Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 27,387 : : Positions : : 22,470 23,923 2,124 1,198 1,808 516 182 150 153 0 0 : : : : Changes from: February 14, 2023 : : 135 132 120 115 0 18 14 24 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 87.4 7.8 4.4 6.6 1.9 0.7 0.5 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . 4 6 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 21,436 : : Positions : : 16,182 15,862 834 4,010 1,415 1,995 0 24 880 19 81 : : : : Changes from: February 14, 2023 : : -182 7 104 -80 -14 5 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 74.0 3.9 18.7 6.6 9.3 0.0 0.1 4.1 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 210,948 : : Positions : : 114,756 152,219 18,841 11,633 17,298 18,582 7,690 11,096 21,887 3,050 7,616 : : : : Changes from: February 14, 2023 : : -469 2,708 -68 -138 401 1,556 112 712 1,375 -203 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 72.2 8.9 5.5 8.2 8.8 3.6 5.3 10.4 1.4 3.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 32 33 . 6 8 . 11 7 7 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 81,894 : : Positions : : 65,496 52,919 2,257 9,735 5,704 946 7,034 4,301 870 337 1,610 : : : : Changes from: February 14, 2023 : : -740 -344 -103 -708 71 104 252 9 -175 -105 182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 64.6 2.8 11.9 7.0 1.2 8.6 5.3 1.1 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 11 . 4 4 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 61,140 : : Positions : : 49,490 40,783 7,583 8,725 988 917 8,287 315 153 672 1,232 : : : : Changes from: February 14, 2023 : : 511 -63 315 480 0 -45 348 -90 -65 -24 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 66.7 12.4 14.3 1.6 1.5 13.6 0.5 0.3 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 55,886 : : Positions : : 39,157 32,944 5,938 7,115 7,873 0 2,873 1,752 0 2,720 234 : : : : Changes from: February 14, 2023 : : -224 29 25 -76 93 0 0 0 0 2 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 58.9 10.6 12.7 14.1 0.0 5.1 3.1 0.0 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 5 . 8 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 67,703 : : Positions : : 49,311 37,114 5,161 7,664 10,749 0 8,127 604 128 2,650 562 : : : : Changes from: February 14, 2023 : : 277 468 145 -79 60 0 80 0 -10 70 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 54.8 7.6 11.3 15.9 0.0 12.0 0.9 0.2 3.9 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 18 7 . 8 0 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 66,466 : : Positions : : 46,642 27,287 15,574 24,374 2,249 0 0 0 1,028 12,298 57 : : : : Changes from: February 14, 2023 : : 300 60 167 409 92 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 41.1 23.4 36.7 3.4 0.0 0.0 0.0 1.5 18.5 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 4 5 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 89,271 : : Positions : : 60,011 35,826 23,485 36,307 3,201 0 0 0 1,623 13,643 67 : : : : Changes from: February 14, 2023 : : 1,191 45 248 1,395 74 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 40.1 26.3 40.7 3.6 0.0 0.0 0.0 1.8 15.3 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 15 5 5 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 32,800 : : Positions : : 24,607 31,276 7,677 654 464 0 25 0 0 110 0 : : : : Changes from: February 14, 2023 : : 565 140 -425 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 95.4 23.4 2.0 1.4 0.0 0.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 35,082 : : Positions : : 26,465 32,269 5,744 342 2,441 0 0 0 0 30 0 : : : : Changes from: February 14, 2023 : : 701 306 -375 0 32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 92.0 16.4 1.0 7.0 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 37,307 : : Positions : : 29,287 19,749 4,212 3,903 3,387 390 7,825 8 0 2,420 15 : : : : Changes from: February 14, 2023 : : 38 638 0 -600 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 52.9 11.3 10.5 9.1 1.0 21.0 0.0 0.0 6.5 0.0 : : : : 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 February 21, 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 34,910 : : Positions : : 28,175 16,572 2,777 7,140 3,012 251 7,825 0 350 100 150 : : : : Changes from: February 14, 2023 : : 0 600 0 -600 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 47.5 8.0 20.5 8.6 0.7 22.4 0.0 1.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 154,233 : : Positions : : 66,437 82,671 32,945 24,845 22,626 20,207 2,660 4,217 1,925 11,876 4,965 : : : : Changes from: February 14, 2023 : : 1,494 -339 -178 -235 -580 116 1,059 140 -128 869 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 53.6 21.4 16.1 14.7 13.1 1.7 2.7 1.2 7.7 3.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 34 35 5 . 6 7 6 9 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 29,654 : : Positions : : 18,500 13,920 6,885 10,109 3,641 0 0 0 0 1,749 0 : : : : Changes from: February 14, 2023 : : 161 161 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 46.9 23.2 34.1 12.3 0.0 0.0 0.0 0.0 5.9 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 February 21, 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 27,595 : : Positions : : 15,752 14,147 8,060 8,289 3,175 0 0 0 0 1,749 0 : : : : Changes from: February 14, 2023 : : 203 203 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 51.3 29.2 30.0 11.5 0.0 0.0 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 43,017 : : Positions : : 15,367 28,303 24,326 2,361 2,829 0 7,543 0 0 1,717 0 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 65.8 56.5 5.5 6.6 0.0 17.5 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 4 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 39,670 : : Positions : : 15,666 24,644 18,790 755 4,799 0 7,443 0 0 1,750 0 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 62.1 47.4 1.9 12.1 0.0 18.8 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 106,152 : : Positions : : 41,490 65,188 33,545 25,577 10,673 13,586 251 420 4,658 2,200 922 : : : : Changes from: February 14, 2023 : : 340 -260 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 61.4 31.6 24.1 10.1 12.8 0.2 0.4 4.4 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 39,637 : : Positions : : 29,520 38,166 9,264 625 450 75 0 0 40 0 110 : : : : Changes from: February 14, 2023 : : 732 400 -340 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 96.3 23.4 1.6 1.1 0.2 0.0 0.0 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 47,649 : : Positions : : 34,338 45,150 10,240 586 1,423 1,315 0 0 0 210 10 : : : : Changes from: February 14, 2023 : : -87 -304 -317 0 -92 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 94.8 21.5 1.2 3.0 2.8 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 4 . . . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 40,422 : : Positions : : 25,175 36,481 11,113 1,030 1,911 0 0 0 1,928 670 0 : : : : Changes from: February 14, 2023 : : 215 360 37 0 23 0 0 0 108 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 90.3 27.5 2.5 4.7 0.0 0.0 0.0 4.8 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 16 6 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 43,781 : : Positions : : 24,119 39,003 16,907 2,176 731 0 340 0 1,788 1,320 5 : : : : Changes from: February 14, 2023 : : 161 379 60 -50 55 0 0 0 108 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 89.1 38.6 5.0 1.7 0.0 0.8 0.0 4.1 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 74,907 : : Positions : : 57,051 59,335 14,491 8,960 2,205 113 1,570 92 593 2,290 120 : : : : Changes from: February 14, 2023 : : 169 446 -30 -76 0 33 -42 17 140 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 79.2 19.3 12.0 2.9 0.2 2.1 0.1 0.8 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 91,406 : : Positions : : 70,801 72,066 14,728 9,210 2,944 116 1,944 698 1,243 3,595 275 : : : : Changes from: February 14, 2023 : : 519 1,148 295 -114 54 -20 -190 23 127 62 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 78.8 16.1 10.1 3.2 0.1 2.1 0.8 1.4 3.9 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 25 30 5 . 5 . 8 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 36,351 : : Positions : : 21,591 22,320 13,302 10,641 360 0 1,022 908 0 1,100 0 : : : : Changes from: February 14, 2023 : : 1,513 1,339 150 210 -75 0 39 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 61.4 36.6 29.3 1.0 0.0 2.8 2.5 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 4 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 38,261 : : Positions : : 26,476 25,642 11,355 9,193 225 0 2,020 0 0 1,156 0 : : : : Changes from: February 14, 2023 : : 360 -30 0 75 0 0 90 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 67.0 29.7 24.0 0.6 0.0 5.3 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 48,134 : : Positions : : 37,912 29,467 2,107 11,211 2,938 1,315 0 1,310 100 1,246 0 : : : : Changes from: February 14, 2023 : : 543 86 -120 337 23 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 61.2 4.4 23.3 6.1 2.7 0.0 2.7 0.2 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 44,526 : : Positions : : 33,960 26,989 4,312 9,101 3,177 115 1,408 1,332 224 1,471 150 : : : : Changes from: February 14, 2023 : : 629 -73 -60 618 155 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 60.6 9.7 20.4 7.1 0.3 3.2 3.0 0.5 3.3 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 13,646 : : Positions : : 8,852 12,744 3,756 0 301 319 0 0 0 150 0 : : : : Changes from: February 14, 2023 : : -139 -226 -68 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 93.4 27.5 0.0 2.2 2.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 4 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 11,527 : : Positions : : 8,300 9,993 1,700 0 602 0 319 0 0 150 0 : : : : Changes from: February 14, 2023 : : -138 -182 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 86.7 14.7 0.0 5.2 0.0 2.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 39,776 : : Positions : : 35,563 37,958 1,487 809 316 565 184 57 740 0 91 : : : : Changes from: February 14, 2023 : : 1,084 1,312 0 0 0 1 101 -7 385 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 95.4 3.7 2.0 0.8 1.4 0.5 0.1 1.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 32,861 : : Positions : : 29,832 31,283 747 141 966 106 57 0 800 79 0 : : : : Changes from: February 14, 2023 : : 385 675 0 0 0 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 95.2 2.3 0.4 2.9 0.3 0.2 0.0 2.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 30,111 : : Positions : : 24,031 22,537 3,359 906 1,850 0 2,374 255 44 1,944 0 : : : : Changes from: February 14, 2023 : : 648 277 163 -175 -22 0 56 63 0 675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 74.8 11.2 3.0 6.1 0.0 7.9 0.8 0.1 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 4 . 6 0 5 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 21,652 : : Positions : : 16,909 18,199 1,846 93 1,225 700 308 254 0 691 200 : : : : Changes from: February 14, 2023 : : 779 300 180 -120 -102 -2 5 2 0 430 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 84.1 8.5 0.4 5.7 3.2 1.4 1.2 0.0 3.2 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 . . 5 . . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 12,124 : : Positions : : 3,939 11,106 6,705 0 715 229 0 285 125 0 0 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 91.6 55.3 0.0 5.9 1.9 0.0 2.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 11,559 : : Positions : : 4,467 10,931 6,557 0 0 0 628 0 535 0 0 : : : : Changes from: February 14, 2023 : : 0 -50 50 0 0 0 45 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 94.6 56.7 0.0 0.0 0.0 5.4 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 43,176 : : Positions : : 19,353 20,562 19,381 20,640 1,737 0 75 0 1,500 0 0 : : : : Changes from: February 14, 2023 : : 50 25 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 47.6 44.9 47.8 4.0 0.0 0.2 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 5 6 . 6 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 45,576 : : Positions : : 21,652 20,217 20,168 23,740 1,532 0 75 0 1,445 0 0 : : : : Changes from: February 14, 2023 : : 50 25 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 44.4 44.3 52.1 3.4 0.0 0.2 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 6 6 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 82,602 : : Positions : : 57,780 57,223 9,469 9,255 5,913 101 1,825 120 8,711 8,062 33 : : : : Changes from: February 14, 2023 : : 618 489 120 -96 -50 17 0 0 242 594 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 69.3 11.5 11.2 7.2 0.1 2.2 0.1 10.5 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 26 29 5 5 8 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 94,359 : : Positions : : 64,759 56,783 10,270 11,647 6,397 799 2,393 214 11,261 16,530 148 : : : : Changes from: February 14, 2023 : : 517 295 15 -423 168 70 314 -1 216 600 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 60.2 10.9 12.3 6.8 0.8 2.5 0.2 11.9 17.5 0.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 29 6 5 7 4 . 4 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 399,171 : : Positions : : 198,988 210,362 29,874 11,522 47,547 33,781 13,951 34,674 8,073 34,063 41,086 : : : : Changes from: February 14, 2023 : : 10,420 6,740 256 825 1,751 8,556 558 1,778 -311 11,286 241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 52.7 7.5 2.9 11.9 8.5 3.5 8.7 2.0 8.5 10.3 : : : : Number of Traders in Each Category Total Traders: 108 : : 42 40 5 5 9 7 18 14 15 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 22,581 : : Positions : : 18,345 11,147 133 9,789 1,597 100 0 40 2,049 0 0 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 49.4 0.6 43.4 7.1 0.4 0.0 0.2 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 4 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 23,026 : : Positions : : 17,225 14,332 1,728 6,422 2,259 135 0 5 1,537 0 0 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.2 7.5 27.9 9.8 0.6 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 4 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 58,456 : : Positions : : 40,216 38,305 6,588 1,170 5,392 929 3,844 1,280 782 5,476 2,432 : : : : Changes from: February 14, 2023 : : 540 -260 -10 0 10 0 0 0 0 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 65.5 11.3 2.0 9.2 1.6 6.6 2.2 1.3 9.4 4.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 54,136 : : Positions : : 29,433 33,554 6,224 2,205 8,246 2,490 7,940 0 6,744 1,235 625 : : : : Changes from: February 14, 2023 : : 1,250 555 0 -2,400 0 0 0 0 -3,150 0 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 62.0 11.5 4.1 15.2 4.6 14.7 0.0 12.5 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 . . 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 81,346 : : Positions : : 60,438 49,000 10,718 22,928 1,739 90 0 100 1,490 421 1 : : : : Changes from: February 14, 2023 : : -545 -1,100 -230 85 0 0 0 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 60.2 13.2 28.2 2.1 0.1 0.0 0.1 1.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 66,513 : : Positions : : 50,624 35,612 7,410 23,355 1,136 0 0 0 1,473 0 0 : : : : Changes from: February 14, 2023 : : -295 -1,040 -325 60 25 0 0 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 53.5 11.1 35.1 1.7 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 . 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 16,590 : : Positions : : 9,040 10,100 410 5,291 775 2,270 0 0 2,870 0 0 : : : : Changes from: February 14, 2023 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 60.9 2.5 31.9 4.7 13.7 0.0 0.0 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 30,586 : : Positions : : 20,039 15,117 6,539 1,670 1,452 1,288 4,665 171 0 6,034 120 : : : : Changes from: February 14, 2023 : : -35 105 0 -60 60 80 -180 17 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 49.4 21.4 5.5 4.7 4.2 15.3 0.6 0.0 19.7 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 February 21, 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 24,092 : : Positions : : 17,679 8,803 3,304 526 1,946 0 4,755 140 0 6,439 120 : : : : Changes from: February 14, 2023 : : 70 105 10 -50 50 0 -155 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 36.5 13.7 2.2 8.1 0.0 19.7 0.6 0.0 26.7 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 12,310 : : Positions : : 7,436 7,033 755 386 2,453 0 1,188 0 0 0 0 : : : : Changes from: February 14, 2023 : : 0 80 270 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 57.1 6.1 3.1 19.9 0.0 9.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 83,971 : : Positions : : 37,327 36,239 22,500 22,336 3,827 0 1,025 0 4,320 4,670 850 : : : : Changes from: February 14, 2023 : : 1,829 1,970 -561 -642 38 0 0 0 60 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 43.2 26.8 26.6 4.6 0.0 1.2 0.0 5.1 5.6 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 85,399 : : Positions : : 35,273 39,137 19,402 19,910 4,607 0 825 0 9,416 3,957 850 : : : : Changes from: February 14, 2023 : : 1,545 1,714 -301 -650 -19 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 45.8 22.7 23.3 5.4 0.0 1.0 0.0 11.0 4.6 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 4 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 23,415 : : Positions : : 12,714 13,006 4,525 3,833 641 0 1,855 15 1,300 0 270 : : : : Changes from: February 14, 2023 : : 0 0 -300 0 0 0 0 0 55 -245 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 55.5 19.3 16.4 2.7 0.0 7.9 0.1 5.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 . 4 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 22,790 : : Positions : : 12,314 12,386 4,230 3,833 641 0 1,855 15 1,335 0 255 : : : : Changes from: February 14, 2023 : : 0 0 -300 0 0 0 0 0 90 -210 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 54.3 18.6 16.8 2.8 0.0 8.1 0.1 5.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 . 4 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 24,827 : : Positions : : 22,250 4,390 915 13,000 835 0 0 0 0 6,377 140 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 17.7 3.7 52.4 3.4 0.0 0.0 0.0 0.0 25.7 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 February 21, 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 23,855 : : Positions : : 21,330 3,828 915 12,905 840 0 0 0 50 5,997 140 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 16.0 3.8 54.1 3.5 0.0 0.0 0.0 0.2 25.1 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 February 21, 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 29,976 : : Positions : : 20,016 18,935 1,512 6,627 1,639 0 0 0 3,648 530 330 : : : : Changes from: February 14, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 63.2 5.0 22.1 5.5 0.0 0.0 0.0 12.2 1.8 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 24,599 : : Positions : : 16,976 14,940 1,677 7,326 1,095 0 0 0 2,868 90 100 : : : : Changes from: February 14, 2023 : : 3,275 2,940 0 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 60.7 6.8 29.8 4.5 0.0 0.0 0.0 11.7 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . 6 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 45,166 : : Positions : : 10,116 28,575 24,202 11,870 314 0 850 50 6,592 0 140 : : : : Changes from: February 14, 2023 : : 60 -105 -155 60 0 0 0 0 245 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 63.3 53.6 26.3 0.7 0.0 1.9 0.1 14.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 5 . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 47,586 : : Positions : : 9,117 28,651 27,992 8,840 445 0 1,050 0 6,047 5,375 140 : : : : Changes from: February 14, 2023 : : 140 60 -20 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 60.2 58.8 18.6 0.9 0.0 2.2 0.0 12.7 11.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 4 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 88,930 : : Positions : : 48,079 76,290 31,596 2,980 2,294 0 2,240 25 1,325 0 1,135 : : : : Changes from: February 14, 2023 : : 3,740 4,020 105 0 0 0 0 0 20 -155 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 85.8 35.5 3.4 2.6 0.0 2.5 0.0 1.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 83,959 : : Positions : : 44,187 71,625 31,198 2,695 2,194 0 2,290 0 1,090 375 930 : : : : Changes from: February 14, 2023 : : 3,740 4,020 105 0 0 0 0 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 85.3 37.2 3.2 2.6 0.0 2.7 0.0 1.3 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 13,768 : : Positions : : 9,887 3,988 255 5,974 2,323 0 0 0 0 865 0 : : : : Changes from: February 14, 2023 : : 690 570 -75 45 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 29.0 1.9 43.4 16.9 0.0 0.0 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 13,087 : : Positions : : 9,270 3,638 255 5,687 2,288 0 0 0 0 865 0 : : : : Changes from: February 14, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 27.8 1.9 43.5 17.5 0.0 0.0 0.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 6 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 21,406 : : Positions : : 17,386 1,450 0 14,925 868 0 0 0 0 2,121 25 : : : : Changes from: February 14, 2023 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 6.8 0.0 69.7 4.1 0.0 0.0 0.0 0.0 9.9 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 21,001 : : Positions : : 17,607 1,255 0 15,341 700 0 0 0 0 2,046 25 : : : : Changes from: February 14, 2023 : : 40 -10 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 6.0 0.0 73.0 3.3 0.0 0.0 0.0 0.0 9.7 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 6 0 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 38,502 : : Positions : : 22,598 15,935 4,424 13,336 4,899 2,315 0 0 674 1,150 390 : : : : Changes from: February 14, 2023 : : 429 -706 130 1,020 -10 -175 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 41.4 11.5 34.6 12.7 6.0 0.0 0.0 1.8 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 12 4 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 36,831 : : Positions : : 21,080 15,791 3,185 11,354 6,330 2,040 0 0 568 683 580 : : : : Changes from: February 14, 2023 : : 420 -540 0 960 32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 42.9 8.6 30.8 17.2 5.5 0.0 0.0 1.5 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 57,110 : : Positions : : 37,283 32,060 1,135 13,789 3,107 1,110 200 130 6,240 250 270 : : : : Changes from: February 14, 2023 : : 100 100 0 70 -17 50 200 0 0 -220 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 56.1 2.0 24.1 5.4 1.9 0.4 0.2 10.9 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 6 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 50,820 : : Positions : : 34,748 28,226 1,205 14,277 2,537 775 200 70 6,162 599 150 : : : : Changes from: February 14, 2023 : : 190 15 0 0 0 25 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 55.5 2.4 28.1 5.0 1.5 0.4 0.1 12.1 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 6 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 203,444 : : Positions : : 89,284 96,340 39,775 17,203 15,258 200 5,670 0 4,577 14,653 1,040 : : : : Changes from: February 14, 2023 : : -2,422 -1,162 -495 -2,665 2,455 200 25 0 -660 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 47.4 19.6 8.5 7.5 0.1 2.8 0.0 2.2 7.2 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 4 5 8 . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 184,294 : : Positions : : 78,186 89,810 34,463 10,079 18,523 200 3,323 50 3,968 13,625 495 : : : : Changes from: February 14, 2023 : : -2,592 -1,252 -465 -2,690 2,995 200 175 0 -510 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 48.7 18.7 5.5 10.1 0.1 1.8 0.0 2.2 7.4 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 4 4 8 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 47,490 : : Positions : : 26,191 26,050 5,932 5,083 9,175 0 450 0 125 0 0 : : : : Changes from: February 14, 2023 : : 890 90 -450 75 243 0 0 0 -35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 54.9 12.5 10.7 19.3 0.0 0.9 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 4 6 8 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 51,050 : : Positions : : 27,289 27,348 3,667 2,698 11,965 0 100 525 0 85 0 : : : : Changes from: February 14, 2023 : : 580 955 202 -173 -167 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 53.6 7.2 5.3 23.4 0.0 0.2 1.0 0.0 0.2 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 February 21, 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 34,679 : : Positions : : 14,242 21,389 10,935 610 4,235 0 515 25 0 2,440 275 : : : : Changes from: February 14, 2023 : : -385 140 295 80 -295 0 -360 25 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 61.7 31.5 1.8 12.2 0.0 1.5 0.1 0.0 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 5 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 35,895 : : Positions : : 14,955 19,900 9,080 870 3,855 0 740 100 75 2,565 275 : : : : Changes from: February 14, 2023 : : 45 -415 -700 120 325 0 -360 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 55.4 25.3 2.4 10.7 0.0 2.1 0.3 0.2 7.1 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 204,177 : : Positions : : 104,249 90,144 20,777 29,989 22,389 1,251 2,130 234 908 5,057 7,355 : : : : Changes from: February 14, 2023 : : 1,080 -745 -200 -510 1,195 25 -25 10 0 2,185 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 44.1 10.2 14.7 11.0 0.6 1.0 0.1 0.4 2.5 3.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 29 6 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 170,568 : : Positions : : 81,972 93,622 16,748 13,212 18,910 1,106 132 340 7,370 380 7,215 : : : : Changes from: February 14, 2023 : : -438 -573 -620 -385 1,325 0 -25 25 50 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 54.9 9.8 7.7 11.1 0.6 0.1 0.2 4.3 0.2 4.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 26 6 . 8 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 101,599 : : Positions : : 55,965 52,180 15,370 17,395 10,784 1,940 100 100 2,675 6,275 125 : : : : Changes from: February 14, 2023 : : 725 -175 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 51.4 15.1 17.1 10.6 1.9 0.1 0.1 2.6 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 93,205 : : Positions : : 52,145 46,715 14,625 14,695 10,100 1,740 100 0 0 7,000 50 : : : : Changes from: February 14, 2023 : : 850 -50 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 50.1 15.7 15.8 10.8 1.9 0.1 0.0 0.0 7.5 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 11,915 : : Positions : : 6,320 8,100 2,750 755 1,100 1,550 0 125 0 1,765 0 : : : : Changes from: February 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 68.0 23.1 6.3 9.2 13.0 0.0 1.0 0.0 14.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 10, 2023