Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 28,837 : : Positions : : 20,394 25,908 6,144 1,248 976 702 75 173 188 251 145 : : : : Changes from: September 19, 2023 : : 291 1,731 1,410 75 -165 116 -12 45 7 55 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 89.8 21.3 4.3 3.4 2.4 0.3 0.6 0.7 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . . . 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 20,720 : : Positions : : 14,330 15,748 1,386 2,344 2,338 1,696 0 0 756 120 165 : : : : Changes from: September 19, 2023 : : -81 12 45 85 160 123 0 0 -6 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 76.0 6.7 11.3 11.3 8.2 0.0 0.0 3.6 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . . . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 202,916 : : Positions : : 122,147 138,738 16,186 7,158 16,853 10,432 8,579 15,242 11,056 5,499 10,538 : : : : Changes from: September 19, 2023 : : -291 1,952 311 -803 590 -85 -295 -158 -74 -991 395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 68.4 8.0 3.5 8.3 5.1 4.2 7.5 5.4 2.7 5.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 31 33 4 5 8 4 13 9 10 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 81,346 : : Positions : : 65,859 56,594 5,009 10,318 3,520 1,547 5,473 3,170 1,085 1,468 684 : : : : Changes from: September 19, 2023 : : 1,296 252 -265 1,094 360 0 -257 168 -100 -53 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 69.6 6.2 12.7 4.3 1.9 6.7 3.9 1.3 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 23 . . 4 . 8 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 63,242 : : Positions : : 48,807 47,016 11,076 6,418 1,318 0 7,192 320 1,150 564 328 : : : : Changes from: September 19, 2023 : : 666 677 1,006 1,165 20 0 107 29 650 114 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 74.3 17.5 10.1 2.1 0.0 11.4 0.5 1.8 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 17 . . 4 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 51,168 : : Positions : : 35,143 28,741 6,523 4,199 7,095 0 6,920 580 760 2,808 390 : : : : Changes from: September 19, 2023 : : 532 646 141 -231 40 0 0 0 -40 233 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 56.2 12.7 8.2 13.9 0.0 13.5 1.1 1.5 5.5 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 6 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 60,967 : : Positions : : 40,886 32,125 8,123 4,288 9,285 530 11,818 0 1,091 2,580 599 : : : : Changes from: September 19, 2023 : : 457 249 170 -35 141 25 105 0 -85 227 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 52.7 13.3 7.0 15.2 0.9 19.4 0.0 1.8 4.2 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 6 . 6 . 6 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 61,229 : : Positions : : 44,662 28,592 11,154 21,102 2,256 0 0 0 2,293 9,131 148 : : : : Changes from: September 19, 2023 : : 965 610 -1,303 -350 718 0 0 0 294 -304 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 46.7 18.2 34.5 3.7 0.0 0.0 0.0 3.7 14.9 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 5 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 75,311 : : Positions : : 55,581 31,746 12,830 30,443 3,174 50 0 0 2,828 9,626 222 : : : : Changes from: September 19, 2023 : : 681 472 -1,048 -192 547 0 0 0 300 -347 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 42.2 17.0 40.4 4.2 0.1 0.0 0.0 3.8 12.8 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 18 4 5 7 . 0 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 36,139 : : Positions : : 24,496 33,037 10,266 450 980 0 300 0 260 1,232 0 : : : : Changes from: September 19, 2023 : : 182 134 -160 5 5 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 91.4 28.4 1.2 2.7 0.0 0.8 0.0 0.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 35,577 : : Positions : : 28,472 28,906 3,828 3,268 2,954 0 0 0 0 400 0 : : : : Changes from: September 19, 2023 : : 385 255 -110 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 81.2 10.8 9.2 8.3 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 32,512 : : Positions : : 21,757 24,920 7,232 3,646 1,131 1,075 0 1,025 100 1,790 0 : : : : Changes from: September 19, 2023 : : 70 4,844 24 50 -20 1,075 -3,725 1,025 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 76.6 22.2 11.2 3.5 3.3 0.0 3.2 0.3 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 30,794 : : Positions : : 21,237 23,550 4,212 3,646 2,573 1,075 0 1,025 300 0 0 : : : : Changes from: September 19, 2023 : : 100 4,874 24 50 -20 1,075 -3,725 1,025 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 76.5 13.7 11.8 8.4 3.5 0.0 3.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 169,775 : : Positions : : 83,151 92,693 34,151 44,444 18,209 21,928 163 4,151 1,913 4,687 5,253 : : : : Changes from: September 19, 2023 : : 1,623 680 -764 621 447 709 119 135 105 188 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 54.6 20.1 26.2 10.7 12.9 0.1 2.4 1.1 2.8 3.1 : : : : Number of Traders in Each Category Total Traders: 76 : : 33 32 . 4 6 13 . 7 8 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 36,294 : : Positions : : 21,541 15,305 10,736 9,048 3,600 0 6,305 0 0 1,836 0 : : : : Changes from: September 19, 2023 : : 0 650 700 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 42.2 29.6 24.9 9.9 0.0 17.4 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 34,612 : : Positions : : 19,359 15,837 11,701 7,344 3,140 0 6,255 0 0 1,836 0 : : : : Changes from: September 19, 2023 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 45.8 33.8 21.2 9.1 0.0 18.1 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 36,654 : : Positions : : 12,901 23,142 22,422 4,967 1,306 0 5,481 0 0 1,650 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 63.1 61.2 13.6 3.6 0.0 15.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 32,163 : : Positions : : 14,606 19,115 16,257 4,527 1,273 0 5,481 0 0 1,650 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 59.4 50.5 14.1 4.0 0.0 17.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 123,065 : : Positions : : 59,175 83,835 29,564 26,333 9,829 17,253 676 1,192 5,087 100 125 : : : : Changes from: September 19, 2023 : : 1,951 1,177 -350 424 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 68.1 24.0 21.4 8.0 14.0 0.5 1.0 4.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 22 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 42,854 : : Positions : : 28,732 39,415 12,243 675 1,000 0 350 0 360 1,220 70 : : : : Changes from: September 19, 2023 : : 132 216 -70 4 -18 0 -50 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 92.0 28.6 1.6 2.3 0.0 0.8 0.0 0.8 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 40,666 : : Positions : : 31,360 35,054 5,544 1,509 2,585 0 657 135 600 540 0 : : : : Changes from: September 19, 2023 : : 339 315 -27 40 108 0 -53 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 86.2 13.6 3.7 6.4 0.0 1.6 0.3 1.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 34,048 : : Positions : : 23,426 31,137 6,729 918 1,745 0 0 0 1,909 0 0 : : : : Changes from: September 19, 2023 : : 558 -588 -282 863 -8 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 91.5 19.8 2.7 5.1 0.0 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 34,781 : : Positions : : 21,464 32,958 9,684 699 806 0 70 0 2,255 0 0 : : : : Changes from: September 19, 2023 : : 470 -604 -1,090 -6 36 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 94.8 27.8 2.0 2.3 0.0 0.2 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 4 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 72,403 : : Positions : : 57,675 60,200 11,992 7,826 1,042 360 1,318 0 609 1,485 92 : : : : Changes from: September 19, 2023 : : 827 800 10 -75 15 0 66 0 5 70 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 83.1 16.6 10.8 1.4 0.5 1.8 0.0 0.8 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 4 4 . . . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 94,935 : : Positions : : 75,479 80,292 12,473 7,599 1,797 603 803 707 1,915 1,543 1,456 : : : : Changes from: September 19, 2023 : : 968 809 26 -40 25 45 -5 110 -202 -2 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 84.6 13.1 8.0 1.9 0.6 0.8 0.7 2.0 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 26 27 6 . 6 . 7 5 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 44,687 : : Positions : : 30,374 31,925 12,698 7,641 1,069 0 3,263 225 30 305 186 : : : : Changes from: September 19, 2023 : : 150 1,020 255 -1,165 159 0 665 0 30 -88 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 71.4 28.4 17.1 2.4 0.0 7.3 0.5 0.1 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 12 . 4 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 44,850 : : Positions : : 32,319 30,302 12,041 9,749 440 0 3,309 0 0 1,015 25 : : : : Changes from: September 19, 2023 : : 36 36 1,200 900 240 0 0 0 0 300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 67.6 26.8 21.7 1.0 0.0 7.4 0.0 0.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 48,700 : : Positions : : 40,778 30,764 3,276 14,167 1,828 905 0 1,330 0 0 0 : : : : Changes from: September 19, 2023 : : -102 318 226 -192 -82 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 63.2 6.7 29.1 3.8 1.9 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 50,061 : : Positions : : 40,827 29,580 3,556 13,525 3,360 70 1,983 1,242 0 0 0 : : : : Changes from: September 19, 2023 : : 2 345 0 -387 395 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 59.1 7.1 27.0 6.7 0.1 4.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 20 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 11,553 : : Positions : : 8,053 10,435 2,213 0 888 0 0 0 0 0 0 : : : : Changes from: September 19, 2023 : : 152 207 55 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 90.3 19.2 0.0 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 37,179 : : Positions : : 33,628 35,717 2,153 514 135 75 465 10 305 0 15 : : : : Changes from: September 19, 2023 : : 0 -5 0 0 0 0 0 0 -207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 96.1 5.8 1.4 0.4 0.2 1.3 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 31,423 : : Positions : : 27,988 30,138 1,512 0 582 0 188 0 895 0 5 : : : : Changes from: September 19, 2023 : : 44 77 -2 0 -10 0 0 0 0 -44 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 95.9 4.8 0.0 1.9 0.0 0.6 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 16 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 26,421 : : Positions : : 20,974 17,396 3,635 4,039 1,066 0 1,940 99 0 1,547 0 : : : : Changes from: September 19, 2023 : : -1,123 -1,499 -28 160 -7 0 119 0 0 59 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 65.8 13.8 15.3 4.0 0.0 7.3 0.4 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 4 . 5 0 4 . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 19,310 : : Positions : : 14,416 13,687 3,190 3,136 566 0 399 236 25 773 75 : : : : Changes from: September 19, 2023 : : -452 -658 -41 155 -4 -9 33 9 25 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 70.9 16.5 16.2 2.9 0.0 2.1 1.2 0.1 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 12,468 : : Positions : : 5,012 10,993 5,805 16 1,367 62 0 0 191 56 16 : : : : Changes from: September 19, 2023 : : -20 65 -35 -65 325 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 88.2 46.6 0.1 11.0 0.5 0.0 0.0 1.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 9,711 : : Positions : : 3,604 9,098 5,783 25 225 0 313 0 50 25 25 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 93.7 59.6 0.3 2.3 0.0 3.2 0.0 0.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 87,225 : : Positions : : 61,699 59,796 7,769 8,133 5,156 210 3,728 1,381 9,351 7,506 969 : : : : Changes from: September 19, 2023 : : 1,643 1,134 10 -36 58 0 50 0 47 614 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 68.6 8.9 9.3 5.9 0.2 4.3 1.6 10.7 8.6 1.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 26 . 7 8 . 4 . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 100,995 : : Positions : : 70,904 60,559 10,628 9,917 4,929 589 6,920 2,071 10,063 14,836 1,383 : : : : Changes from: September 19, 2023 : : 1,931 722 319 646 148 317 336 1 -24 838 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 60.0 10.5 9.8 4.9 0.6 6.9 2.1 10.0 14.7 1.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 33 30 4 6 7 . 10 5 4 10 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 269,441 : : Positions : : 133,398 152,648 39,061 11,019 22,540 30,364 18,024 22,132 6,333 27,264 15,056 : : : : Changes from: September 19, 2023 : : -2,043 3,383 1,655 -1,168 1,103 1,279 293 -37 4 -1,899 1,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 56.7 14.5 4.1 8.4 11.3 6.7 8.2 2.4 10.1 5.6 : : : : Number of Traders in Each Category Total Traders: 110 : : 45 39 5 6 10 10 19 18 11 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 19,969 : : Positions : : 15,858 8,204 157 6,373 1,282 725 2,680 60 1,424 1,320 0 : : : : Changes from: September 19, 2023 : : 235 190 0 -40 0 50 0 0 -125 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 41.1 0.8 31.9 6.4 3.6 13.4 0.3 7.1 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 8 . 4 6 4 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 18,459 : : Positions : : 14,406 8,602 967 5,363 1,534 140 1,936 50 1,064 924 0 : : : : Changes from: September 19, 2023 : : 235 190 0 -40 0 20 -30 -20 -125 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 46.6 5.2 29.1 8.3 0.8 10.5 0.3 5.8 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 12,585 : : Positions : : 8,920 8,060 335 655 680 885 360 303 895 1,915 207 : : : : Changes from: September 19, 2023 : : -1,060 -365 15 -1,630 645 -215 235 -149 -25 870 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 64.0 2.7 5.2 5.4 7.0 2.9 2.4 7.1 15.2 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 26 27 . . . 4 . 4 4 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 58,629 : : Positions : : 43,714 33,638 2,237 5,296 7,016 1,223 3,234 1,476 65 5,134 2,581 : : : : Changes from: September 19, 2023 : : 1,246 878 129 1,963 -55 11 -1,530 787 0 85 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 57.4 3.8 9.0 12.0 2.1 5.5 2.5 0.1 8.8 4.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 21 . . 4 4 . 5 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 46,376 : : Positions : : 23,857 31,783 12,722 3,792 2,647 1,428 5,990 124 4,614 1,420 600 : : : : Changes from: September 19, 2023 : : 126 10 -450 316 -160 0 50 0 250 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 68.5 27.4 8.2 5.7 3.1 12.9 0.3 9.9 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 71,830 : : Positions : : 45,172 44,676 11,108 14,737 2,228 90 0 0 3,248 333 562 : : : : Changes from: September 19, 2023 : : -561 -321 212 92 -92 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 62.2 15.5 20.5 3.1 0.1 0.0 0.0 4.5 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . 4 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 65,662 : : Positions : : 41,886 36,742 7,731 16,038 1,974 0 0 0 3,175 0 443 : : : : Changes from: September 19, 2023 : : 368 283 -120 0 0 0 0 0 155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 56.0 11.8 24.4 3.0 0.0 0.0 0.0 4.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 30,726 : : Positions : : 20,301 19,364 951 2,690 1,282 235 375 0 860 0 330 : : : : Changes from: September 19, 2023 : : 360 170 -50 180 -180 40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 63.0 3.1 8.8 4.2 0.8 1.2 0.0 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 28,004 : : Positions : : 19,941 17,914 591 2,525 1,496 235 375 0 365 80 275 : : : : Changes from: September 19, 2023 : : 310 140 -30 180 -180 40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 64.0 2.1 9.0 5.3 0.8 1.3 0.0 1.3 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 20,682 : : Positions : : 15,530 12,180 965 7,658 0 530 200 130 2,611 0 30 : : : : Changes from: September 19, 2023 : : 50 25 0 0 0 0 0 0 -35 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 58.9 4.7 37.0 0.0 2.6 1.0 0.6 12.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . 4 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTR Open Interest is 16,950 : : Positions : : 11,990 12,650 965 3,820 200 630 0 30 2,515 0 30 : : : : Changes from: September 19, 2023 : : 50 25 0 0 0 0 0 0 -35 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 74.6 5.7 22.5 1.2 3.7 0.0 0.2 14.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 45,248 : : Positions : : 25,955 22,789 13,642 4,123 1,187 577 4,035 222 0 8,984 957 : : : : Changes from: September 19, 2023 : : 777 592 510 25 20 25 -150 0 0 810 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 50.4 30.1 9.1 2.6 1.3 8.9 0.5 0.0 19.9 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 40,906 : : Positions : : 24,760 18,854 11,671 3,784 1,318 0 3,925 120 0 9,984 660 : : : : Changes from: September 19, 2023 : : 553 709 510 25 -39 0 -150 0 0 595 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 46.1 28.5 9.3 3.2 0.0 9.6 0.3 0.0 24.4 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 19,532 : : Positions : : 15,324 12,832 758 3,094 2,416 0 432 0 0 17 56 : : : : Changes from: September 19, 2023 : : 604 241 -50 190 -84 0 0 0 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 65.7 3.9 15.8 12.4 0.0 2.2 0.0 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 36,376 : : Positions : : 15,738 31,522 2,216 1,073 2,637 3,455 315 25 11,009 0 40 : : : : Changes from: September 19, 2023 : : 547 142 -425 -120 420 -150 0 25 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 86.7 6.1 2.9 7.2 9.5 0.9 0.1 30.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 33,927 : : Positions : : 13,477 30,956 5,168 1,380 210 2,955 320 25 10,654 0 70 : : : : Changes from: September 19, 2023 : : 265 160 -5 0 0 -150 0 25 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 91.2 15.2 4.1 0.6 8.7 0.9 0.1 31.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 99,657 : : Positions : : 40,273 51,542 28,049 23,414 2,696 0 25 600 13,690 6,956 10 : : : : Changes from: September 19, 2023 : : -640 -75 265 -300 -265 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 51.7 28.1 23.5 2.7 0.0 0.0 0.6 13.7 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 4 4 5 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 96,113 : : Positions : : 35,214 50,148 26,632 21,007 3,061 0 25 600 16,200 6,651 10 : : : : Changes from: September 19, 2023 : : -565 -75 190 -300 -265 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 52.2 27.7 21.9 3.2 0.0 0.0 0.6 16.9 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 5 . 5 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 21,849 : : Positions : : 9,162 14,581 4,110 986 1,323 465 900 75 3,145 840 518 : : : : Changes from: September 19, 2023 : : 155 695 540 0 -78 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 66.7 18.8 4.5 6.1 2.1 4.1 0.3 14.4 3.8 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 21,727 : : Positions : : 8,774 14,477 4,065 1,022 1,235 465 900 75 3,145 820 520 : : : : Changes from: September 19, 2023 : : 155 695 540 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 66.6 18.7 4.7 5.7 2.1 4.1 0.3 14.5 3.8 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 22,194 : : Positions : : 20,988 3,457 600 12,560 200 0 0 0 0 5,892 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 15.6 2.7 56.6 0.9 0.0 0.0 0.0 0.0 26.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 21,738 : : Positions : : 20,463 3,231 600 12,515 260 0 0 0 0 5,587 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 14.9 2.8 57.6 1.2 0.0 0.0 0.0 0.0 25.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 28,349 : : Positions : : 21,395 16,555 1,510 7,594 1,036 0 70 0 2,849 2,335 75 : : : : Changes from: September 19, 2023 : : 0 0 50 -20 -40 0 70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 58.4 5.3 26.8 3.7 0.0 0.2 0.0 10.0 8.2 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 24,903 : : Positions : : 19,547 12,270 1,276 9,622 460 0 70 0 2,364 2,025 0 : : : : Changes from: September 19, 2023 : : 0 0 0 -70 0 0 70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 49.3 5.1 38.6 1.8 0.0 0.3 0.0 9.5 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . 5 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 10,343 : : Positions : : 8,600 3,980 100 4,090 250 90 125 0 0 1,340 0 : : : : Changes from: September 19, 2023 : : 0 -25 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 38.5 1.0 39.5 2.4 0.9 1.2 0.0 0.0 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 10,099 : : Positions : : 8,580 3,820 315 4,250 250 90 125 0 0 1,340 0 : : : : Changes from: September 19, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 37.8 3.1 42.1 2.5 0.9 1.2 0.0 0.0 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 44,941 : : Positions : : 14,749 31,049 17,351 8,530 505 0 360 0 8,587 0 0 : : : : Changes from: September 19, 2023 : : -640 -560 80 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 69.1 38.6 19.0 1.1 0.0 0.8 0.0 19.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 17 4 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 44,194 : : Positions : : 15,068 32,323 18,076 5,495 550 0 360 0 8,317 2,700 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 73.1 40.9 12.4 1.2 0.0 0.8 0.0 18.8 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 . 6 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 123,808 : : Positions : : 81,556 103,606 34,700 1,022 2,108 0 4,515 5 0 7,055 935 : : : : Changes from: September 19, 2023 : : 1,324 2,339 2,045 72 33 0 0 0 0 1,170 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 83.7 28.0 0.8 1.7 0.0 3.6 0.0 0.0 5.7 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 5 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 110,921 : : Positions : : 71,405 90,418 33,082 2,017 1,309 0 4,515 5 0 7,795 365 : : : : Changes from: September 19, 2023 : : 1,346 2,291 2,075 172 -26 0 0 0 0 1,170 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 81.5 29.8 1.8 1.2 0.0 4.1 0.0 0.0 7.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 4 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 14,195 : : Positions : : 9,805 6,412 2,474 4,928 738 0 0 0 0 1,660 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 45.2 17.4 34.7 5.2 0.0 0.0 0.0 0.0 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 13,410 : : Positions : : 8,940 5,685 2,414 4,730 857 0 0 0 0 1,660 0 : : : : Changes from: September 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 42.4 18.0 35.3 6.4 0.0 0.0 0.0 0.0 12.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 24,610 : : Positions : : 21,062 5,513 840 14,791 310 0 275 0 0 1,896 10 : : : : Changes from: September 19, 2023 : : 510 470 0 300 0 0 0 0 0 -260 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 22.4 3.4 60.1 1.3 0.0 1.1 0.0 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 24,260 : : Positions : : 20,923 5,338 695 14,937 210 0 275 0 0 1,936 10 : : : : Changes from: September 19, 2023 : : 370 70 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 22.0 2.9 61.6 0.9 0.0 1.1 0.0 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 46,556 : : Positions : : 33,180 21,610 8,020 16,664 1,834 925 0 0 0 3,616 783 : : : : Changes from: September 19, 2023 : : 1,150 95 -45 0 0 0 0 0 -1,055 -45 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 46.4 17.2 35.8 3.9 2.0 0.0 0.0 0.0 7.8 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 45,265 : : Positions : : 31,312 21,308 7,792 15,531 2,890 900 0 0 0 3,451 911 : : : : Changes from: September 19, 2023 : : 1,161 293 75 0 0 0 0 0 -1,090 -45 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 47.1 17.2 34.3 6.4 2.0 0.0 0.0 0.0 7.6 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 4 7 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 57,093 : : Positions : : 36,480 35,621 3,071 4,497 4,800 1,265 1,380 0 5,211 4,695 177 : : : : Changes from: September 19, 2023 : : -315 175 550 260 -290 75 -120 -20 50 45 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 62.4 5.4 7.9 8.4 2.2 2.4 0.0 9.1 8.2 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 9 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 53,844 : : Positions : : 36,542 31,736 546 4,376 5,331 650 2,005 0 4,744 4,460 171 : : : : Changes from: September 19, 2023 : : -345 195 0 -315 119 50 -120 0 50 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 58.9 1.0 8.1 9.9 1.2 3.7 0.0 8.8 8.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 10 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 219,150 : : Positions : : 117,389 112,144 19,948 30,105 6,885 805 1,240 1,490 20,721 15,452 403 : : : : Changes from: September 19, 2023 : : 2,442 452 -160 3,468 -514 -100 25 -20 1,200 -563 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 51.2 9.1 13.7 3.1 0.4 0.6 0.7 9.5 7.1 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 26 . 7 7 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 202,037 : : Positions : : 102,457 109,230 15,961 17,921 12,214 2,180 650 560 20,377 13,387 393 : : : : Changes from: September 19, 2023 : : 2,858 718 -305 3,503 -704 -50 50 0 1,060 -708 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 54.1 7.9 8.9 6.0 1.1 0.3 0.3 10.1 6.6 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 26 . 6 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 60,853 : : Positions : : 37,428 35,359 6,782 10,302 6,021 0 150 0 2,045 0 0 : : : : Changes from: September 19, 2023 : : 2,359 1,994 -350 15 517 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 58.1 11.1 16.9 9.9 0.0 0.2 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . 6 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 60,860 : : Positions : : 38,017 37,039 3,843 6,056 8,100 150 0 150 1,440 155 205 : : : : Changes from: September 19, 2023 : : 185 -5 -300 -110 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 60.9 6.3 10.0 13.3 0.2 0.0 0.2 2.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 39,163 : : Positions : : 23,255 30,170 8,715 1,800 3,250 0 50 0 380 0 155 : : : : Changes from: September 19, 2023 : : 835 225 -560 50 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 77.0 22.3 4.6 8.3 0.0 0.1 0.0 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 37,999 : : Positions : : 22,296 29,218 8,130 900 2,985 0 350 0 380 0 155 : : : : Changes from: September 19, 2023 : : 5 -375 -380 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 76.9 21.4 2.4 7.9 0.0 0.9 0.0 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 4 . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 204,614 : : Positions : : 110,182 93,513 17,660 31,043 20,655 1,080 135 580 308 4,861 6,476 : : : : Changes from: September 19, 2023 : : 374 -766 -115 -900 -90 -25 0 0 -615 1,285 602 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 45.7 8.6 15.2 10.1 0.5 0.1 0.3 0.2 2.4 3.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 4 4 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 171,017 : : Positions : : 90,382 93,386 9,687 13,885 16,222 2,935 0 105 8,460 4,387 4,272 : : : : Changes from: September 19, 2023 : : 3,019 1,124 280 125 -337 0 0 0 0 2,035 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 54.6 5.7 8.1 9.5 1.7 0.0 0.1 4.9 2.6 2.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 5 . 8 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 85,714 : : Positions : : 55,944 45,205 3,280 15,394 10,150 1,520 0 100 2,500 2,645 50 : : : : Changes from: September 19, 2023 : : 6,770 4,120 -2,350 300 605 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 52.7 3.8 18.0 11.8 1.8 0.0 0.1 2.9 3.1 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 80,609 : : Positions : : 53,749 41,450 1,355 11,564 9,755 1,320 0 0 0 3,050 0 : : : : Changes from: September 19, 2023 : : 6,635 3,935 -2,020 680 410 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 51.4 1.7 14.3 12.1 1.6 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 26, 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 16,406 : : Positions : : 10,901 9,046 1,840 2,595 1,555 2,075 75 0 0 3,125 0 : : : : Changes from: September 19, 2023 : : 850 50 -200 600 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 55.1 11.2 15.8 9.5 12.6 0.5 0.0 0.0 19.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . 5 . . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 29, 2023