6.6 0.2 3.5 0.0 3.2 7.6 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 6 . 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 177,310 : : Positions : : 78,502 84,928 31,786 12,361 17,245 300 4,621 0 4,818 13,451 610 : : : : Changes from: January 10, 2023 : : -273 -732 -24 -60 377 0 220 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 47.9 17.9 7.0 9.7 0.2 2.6 0.0 2.7 7.6 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 25 4 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 48,862 : : Positions : : 27,090 26,606 6,534 6,178 9,113 0 450 0 5 0 105 : : : : Changes from: January 10, 2023 : : -590 435 750 -275 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 54.5 13.4 12.6 18.7 0.0 0.9 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 5 5 8 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 51,037 : : Positions : : 27,483 26,481 3,775 3,927 11,775 0 100 525 0 245 0 : : : : Changes from: January 10, 2023 : : -581 469 750 -300 97 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 51.9 7.4 7.7 23.1 0.0 0.2 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . 5 7 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 32,264 : : Positions : : 12,800 21,409 10,325 410 4,615 0 575 0 0 510 240 : : : : Changes from: January 10, 2023 : : 135 -75 -150 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 66.4 32.0 1.3 14.3 0.0 1.8 0.0 0.0 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 6 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 32,104 : : Positions : : 12,404 20,615 10,626 765 3,334 0 750 125 0 860 240 : : : : Changes from: January 10, 2023 : : 195 -75 -210 0 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 64.2 33.1 2.4 10.4 0.0 2.3 0.4 0.0 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 5 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 194,554 : : Positions : : 99,308 90,018 23,292 31,135 22,467 1,200 1,950 380 1,305 2,097 4,465 : : : : Changes from: January 10, 2023 : : 2,087 640 -352 775 435 120 155 -50 300 600 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 46.3 12.0 16.0 11.5 0.6 1.0 0.2 0.7 1.1 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 25 6 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 170,575 : : Positions : : 84,859 101,144 21,191 12,008 16,284 831 599 640 7,410 710 6,545 : : : : Changes from: January 10, 2023 : : 612 990 373 640 667 0 -530 0 115 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 59.3 12.4 7.0 9.5 0.5 0.4 0.4 4.3 0.4 3.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 26 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 103,955 : : Positions : : 56,755 57,060 17,865 18,685 9,440 2,025 100 0 2,700 3,500 350 : : : : Changes from: January 10, 2023 : : -780 -1,105 -1,060 -910 440 -255 0 0 5 -275 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 54.9 17.2 18.0 9.1 1.9 0.1 0.0 2.6 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 17, 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 95,720 : : Positions : : 52,750 50,105 17,790 15,035 8,040 2,025 100 0 0 7,325 0 : : : : Changes from: January 10, 2023 : : -925 -620 -740 -1,020 200 -255 0 0 0 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 52.3 18.6 15.7 8.4 2.1 0.1 0.0 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 4 . . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 20, 2023