Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 27,315 : : Positions : : 22,179 24,091 2,562 1,228 1,458 676 184 122 153 0 15 : : : : Changes from: February 21, 2023 : : -291 167 438 30 -350 161 2 -28 0 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 88.2 9.4 4.5 5.3 2.5 0.7 0.4 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . . . 6 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21,667 : : Positions : : 16,190 15,796 768 3,982 1,490 2,098 0 46 930 19 81 : : : : Changes from: February 21, 2023 : : 8 -66 -66 -28 75 103 0 22 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 72.9 3.5 18.4 6.9 9.7 0.0 0.2 4.3 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 214,270 : : Positions : : 118,689 154,077 16,538 12,587 18,058 19,414 8,812 10,645 22,823 2,531 7,354 : : : : Changes from: February 21, 2023 : : 3,933 1,858 -2,303 954 760 832 1,122 -451 936 -519 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 71.9 7.7 5.9 8.4 9.1 4.1 5.0 10.7 1.2 3.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 34 . 6 8 4 10 8 9 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 84,532 : : Positions : : 66,611 56,159 3,580 9,438 5,508 1,021 7,471 4,264 1,555 251 1,188 : : : : Changes from: February 21, 2023 : : 1,115 3,240 1,323 -297 -196 75 437 -37 685 -86 -422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 66.4 4.2 11.2 6.5 1.2 8.8 5.0 1.8 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 11 . . 4 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 62,921 : : Positions : : 50,870 41,760 8,327 8,672 967 1,035 9,089 390 158 1,233 646 : : : : Changes from: February 21, 2023 : : 1,380 977 744 -53 -21 118 802 75 5 561 -586 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 66.4 13.2 13.8 1.5 1.6 14.4 0.6 0.3 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 56,247 : : Positions : : 37,784 33,505 8,933 8,228 6,553 0 2,873 1,752 0 2,720 234 : : : : Changes from: February 21, 2023 : : -1,373 561 2,995 1,113 -1,320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 59.6 15.9 14.6 11.7 0.0 5.1 3.1 0.0 4.8 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 68,048 : : Positions : : 47,790 37,549 7,900 8,448 9,612 0 8,187 604 138 2,750 612 : : : : Changes from: February 21, 2023 : : -1,521 435 2,739 784 -1,137 0 60 0 10 100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 55.2 11.6 12.4 14.1 0.0 12.0 0.9 0.2 4.0 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 17 6 . 8 0 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 67,271 : : Positions : : 46,748 27,752 16,359 24,684 2,320 0 0 0 912 12,298 57 : : : : Changes from: February 21, 2023 : : 106 465 785 310 71 0 0 0 -116 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 41.3 24.3 36.7 3.4 0.0 0.0 0.0 1.4 18.3 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 90,518 : : Positions : : 60,427 36,522 24,380 36,757 3,216 0 0 0 1,508 13,693 67 : : : : Changes from: February 21, 2023 : : 416 696 895 450 15 0 0 0 -115 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 40.3 26.9 40.6 3.6 0.0 0.0 0.0 1.7 15.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 17 5 5 8 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 33,358 : : Positions : : 25,366 31,850 7,497 654 464 0 25 0 0 110 0 : : : : Changes from: February 21, 2023 : : 759 574 -180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 95.5 22.5 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 28, 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 36,082 : : Positions : : 26,790 33,269 6,419 342 2,441 0 0 0 0 30 0 : : : : Changes from: February 21, 2023 : : 325 1,000 675 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 92.2 17.8 0.9 6.8 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 28, 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 21, 2023 : : 0 0 0 0 0 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 28, 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 21, 2023 : : 0 0 0 0 0 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 28, 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 162,190 : : Positions : : 68,520 87,298 36,834 24,958 23,965 20,326 3,711 4,202 1,936 12,341 5,275 : : : : Changes from: February 21, 2023 : : 2,083 4,627 3,889 113 1,339 119 1,051 -15 11 465 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 53.8 22.7 15.4 14.8 12.5 2.3 2.6 1.2 7.6 3.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 34 35 5 . 6 7 5 8 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 29,600 : : Positions : : 18,446 13,866 6,885 10,109 3,641 0 0 0 0 1,749 0 : : : : Changes from: February 21, 2023 : : -54 -54 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 46.8 23.3 34.2 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 28, 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 27,541 : : Positions : : 15,698 14,093 8,060 8,289 3,175 0 0 0 0 1,749 0 : : : : Changes from: February 21, 2023 : : -54 -54 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 51.2 29.3 30.1 11.5 0.0 0.0 0.0 0.0 6.4 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 28, 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 42,966 : : Positions : : 15,367 28,228 24,251 2,361 2,913 0 7,543 0 0 1,717 0 : : : : Changes from: February 21, 2023 : : 0 -75 -75 0 84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 65.7 56.4 5.5 6.8 0.0 17.6 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 39,535 : : Positions : : 15,666 24,569 18,715 755 4,799 0 7,443 0 0 1,750 0 : : : : Changes from: February 21, 2023 : : 0 -75 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 62.1 47.3 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 111,194 : : Positions : : 42,195 70,218 37,020 25,227 11,165 13,586 251 420 4,658 1,700 1,292 : : : : Changes from: February 21, 2023 : : 705 5,030 3,475 -350 492 0 0 0 0 -500 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 63.1 33.3 22.7 10.0 12.2 0.2 0.4 4.2 1.5 1.2 : : : : 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 41,897 : : Positions : : 32,125 40,456 8,949 625 450 75 0 0 40 0 110 : : : : Changes from: February 21, 2023 : : 2,605 2,290 -315 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 96.6 21.4 1.5 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 28, 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 46,147 : : Positions : : 32,772 43,627 10,224 586 1,423 1,325 0 0 0 160 10 : : : : Changes from: February 21, 2023 : : -1,566 -1,523 -16 0 0 10 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 94.5 22.2 1.3 3.1 2.9 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 4 . . . 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 40,686 : : Positions : : 25,359 36,765 11,208 1,030 1,926 0 0 0 1,930 670 0 : : : : Changes from: February 21, 2023 : : 184 284 95 0 15 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 90.4 27.5 2.5 4.7 0.0 0.0 0.0 4.7 1.6 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 28, 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 44,167 : : Positions : : 24,382 39,360 16,992 2,176 731 0 340 0 1,793 1,320 5 : : : : Changes from: February 21, 2023 : : 263 357 85 0 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 89.1 38.5 4.9 1.7 0.0 0.8 0.0 4.1 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 6 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 76,474 : : Positions : : 57,836 60,944 14,544 8,673 2,353 94 1,535 92 934 2,290 79 : : : : Changes from: February 21, 2023 : : 785 1,609 53 -287 148 -19 -35 0 341 0 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 79.7 19.0 11.3 3.1 0.1 2.0 0.1 1.2 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 93,667 : : Positions : : 72,298 73,725 14,866 8,398 3,256 116 1,930 715 1,537 4,801 278 : : : : Changes from: February 21, 2023 : : 1,497 1,659 138 -812 312 0 -14 17 294 1,206 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 78.7 15.9 9.0 3.5 0.1 2.1 0.8 1.6 5.1 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 29 5 . 5 . 9 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 39,666 : : Positions : : 24,623 24,807 13,427 11,046 483 45 1,147 908 0 1,275 0 : : : : Changes from: February 21, 2023 : : 3,032 2,487 125 405 123 45 125 0 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 62.5 33.9 27.8 1.2 0.1 2.9 2.3 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 13 . 4 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 39,513 : : Positions : : 27,823 26,032 11,055 9,680 150 0 2,170 0 0 1,481 0 : : : : Changes from: February 21, 2023 : : 1,347 390 -300 487 -75 0 150 0 0 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 65.9 28.0 24.5 0.4 0.0 5.5 0.0 0.0 3.7 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 28, 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 46,791 : : Positions : : 38,078 29,538 2,107 11,306 2,953 1,315 0 1,310 100 1,246 0 : : : : Changes from: February 21, 2023 : : 166 71 0 95 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 63.1 4.5 24.2 6.3 2.8 0.0 2.8 0.2 2.7 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 28, 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 44,049 : : Positions : : 34,214 26,979 4,381 9,327 3,143 115 1,503 1,332 217 1,471 155 : : : : Changes from: February 21, 2023 : : 254 -10 69 226 -34 0 95 0 -7 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 61.2 9.9 21.2 7.1 0.3 3.4 3.0 0.5 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 4 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 13,616 : : Positions : : 8,852 12,724 3,746 0 301 319 0 0 0 150 0 : : : : Changes from: February 21, 2023 : : 0 -20 -10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 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 28, 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 11,517 : : Positions : : 8,300 9,973 1,690 0 612 0 319 0 0 150 0 : : : : Changes from: February 21, 2023 : : 0 -20 -10 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 86.6 14.7 0.0 5.3 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 28, 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 40,126 : : Positions : : 35,893 38,313 1,487 809 316 545 174 57 770 0 91 : : : : Changes from: February 21, 2023 : : 330 355 0 0 0 -20 -10 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 95.5 3.7 2.0 0.8 1.4 0.4 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 28, 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 33,318 : : Positions : : 30,264 31,920 922 141 791 111 37 20 800 79 0 : : : : Changes from: February 21, 2023 : : 432 637 175 0 -175 5 -20 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 95.8 2.8 0.4 2.4 0.3 0.1 0.1 2.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 30,787 : : Positions : : 24,592 22,730 3,266 906 1,870 0 2,287 367 44 2,310 0 : : : : Changes from: February 21, 2023 : : 561 193 -93 0 20 0 -87 112 0 366 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 73.8 10.6 2.9 6.1 0.0 7.4 1.2 0.1 7.5 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 28, 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 22,187 : : Positions : : 17,402 18,351 1,846 143 1,207 700 309 254 0 991 200 : : : : Changes from: February 21, 2023 : : 493 152 0 50 -18 0 1 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.7 8.3 0.6 5.4 3.2 1.4 1.1 0.0 4.5 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 15 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 : : 3,964 11,106 6,680 0 715 229 0 285 125 0 0 : : : : Changes from: February 21, 2023 : : 25 0 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 91.6 55.1 0.0 5.9 1.9 0.0 2.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 11,534 : : Positions : : 4,417 10,881 6,557 0 0 0 628 0 535 0 0 : : : : Changes from: February 21, 2023 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 94.3 56.8 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 28, 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 44,376 : : Positions : : 20,673 21,762 19,261 20,640 1,737 0 75 0 1,500 0 0 : : : : Changes from: February 21, 2023 : : 1,320 1,200 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 49.0 43.4 46.5 3.9 0.0 0.2 0.0 3.4 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 28, 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 46,776 : : Positions : : 22,972 21,417 20,048 23,740 1,532 0 75 0 1,445 0 0 : : : : Changes from: February 21, 2023 : : 1,320 1,200 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 45.8 42.9 50.8 3.3 0.0 0.2 0.0 3.1 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 28, 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 83,571 : : Positions : : 58,898 57,350 8,719 8,893 6,371 189 1,939 120 8,686 8,556 77 : : : : Changes from: February 21, 2023 : : 1,118 127 -750 -362 458 88 114 0 -25 494 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 68.6 10.4 10.6 7.6 0.2 2.3 0.1 10.4 10.2 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 30 5 5 8 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 94,925 : : Positions : : 65,662 56,496 9,550 11,192 6,660 881 2,801 216 11,095 17,011 304 : : : : Changes from: February 21, 2023 : : 903 -287 -720 -455 263 82 408 2 -166 481 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 59.5 10.1 11.8 7.0 0.9 3.0 0.2 11.7 17.9 0.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 28 6 5 7 4 4 4 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 398,803 : : Positions : : 201,940 215,787 28,874 11,163 47,601 37,314 15,419 34,587 9,722 35,428 38,109 : : : : Changes from: February 21, 2023 : : 2,952 5,426 -1,000 -359 54 3,534 1,468 -86 1,649 1,365 -2,978 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 54.1 7.2 2.8 11.9 9.4 3.9 8.7 2.4 8.9 9.6 : : : : Number of Traders in Each Category Total Traders: 106 : : 41 40 5 5 9 8 17 14 14 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21, 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 28, 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 21, 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 28, 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 59,583 : : Positions : : 41,881 38,664 6,292 1,145 5,587 929 3,844 1,280 782 6,526 2,382 : : : : Changes from: February 21, 2023 : : 1,665 359 -296 -25 195 0 0 0 0 1,050 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 64.9 10.6 1.9 9.4 1.6 6.5 2.1 1.3 11.0 4.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 55,968 : : Positions : : 30,539 32,950 4,855 3,136 9,907 2,590 7,930 0 7,234 1,235 625 : : : : Changes from: February 21, 2023 : : 1,106 -604 -1,369 931 1,661 100 -10 0 490 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 58.9 8.7 5.6 17.7 4.6 14.2 0.0 12.9 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 19 . 4 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 81,567 : : Positions : : 60,389 49,221 10,718 22,928 1,739 240 0 100 1,610 421 1 : : : : Changes from: February 21, 2023 : : -49 221 0 0 0 150 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 60.3 13.1 28.1 2.1 0.3 0.0 0.1 2.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 66,491 : : Positions : : 50,472 35,610 7,410 23,355 1,136 0 0 0 1,593 0 0 : : : : Changes from: February 21, 2023 : : -152 -2 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 53.6 11.1 35.1 1.7 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 26,505 : : Positions : : 17,705 17,657 1,645 3,885 815 2,520 0 0 130 0 30 : : : : Changes from: February 21, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 66.6 6.2 14.7 3.1 9.5 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21, 2023 : : 0 0 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 28, 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 32,246 : : Positions : : 21,974 15,657 6,614 2,220 1,130 1,288 4,485 171 0 7,134 120 : : : : Changes from: February 21, 2023 : : 1,935 540 75 550 -322 0 -180 0 0 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 48.6 20.5 6.9 3.5 4.0 13.9 0.5 0.0 22.1 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 28, 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 25,432 : : Positions : : 18,994 9,223 3,379 576 1,896 0 4,575 140 0 7,539 120 : : : : Changes from: February 21, 2023 : : 1,315 420 75 50 -50 0 -180 0 0 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 36.3 13.3 2.3 7.5 0.0 18.0 0.6 0.0 29.6 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 28, 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 21, 2023 : : 0 0 0 0 0 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 28, 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 87,627 : : Positions : : 39,708 41,524 24,895 21,962 3,813 0 1,025 0 4,455 4,670 850 : : : : Changes from: February 21, 2023 : : 2,381 5,285 2,395 -374 -14 0 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 47.4 28.4 25.1 4.4 0.0 1.2 0.0 5.1 5.3 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 28, 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 87,761 : : Positions : : 37,023 43,971 21,797 19,356 4,564 0 825 0 9,551 3,957 850 : : : : Changes from: February 21, 2023 : : 1,750 4,834 2,395 -554 -43 0 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 50.1 24.8 22.1 5.2 0.0 0.9 0.0 10.9 4.5 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 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,065 : : Positions : : 12,894 13,186 4,095 3,103 1,466 0 1,855 15 1,245 245 175 : : : : Changes from: February 21, 2023 : : 180 180 -430 -730 825 0 0 0 -55 245 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 54.8 17.0 12.9 6.1 0.0 7.7 0.1 5.2 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,380 : : Positions : : 12,434 12,506 3,800 3,103 1,466 0 1,855 15 1,245 210 195 : : : : Changes from: February 21, 2023 : : 120 120 -430 -730 825 0 0 0 -90 210 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 53.5 16.3 13.3 6.3 0.0 7.9 0.1 5.3 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 5 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21, 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 28, 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 21, 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 28, 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 29,991 : : Positions : : 20,016 18,950 1,512 6,627 1,639 0 0 0 3,648 515 345 : : : : Changes from: February 21, 2023 : : 0 15 0 0 0 0 0 0 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 63.2 5.0 22.1 5.5 0.0 0.0 0.0 12.2 1.7 1.2 : : : : 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 28, 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 24,604 : : Positions : : 16,670 14,915 1,677 7,326 1,095 0 0 0 2,943 75 115 : : : : Changes from: February 21, 2023 : : -306 -25 0 0 0 0 0 0 75 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 60.6 6.8 29.8 4.5 0.0 0.0 0.0 12.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . 6 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 45,030 : : Positions : : 10,964 28,518 23,297 11,870 483 0 850 50 6,592 0 140 : : : : Changes from: February 21, 2023 : : 848 -57 -905 0 169 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 63.3 51.7 26.4 1.1 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 28, 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 47,458 : : Positions : : 9,935 28,656 27,179 8,840 570 0 1,050 0 6,047 5,375 140 : : : : Changes from: February 21, 2023 : : 818 5 -813 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 60.4 57.3 18.6 1.2 0.0 2.2 0.0 12.7 11.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 4 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 91,385 : : Positions : : 49,569 78,100 32,436 2,980 2,259 100 2,165 25 1,405 785 1,055 : : : : Changes from: February 21, 2023 : : 1,490 1,810 840 0 -35 100 -75 0 80 785 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 85.5 35.5 3.3 2.5 0.1 2.4 0.0 1.5 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 9 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 86,894 : : Positions : : 46,092 73,800 31,988 2,695 2,174 100 2,215 0 1,190 1,180 930 : : : : Changes from: February 21, 2023 : : 1,905 2,175 790 0 -20 100 -75 0 100 805 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 84.9 36.8 3.1 2.5 0.1 2.5 0.0 1.4 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 13,747 : : Positions : : 9,852 3,953 255 5,974 2,323 0 0 0 0 865 0 : : : : Changes from: February 21, 2023 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 28.8 1.9 43.5 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 28, 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 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 23,061 : : Positions : : 18,511 1,675 0 16,125 870 0 0 0 0 1,821 25 : : : : Changes from: February 21, 2023 : : 1,125 225 0 1,200 2 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 7.3 0.0 69.9 3.8 0.0 0.0 0.0 0.0 7.9 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 28, 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 22,671 : : Positions : : 18,807 1,555 0 16,541 700 0 0 0 0 1,746 25 : : : : Changes from: February 21, 2023 : : 1,200 300 0 1,200 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 6.9 0.0 73.0 3.1 0.0 0.0 0.0 0.0 7.7 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 28, 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 39,360 : : Positions : : 22,528 16,695 5,849 13,811 4,547 2,140 0 0 674 1,111 289 : : : : Changes from: February 21, 2023 : : -70 760 1,425 475 -352 -175 0 0 0 -39 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 42.4 14.9 35.1 11.6 5.4 0.0 0.0 1.7 2.8 0.7 : : : : 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 28, 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 37,781 : : Positions : : 21,430 16,551 4,380 11,774 6,145 2,040 0 0 579 655 598 : : : : Changes from: February 21, 2023 : : 350 760 1,195 420 -185 0 0 0 11 -28 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 43.8 11.6 31.2 16.3 5.4 0.0 0.0 1.5 1.7 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 5 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 58,747 : : Positions : : 38,158 32,790 1,135 14,264 3,382 1,385 200 35 6,240 265 270 : : : : Changes from: February 21, 2023 : : 875 730 0 475 275 275 0 -95 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 55.8 1.9 24.3 5.8 2.4 0.3 0.1 10.6 0.5 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 28, 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 52,016 : : Positions : : 35,643 28,851 1,205 14,577 2,553 825 200 70 6,087 614 150 : : : : Changes from: February 21, 2023 : : 895 625 0 300 16 50 0 0 -75 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.5 2.3 28.0 4.9 1.6 0.4 0.1 11.7 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 28, 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 208,935 : : Positions : : 92,589 96,854 38,652 20,515 15,479 200 5,945 0 6,713 14,870 940 : : : : Changes from: February 21, 2023 : : 3,305 514 -1,123 3,312 221 0 275 0 2,136 217 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 46.4 18.5 9.8 7.4 0.1 2.8 0.0 3.2 7.1 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 . 6 8 . . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 189,786 : : Positions : : 81,126 90,266 33,763 13,674 18,486 200 3,548 50 6,104 13,725 400 : : : : Changes from: February 21, 2023 : : 2,940 456 -700 3,595 -37 0 225 0 2,136 100 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 47.6 17.8 7.2 9.7 0.1 1.9 0.0 3.2 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 4 4 8 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 48,345 : : Positions : : 25,621 26,405 6,081 4,907 9,686 0 450 0 665 0 0 : : : : Changes from: February 21, 2023 : : -570 355 149 -176 511 0 0 0 540 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 54.6 12.6 10.1 20.0 0.0 0.9 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . 7 8 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 51,665 : : Positions : : 26,564 27,518 5,562 4,298 10,585 0 100 525 455 0 85 : : : : Changes from: February 21, 2023 : : -725 170 1,895 1,600 -1,380 0 0 0 455 -85 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 53.3 10.8 8.3 20.5 0.0 0.2 1.0 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . 5 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 34,578 : : Positions : : 14,547 21,709 11,030 610 4,014 0 515 25 0 2,440 275 : : : : Changes from: February 21, 2023 : : 305 320 95 0 -221 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 62.8 31.9 1.8 11.6 0.0 1.5 0.1 0.0 7.1 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 5 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 35,792 : : Positions : : 15,227 20,095 9,083 870 3,677 0 740 100 75 2,565 275 : : : : Changes from: February 21, 2023 : : 272 195 3 0 -178 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 56.1 25.4 2.4 10.3 0.0 2.1 0.3 0.2 7.2 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 208,765 : : Positions : : 107,366 91,671 21,221 31,029 22,471 1,215 2,130 270 1,025 6,132 7,200 : : : : Changes from: February 21, 2023 : : 3,117 1,527 444 1,040 82 -36 0 36 117 1,075 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 43.9 10.2 14.9 10.8 0.6 1.0 0.1 0.5 2.9 3.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 29 6 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 175,614 : : Positions : : 85,538 93,962 16,467 15,042 19,416 866 82 630 6,780 715 7,665 : : : : Changes from: February 21, 2023 : : 3,566 340 -281 1,830 506 -240 -50 290 -590 335 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 53.5 9.4 8.6 11.1 0.5 0.0 0.4 3.9 0.4 4.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 26 6 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 102,099 : : Positions : : 56,630 52,365 15,070 17,345 10,834 1,940 100 100 2,675 6,505 125 : : : : Changes from: February 21, 2023 : : 665 185 -300 -50 50 0 0 0 0 230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 51.3 14.8 17.0 10.6 1.9 0.1 0.1 2.6 6.4 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 28, 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 93,580 : : Positions : : 52,450 46,420 14,025 14,695 10,100 1,740 100 0 0 7,000 50 : : : : Changes from: February 21, 2023 : : 305 -295 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 49.6 15.0 15.7 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 28, 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 12,095 : : Positions : : 6,500 8,100 2,750 755 1,100 1,550 0 125 0 1,765 0 : : : : Changes from: February 21, 2023 : : 180 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 67.0 22.7 6.2 9.1 12.8 0.0 1.0 0.0 14.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 . 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 14, 2023