Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 26,882 : : Positions : : 22,230 23,732 2,124 1,058 1,727 453 172 99 95 0 24 : : : : Changes from: January 17, 2023 : : 442 493 210 90 -101 -59 -29 41 6 0 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 88.3 7.9 3.9 6.4 1.7 0.6 0.4 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 19,872 : : Positions : : 15,999 15,078 438 3,517 1,080 1,522 0 25 626 0 172 : : : : Changes from: January 17, 2023 : : 895 815 50 170 2 44 0 0 -14 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 75.9 2.2 17.7 5.4 7.7 0.0 0.1 3.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 204,053 : : Positions : : 107,736 150,938 15,642 18,912 16,484 21,756 2,848 7,481 29,901 2,795 4,340 : : : : Changes from: January 17, 2023 : : -1,892 1,625 -208 572 466 3,449 -76 396 211 -353 1,026 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 74.0 7.7 9.3 8.1 10.7 1.4 3.7 14.7 1.4 2.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 31 34 . 8 9 6 6 6 8 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 77,509 : : Positions : : 61,698 53,851 4,007 9,857 4,451 916 4,266 2,825 843 329 1,869 : : : : Changes from: January 17, 2023 : : 1,250 -638 -80 -657 8 -102 1,117 1,215 -1,090 173 658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 69.5 5.2 12.7 5.7 1.2 5.5 3.6 1.1 0.4 2.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 16 . . 4 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 59,286 : : Positions : : 47,587 41,208 6,060 6,247 2,205 956 6,153 930 227 1,581 931 : : : : Changes from: January 17, 2023 : : 97 -1,072 14 544 -250 -1 963 0 0 -350 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 69.5 10.2 10.5 3.7 1.6 10.4 1.6 0.4 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 11 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 55,864 : : Positions : : 38,155 35,229 7,553 7,363 6,882 42 1,110 1,870 80 2,723 453 : : : : Changes from: January 17, 2023 : : 343 -13 683 -785 353 -790 1,010 -740 -186 -4 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 63.1 13.5 13.2 12.3 0.1 2.0 3.3 0.1 4.9 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 5 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 68,000 : : Positions : : 48,660 37,605 6,235 7,301 10,643 69 7,616 604 126 3,420 660 : : : : Changes from: January 17, 2023 : : 63 -67 1,257 -1,271 476 0 2,085 -745 27 626 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 55.3 9.2 10.7 15.7 0.1 11.2 0.9 0.2 5.0 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 16 7 . 8 . 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 68,200 : : Positions : : 49,380 27,657 14,531 25,219 3,009 0 0 0 859 12,155 110 : : : : Changes from: January 17, 2023 : : 98 733 605 0 -110 0 0 0 -1 8 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 40.6 21.3 37.0 4.4 0.0 0.0 0.0 1.3 17.8 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 89,265 : : Positions : : 61,344 37,430 22,629 35,082 3,367 0 0 0 1,441 12,941 140 : : : : Changes from: January 17, 2023 : : 513 560 645 655 102 0 0 0 7 3 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 41.9 25.4 39.3 3.8 0.0 0.0 0.0 1.6 14.5 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 16 5 4 6 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 34,308 : : Positions : : 25,116 33,557 8,879 0 281 0 0 0 0 220 0 : : : : Changes from: January 17, 2023 : : 422 243 -30 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 97.8 25.9 0.0 0.8 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 38,535 : : Positions : : 30,831 19,541 3,876 4,758 3,392 389 8,100 9 0 2,705 30 : : : : Changes from: January 17, 2023 : : -315 15 0 -350 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 50.7 10.1 12.3 8.8 1.0 21.0 0.0 0.0 7.0 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 24, 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 36,097 : : Positions : : 29,678 16,123 2,446 8,200 3,012 251 8,100 0 150 200 350 : : : : Changes from: January 17, 2023 : : -260 90 0 -350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 44.7 6.8 22.7 8.3 0.7 22.4 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 24, 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 149,770 : : Positions : : 64,625 83,141 31,460 24,339 24,891 16,876 605 3,687 2,675 8,241 4,697 : : : : Changes from: January 17, 2023 : : 764 554 6 -599 536 329 350 193 10 814 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 55.5 21.0 16.3 16.6 11.3 0.4 2.5 1.8 5.5 3.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 34 4 4 6 6 5 8 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 : : 19,733 13,974 5,972 10,239 3,674 0 0 0 0 1,908 0 : : : : Changes from: January 17, 2023 : : 376 76 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 46.5 19.9 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- Options and Futures Combined Positions as of January 24, 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 : : 16,898 14,264 7,302 8,424 3,180 0 0 0 0 1,908 0 : : : : Changes from: January 17, 2023 : : 352 52 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 50.9 26.1 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- Options and Futures Combined Positions as of January 24, 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 43,258 : : Positions : : 15,023 26,730 24,160 3,040 3,685 0 7,709 0 0 1,850 0 : : : : Changes from: January 17, 2023 : : -86 -36 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 61.8 55.9 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 24, 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 39,535 : : Positions : : 15,221 23,268 18,850 1,260 5,094 0 7,709 0 0 1,900 0 : : : : Changes from: January 17, 2023 : : -48 -48 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 58.9 47.7 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 24, 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 109,370 : : Positions : : 45,253 67,390 31,088 25,703 11,734 13,646 251 552 4,966 2,055 1,067 : : : : Changes from: January 17, 2023 : : 1,608 1,458 -350 -875 0 -900 0 420 0 -225 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 61.6 28.4 23.5 10.7 12.5 0.2 0.5 4.5 1.9 1.0 : : : : 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 24, 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 41,013 : : Positions : : 30,424 40,416 10,354 0 103 25 0 0 0 220 0 : : : : Changes from: January 17, 2023 : : 248 325 -18 0 0 25 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 98.5 25.2 0.0 0.3 0.1 0.0 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 24, 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 48,257 : : Positions : : 34,409 45,398 10,618 556 1,827 915 0 55 0 150 10 : : : : Changes from: January 17, 2023 : : -21 -9 273 100 0 71 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 94.1 22.0 1.2 3.8 1.9 0.0 0.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 42,004 : : Positions : : 25,627 37,272 12,216 1,260 1,932 0 0 0 1,947 1,240 0 : : : : Changes from: January 17, 2023 : : 410 860 150 150 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 88.7 29.1 3.0 4.6 0.0 0.0 0.0 4.6 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 6 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 45,963 : : Positions : : 25,134 39,890 18,101 2,014 621 0 568 0 1,825 2,630 0 : : : : Changes from: January 17, 2023 : : 338 388 255 150 0 0 20 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 86.8 39.4 4.4 1.4 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- Options and Futures Combined Positions as of January 24, 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 72,710 : : Positions : : 64,177 56,264 5,145 9,473 2,300 65 1,519 0 388 2,436 194 : : : : Changes from: January 17, 2023 : : 4,702 3,966 -341 49 173 0 337 0 -29 -9 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 77.4 7.1 13.0 3.2 0.1 2.1 0.0 0.5 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 23 5 . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 87,943 : : Positions : : 77,450 67,754 4,850 9,978 3,292 386 1,384 493 662 4,264 239 : : : : Changes from: January 17, 2023 : : 4,490 4,413 -334 -239 211 30 542 4 -9 -555 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 77.0 5.5 11.3 3.7 0.4 1.6 0.6 0.8 4.8 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 26 4 5 6 . 7 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 36,751 : : Positions : : 21,132 22,517 13,916 10,484 435 65 1,089 1,008 0 1,208 0 : : : : Changes from: January 17, 2023 : : 503 -135 125 372 0 5 406 -135 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 61.3 37.9 28.5 1.2 0.2 3.0 2.7 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 4 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 37,944 : : Positions : : 26,134 27,057 11,320 8,527 45 0 1,225 0 10 850 240 : : : : Changes from: January 17, 2023 : : 35 -90 150 225 0 0 225 0 -50 -225 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 71.3 29.8 22.5 0.1 0.0 3.2 0.0 0.0 2.2 0.6 : : : : 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 24, 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 48,356 : : Positions : : 40,011 29,864 1,718 13,298 1,386 3,331 216 974 100 1,963 0 : : : : Changes from: January 17, 2023 : : 191 28 40 73 -30 0 0 0 0 315 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 61.8 3.6 27.5 2.9 6.9 0.4 2.0 0.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 4 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 43,729 : : Positions : : 34,299 27,227 3,063 8,247 2,830 426 341 2,052 332 2,511 149 : : : : Changes from: January 17, 2023 : : 24 -248 130 243 34 0 0 0 0 262 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 62.3 7.0 18.9 6.5 1.0 0.8 4.7 0.8 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 13,825 : : Positions : : 8,795 13,012 3,856 0 240 348 0 0 0 150 0 : : : : Changes from: January 17, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 94.1 27.9 0.0 1.7 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- Options and Futures Combined Positions as of January 24, 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 11,946 : : Positions : : 8,483 10,384 1,706 0 643 0 348 0 0 150 0 : : : : Changes from: January 17, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 86.9 14.3 0.0 5.4 0.0 2.9 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 38,255 : : Positions : : 34,796 36,347 1,219 748 354 677 1 90 0 55 80 : : : : Changes from: January 17, 2023 : : 4,835 5,173 136 -436 -52 -34 1 19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 95.0 3.2 2.0 0.9 1.8 0.0 0.2 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 30,571 : : Positions : : 28,713 28,954 424 506 600 57 77 0 75 0 0 : : : : Changes from: January 17, 2023 : : 3,556 3,850 0 -504 57 -35 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 94.7 1.4 1.7 2.0 0.2 0.3 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 28,149 : : Positions : : 22,427 22,352 3,453 999 1,411 0 2,690 113 12 50 140 : : : : Changes from: January 17, 2023 : : 1,844 872 -318 524 -81 0 -48 -6 12 -138 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 79.4 12.3 3.5 5.0 0.0 9.6 0.4 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 4 . 6 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 20,017 : : Positions : : 15,061 17,507 2,006 66 954 736 243 257 110 0 40 : : : : Changes from: January 17, 2023 : : 1,548 1,156 -529 -27 21 9 12 0 110 -40 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 87.5 10.0 0.3 4.8 3.7 1.2 1.3 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 12,567 : : Positions : : 3,984 11,412 7,037 51 702 124 0 390 200 0 0 : : : : Changes from: January 17, 2023 : : 35 -4 -32 51 39 34 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 90.8 56.0 0.4 5.6 1.0 0.0 3.1 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 11,535 : : Positions : : 4,592 11,195 6,415 0 0 0 340 0 505 0 0 : : : : Changes from: January 17, 2023 : : 167 150 -75 0 0 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 97.1 55.6 0.0 0.0 0.0 2.9 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 24, 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 45,210 : : Positions : : 18,964 21,750 21,571 21,460 1,737 0 75 0 1,660 0 0 : : : : Changes from: January 17, 2023 : : 130 50 -320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 48.1 47.7 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 24, 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 47,444 : : Positions : : 21,294 21,259 22,198 24,560 1,532 0 75 0 1,600 0 0 : : : : Changes from: January 17, 2023 : : 130 50 -320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 44.8 46.8 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 24, 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 87,641 : : Positions : : 63,665 60,342 7,811 10,477 6,854 50 1,243 122 8,641 8,219 96 : : : : Changes from: January 17, 2023 : : -1,940 -1,594 175 -237 65 0 25 0 -23 32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 68.9 8.9 12.0 7.8 0.1 1.4 0.1 9.9 9.4 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 29 4 7 8 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 96,035 : : Positions : : 67,550 57,344 9,035 12,340 6,907 817 1,304 159 10,998 17,639 178 : : : : Changes from: January 17, 2023 : : -72 -688 -86 457 259 20 68 0 -120 -73 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 59.7 9.4 12.8 7.2 0.9 1.4 0.2 11.5 18.4 0.2 : : : : Number of Traders in Each Category Total Traders: 69 : : 33 33 6 6 7 . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 367,522 : : Positions : : 172,737 212,237 31,340 19,781 44,654 33,242 5,374 29,280 16,272 16,283 39,176 : : : : Changes from: January 17, 2023 : : -912 2,699 1,062 1,566 -56 5,576 901 -1,686 -484 41 781 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 57.7 8.5 5.4 12.2 9.0 1.5 8.0 4.4 4.4 10.7 : : : : Number of Traders in Each Category Total Traders: 106 : : 39 38 . 7 9 8 18 11 14 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 21,477 : : Positions : : 16,781 9,339 100 10,319 1,779 120 0 40 2,144 0 0 : : : : Changes from: January 17, 2023 : : 250 274 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 43.5 0.5 48.0 8.3 0.6 0.0 0.2 10.0 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 24, 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 21,620 : : Positions : : 14,952 12,753 1,960 6,627 2,235 155 0 5 1,620 0 0 : : : : Changes from: January 17, 2023 : : 300 324 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 59.0 9.1 30.7 10.3 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- Options and Futures Combined Positions as of January 24, 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 9,025 : : Positions : : 4,900 7,420 220 170 350 715 0 0 2,085 200 140 : : : : Changes from: January 17, 2023 : : 2,380 3,790 105 45 350 440 -125 0 1,020 -60 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 82.2 2.4 1.9 3.9 7.9 0.0 0.0 23.1 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 58,531 : : Positions : : 41,321 41,644 8,153 1,839 3,885 1,099 4,189 1,230 400 3,641 1,977 : : : : Changes from: January 17, 2023 : : 339 663 90 10 0 0 -230 30 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 71.1 13.9 3.1 6.6 1.9 7.2 2.1 0.7 6.2 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 52,363 : : Positions : : 28,115 33,762 6,786 1,995 8,176 2,352 8,215 0 6,840 35 0 : : : : Changes from: January 17, 2023 : : -185 -200 0 205 -205 100 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 64.5 13.0 3.8 15.6 4.5 15.7 0.0 13.1 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 24, 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 86,904 : : Positions : : 63,141 53,638 13,878 23,936 1,639 15 0 200 1,401 432 1 : : : : Changes from: January 17, 2023 : : 265 275 -215 -175 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 61.7 16.0 27.5 1.9 0.0 0.0 0.2 1.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 30,122 : : Positions : : 20,021 15,812 6,084 1,935 1,382 1,236 4,350 196 0 4,764 120 : : : : Changes from: January 17, 2023 : : 2,610 -80 60 0 0 0 20 0 0 2,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 52.5 20.2 6.4 4.6 4.1 14.4 0.7 0.0 15.8 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 24, 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 22,765 : : Positions : : 16,722 9,142 3,029 497 1,831 0 4,475 90 0 5,134 120 : : : : Changes from: January 17, 2023 : : 3,135 375 60 0 0 0 20 0 0 2,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 40.2 13.3 2.2 8.0 0.0 19.7 0.4 0.0 22.6 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 82,137 : : Positions : : 34,591 34,430 25,097 25,573 3,740 0 1,125 0 3,980 2,535 900 : : : : Changes from: January 17, 2023 : : 1,493 571 -581 526 0 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 41.9 30.6 31.1 4.6 0.0 1.4 0.0 4.8 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 83,775 : : Positions : : 33,161 38,073 21,000 22,029 4,994 0 875 0 8,989 2,023 900 : : : : Changes from: January 17, 2023 : : -104 -781 -1,341 -74 -42 0 0 0 710 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 45.4 25.1 26.3 6.0 0.0 1.0 0.0 10.7 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 4 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 24,677 : : Positions : : 13,579 13,538 4,575 3,811 713 0 1,925 15 1,270 350 200 : : : : Changes from: January 17, 2023 : : 775 790 200 150 -30 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 54.9 18.5 15.4 2.9 0.0 7.8 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- Options and Futures Combined Positions as of January 24, 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 24,062 : : Positions : : 13,179 12,933 4,274 3,800 724 0 1,925 15 1,270 315 220 : : : : Changes from: January 17, 2023 : : 375 190 0 150 -30 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 53.7 17.8 15.8 3.0 0.0 8.0 0.1 5.3 1.3 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 24, 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 25,929 : : Positions : : 23,125 4,707 960 13,375 990 0 0 0 0 6,632 140 : : : : Changes from: January 17, 2023 : : 476 21 0 0 0 0 0 0 0 575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 18.2 3.7 51.6 3.8 0.0 0.0 0.0 0.0 25.6 0.5 : : : : 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 24, 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 24,850 : : Positions : : 22,140 4,078 960 13,185 970 0 0 0 50 6,332 140 : : : : Changes from: January 17, 2023 : : 476 21 0 0 105 0 0 0 0 575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 16.4 3.9 53.1 3.9 0.0 0.0 0.0 0.2 25.5 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 24, 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 25,148 : : Positions : : 17,126 11,925 453 8,907 1,184 0 0 0 3,802 1,080 0 : : : : Changes from: January 17, 2023 : : 50 -25 -45 30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 47.4 1.8 35.4 4.7 0.0 0.0 0.0 15.1 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- Options and Futures Combined Positions as of January 24, 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 20,825 : : Positions : : 13,766 10,545 649 7,411 1,477 0 0 0 2,996 100 100 : : : : Changes from: January 17, 2023 : : 150 75 -45 30 90 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 50.6 3.1 35.6 7.1 0.0 0.0 0.0 14.4 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . 6 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 46,481 : : Positions : : 10,005 30,742 25,636 11,865 369 50 0 0 6,547 0 140 : : : : Changes from: January 17, 2023 : : 44 2,464 1,450 -180 -40 0 0 0 610 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 66.1 55.2 25.5 0.8 0.1 0.0 0.0 14.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 5 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 49,330 : : Positions : : 9,764 31,041 28,976 9,005 520 0 200 0 6,332 5,375 140 : : : : Changes from: January 17, 2023 : : 178 1,948 2,200 420 55 0 0 0 575 825 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 62.9 58.7 18.3 1.1 0.0 0.4 0.0 12.8 10.9 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 16 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 60,771 : : Positions : : 27,103 49,869 26,381 3,430 2,594 0 475 50 1,430 1,350 820 : : : : Changes from: January 17, 2023 : : 1,305 2,600 820 -650 635 0 0 0 0 175 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 82.1 43.4 5.6 4.3 0.0 0.8 0.1 2.4 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 54,384 : : Positions : : 21,592 43,805 25,698 3,115 2,564 0 575 0 1,165 1,170 1,045 : : : : Changes from: January 17, 2023 : : 776 856 -175 -430 375 0 0 0 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 80.5 47.3 5.7 4.7 0.0 1.1 0.0 2.1 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 18,747 : : Positions : : 15,087 2,005 0 13,141 523 0 0 0 0 1,451 50 : : : : Changes from: January 17, 2023 : : 325 25 0 315 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 10.7 0.0 70.1 2.8 0.0 0.0 0.0 0.0 7.7 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 24, 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 18,001 : : Positions : : 14,952 1,430 0 13,596 355 0 0 0 0 1,351 50 : : : : Changes from: January 17, 2023 : : 255 -45 0 315 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 7.9 0.0 75.5 2.0 0.0 0.0 0.0 0.0 7.5 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 24, 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 36,559 : : Positions : : 20,047 16,253 2,864 9,446 6,507 2,525 0 0 928 1,530 240 : : : : Changes from: January 17, 2023 : : 170 1,665 130 -1,290 123 100 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 44.5 7.8 25.8 17.8 6.9 0.0 0.0 2.5 4.2 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 12 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 36,033 : : Positions : : 19,320 15,861 3,388 9,452 6,995 2,075 0 0 763 1,108 375 : : : : Changes from: January 17, 2023 : : 20 1,555 886 -674 -482 0 0 0 0 25 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 44.0 9.4 26.2 19.4 5.8 0.0 0.0 2.1 3.1 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 50,190 : : Positions : : 30,253 24,554 1,850 15,639 1,982 1,075 0 285 6,279 205 320 : : : : Changes from: January 17, 2023 : : 3,493 1,508 0 2,160 -145 0 0 50 0 -175 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 48.9 3.7 31.2 3.9 2.1 0.0 0.6 12.5 0.4 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 24, 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 44,672 : : Positions : : 27,043 23,385 2,015 13,137 2,032 1,065 0 70 6,059 459 280 : : : : Changes from: January 17, 2023 : : 3,758 1,808 0 2,475 -50 0 0 0 0 -525 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 52.3 4.5 29.4 4.5 2.4 0.0 0.2 13.6 1.0 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 24, 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 199,577 : : Positions : : 85,941 96,242 40,142 14,740 14,888 300 6,875 0 6,202 14,708 1,025 : : : : Changes from: January 17, 2023 : : 3,565 2,629 -86 700 2,111 0 100 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 48.2 20.1 7.4 7.5 0.2 3.4 0.0 3.1 7.4 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 6 . 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 180,839 : : Positions : : 80,171 87,626 34,147 13,368 16,654 300 4,621 0 4,493 13,451 610 : : : : Changes from: January 17, 2023 : : 1,669 2,698 2,361 1,007 -591 0 0 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 48.5 18.9 7.4 9.2 0.2 2.6 0.0 2.5 7.4 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 24, 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 48,956 : : Positions : : 27,115 27,431 6,436 5,280 9,290 0 450 0 5 0 105 : : : : Changes from: January 17, 2023 : : 25 825 -98 -898 177 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 56.0 13.1 10.8 19.0 0.0 0.9 0.0 0.0 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- Options and Futures Combined Positions as of January 24, 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 51,314 : : Positions : : 27,553 27,026 3,433 3,110 12,342 0 100 525 0 245 0 : : : : Changes from: January 17, 2023 : : 70 545 -342 -817 567 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 52.7 6.7 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- Options and Futures Combined Positions as of January 24, 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 33,301 : : Positions : : 13,297 21,521 10,795 410 4,575 0 1,235 0 0 585 240 : : : : Changes from: January 17, 2023 : : 497 112 470 0 -40 0 660 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 64.6 32.4 1.2 13.7 0.0 3.7 0.0 0.0 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 6 . 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 33,109 : : Positions : : 12,529 20,355 11,096 915 3,609 0 1,410 125 75 860 240 : : : : Changes from: January 17, 2023 : : 125 -260 470 150 275 0 660 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 61.5 33.5 2.8 10.9 0.0 4.3 0.4 0.2 2.6 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 196,966 : : Positions : : 99,939 89,698 22,327 31,345 23,206 1,296 2,150 284 2,013 2,537 4,645 : : : : Changes from: January 17, 2023 : : 631 -320 -965 210 739 96 200 -96 708 440 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 45.5 11.3 15.9 11.8 0.7 1.1 0.1 1.0 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 26 6 4 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 171,809 : : Positions : : 85,511 101,041 19,716 11,638 16,962 1,031 259 440 7,960 1,450 6,540 : : : : Changes from: January 17, 2023 : : 652 -103 -1,475 -370 678 200 -340 -200 550 740 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 58.8 11.5 6.8 9.9 0.6 0.2 0.3 4.6 0.8 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 24, 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 105,479 : : Positions : : 57,050 57,455 17,565 18,285 9,689 2,025 100 0 2,700 3,500 350 : : : : Changes from: January 17, 2023 : : 295 395 -300 -400 249 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 54.5 16.7 17.3 9.2 1.9 0.1 0.0 2.6 3.3 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 96,855 : : Positions : : 53,325 51,080 17,490 14,635 8,240 2,025 100 0 0 7,025 50 : : : : Changes from: January 17, 2023 : : 575 975 -300 -400 200 0 0 0 0 -300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 52.7 18.1 15.1 8.5 2.1 0.1 0.0 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 24, 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 17, 2023 : : . . . . . . . . . . . : : : : 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 January 27, 2023