Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 28,097 : : Positions : : 18,710 24,853 6,273 1,575 1,052 1,118 106 122 390 257 106 : : : : Changes from: November 14, 2023 : : 296 372 86 126 -17 15 1 1 120 30 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 88.5 22.3 5.6 3.7 4.0 0.4 0.4 1.4 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 22 . . . 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 19,939 : : Positions : : 13,516 15,350 2,512 2,240 1,940 982 0 1 635 155 252 : : : : Changes from: November 14, 2023 : : 374 818 240 -20 85 211 0 -1 154 90 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 77.0 12.6 11.2 9.7 4.9 0.0 0.0 3.2 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . 5 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 187,565 : : Positions : : 109,091 141,586 14,871 7,337 15,986 15,804 5,028 6,846 17,829 3,873 6,720 : : : : Changes from: November 14, 2023 : : 2,739 2,759 442 1,818 -756 -96 -714 108 -1,169 -1,749 667 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 75.5 7.9 3.9 8.5 8.4 2.7 3.6 9.5 2.1 3.6 : : : : Number of Traders in Each Category Total Traders: 80 : : 28 34 4 5 8 6 13 10 10 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 85,696 : : Positions : : 70,694 54,903 5,961 14,040 3,794 1,877 8,644 1,786 774 1,415 687 : : : : Changes from: November 14, 2023 : : 2,430 768 408 484 26 33 526 126 -576 327 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 64.1 7.0 16.4 4.4 2.2 10.1 2.1 0.9 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 24 24 . . 5 4 8 5 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 69,674 : : Positions : : 53,386 50,635 10,735 6,790 1,371 254 6,377 2,032 375 961 1,365 : : : : Changes from: November 14, 2023 : : 1,068 269 -182 170 110 254 -10 151 -285 340 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 72.7 15.4 9.7 2.0 0.4 9.2 2.9 0.5 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 . . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 49,404 : : Positions : : 35,094 25,736 4,496 5,307 7,230 50 7,236 440 892 2,835 550 : : : : Changes from: November 14, 2023 : : 323 233 -70 -74 64 0 46 0 15 64 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 52.1 9.1 10.7 14.6 0.1 14.6 0.9 1.8 5.7 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 6 . 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 58,713 : : Positions : : 40,856 27,160 6,961 7,198 8,735 75 12,471 0 1,002 2,295 582 : : : : Changes from: November 14, 2023 : : 582 515 147 104 -89 0 -9 0 -77 11 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 46.3 11.9 12.3 14.9 0.1 21.2 0.0 1.7 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 5 4 8 . 7 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 58,371 : : Positions : : 43,007 25,939 10,214 21,744 2,011 0 209 0 2,560 8,335 121 : : : : Changes from: November 14, 2023 : : 717 -172 -63 471 81 0 209 0 -33 -14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 44.4 17.5 37.3 3.4 0.0 0.4 0.0 4.4 14.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 18 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 69,673 : : Positions : : 51,635 28,798 11,338 29,331 2,786 50 0 0 3,236 8,585 111 : : : : Changes from: November 14, 2023 : : 512 -190 -299 380 313 0 0 0 -34 -11 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 41.3 16.3 42.1 4.0 0.1 0.0 0.0 4.6 12.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 16 5 4 7 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,052 : : Positions : : 21,946 30,055 9,840 368 1,007 0 290 0 110 1,220 0 : : : : Changes from: November 14, 2023 : : 316 336 150 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 90.9 29.8 1.1 3.0 0.0 0.9 0.0 0.3 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 33,294 : : Positions : : 26,730 26,069 3,184 3,472 3,048 0 115 0 0 510 0 : : : : Changes from: November 14, 2023 : : -160 -134 71 10 -10 0 25 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 78.3 9.6 10.4 9.2 0.0 0.3 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 28,805 : : Positions : : 20,005 19,110 2,780 4,045 3,310 2,300 0 400 0 1,790 0 : : : : Changes from: November 14, 2023 : : 300 262 -50 -362 50 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 66.3 9.7 14.0 11.5 8.0 0.0 1.4 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 27,995 : : Positions : : 19,455 17,940 2,960 6,745 2,590 2,300 0 400 50 0 50 : : : : Changes from: November 14, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 64.1 10.6 24.1 9.3 8.2 0.0 1.4 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 172,434 : : Positions : : 85,634 93,550 31,565 43,714 20,569 24,305 299 2,588 1,769 6,451 4,982 : : : : Changes from: November 14, 2023 : : 3,410 3,111 806 365 444 -130 -122 345 -176 588 637 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 54.3 18.3 25.4 11.9 14.1 0.2 1.5 1.0 3.7 2.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 31 32 . . 6 11 . 5 4 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 35,353 : : Positions : : 20,844 14,525 10,837 9,464 2,836 0 6,580 0 0 1,518 0 : : : : Changes from: November 14, 2023 : : -240 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 41.1 30.7 26.8 8.0 0.0 18.6 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 34,260 : : Positions : : 18,467 15,698 12,547 7,674 2,410 0 6,530 0 0 1,518 0 : : : : Changes from: November 14, 2023 : : -240 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 45.8 36.6 22.4 7.0 0.0 19.1 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 32,718 : : Positions : : 11,319 21,170 20,407 5,226 896 0 4,266 48 0 1,100 0 : : : : Changes from: November 14, 2023 : : -18 42 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 64.7 62.4 16.0 2.7 0.0 13.0 0.1 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 28,932 : : Positions : : 13,165 17,640 14,707 4,836 964 0 4,266 48 0 1,100 0 : : : : Changes from: November 14, 2023 : : 12 72 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 61.0 50.8 16.7 3.3 0.0 14.7 0.2 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 120,571 : : Positions : : 60,252 85,905 29,090 20,883 9,186 16,088 817 676 4,254 1,885 227 : : : : Changes from: November 14, 2023 : : 663 1,321 338 -450 -40 100 0 0 50 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 71.2 24.1 17.3 7.6 13.3 0.7 0.6 3.5 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 20 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 38,282 : : Positions : : 24,507 35,239 12,031 715 910 0 150 0 260 1,030 120 : : : : Changes from: November 14, 2023 : : 290 460 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 92.1 31.4 1.9 2.4 0.0 0.4 0.0 0.7 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 38,723 : : Positions : : 30,185 32,405 4,430 1,063 2,962 0 1,441 50 690 590 0 : : : : Changes from: November 14, 2023 : : 85 -5 48 77 -46 0 60 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 83.7 11.4 2.7 7.6 0.0 3.7 0.1 1.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 31,312 : : Positions : : 22,062 26,834 5,962 2,953 1,056 0 75 0 2,071 0 0 : : : : Changes from: November 14, 2023 : : 18 -176 -60 135 35 0 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 85.7 19.0 9.4 3.4 0.0 0.2 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 32,847 : : Positions : : 21,250 30,408 7,774 1,265 778 0 0 0 2,554 0 0 : : : : Changes from: November 14, 2023 : : 189 -1 -142 140 30 0 0 0 88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 92.6 23.7 3.9 2.4 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 74,365 : : Positions : : 60,595 58,581 10,845 6,868 915 0 3,119 360 0 3,166 926 : : : : Changes from: November 14, 2023 : : 1,416 217 150 727 117 0 155 0 0 505 -518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 78.8 14.6 9.2 1.2 0.0 4.2 0.5 0.0 4.3 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 23 4 5 5 0 . . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 97,052 : : Positions : : 77,023 79,961 11,063 6,499 1,849 250 4,997 942 3,790 679 1,619 : : : : Changes from: November 14, 2023 : : 622 575 276 552 -108 17 -272 290 -93 -55 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.4 11.4 6.7 1.9 0.3 5.1 1.0 3.9 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 23 26 5 4 7 . 9 4 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 42,629 : : Positions : : 28,303 30,299 12,942 6,684 419 75 4,239 477 100 102 250 : : : : Changes from: November 14, 2023 : : 645 667 600 -10 0 50 600 -30 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 71.1 30.4 15.7 1.0 0.2 9.9 1.1 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 43,095 : : Positions : : 29,806 28,627 12,725 9,125 290 99 4,005 0 0 963 75 : : : : Changes from: November 14, 2023 : : -25 10 155 -3 0 0 0 0 0 123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 66.4 29.5 21.2 0.7 0.2 9.3 0.0 0.0 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 49,328 : : Positions : : 41,697 32,255 4,024 12,845 1,694 800 1,077 525 0 298 60 : : : : Changes from: November 14, 2023 : : 718 869 265 55 50 0 25 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 65.4 8.2 26.0 3.4 1.6 2.2 1.1 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 19 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 54,704 : : Positions : : 46,251 32,571 3,290 12,751 3,184 0 4,033 955 0 973 60 : : : : Changes from: November 14, 2023 : : 814 708 355 -4 -50 0 405 0 0 114 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 59.5 6.0 23.3 5.8 0.0 7.4 1.7 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 . . 5 0 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 39,743 : : Positions : : 36,268 37,983 2,448 562 166 0 378 10 104 85 233 : : : : Changes from: November 14, 2023 : : 113 18 -40 0 0 0 0 0 5 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 95.6 6.2 1.4 0.4 0.0 1.0 0.0 0.3 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 31,522 : : Positions : : 28,311 30,591 1,912 0 330 0 143 0 810 130 15 : : : : Changes from: November 14, 2023 : : 565 267 -40 0 0 0 0 0 100 130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 97.0 6.1 0.0 1.0 0.0 0.5 0.0 2.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 29,375 : : Positions : : 22,238 20,227 4,458 5,188 708 653 1,163 529 176 1,447 33 : : : : Changes from: November 14, 2023 : : 452 704 -68 -350 -10 125 127 10 -49 24 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 68.9 15.2 17.7 2.4 2.2 4.0 1.8 0.6 4.9 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 19,439 : : Positions : : 13,908 13,603 3,574 3,459 513 0 632 180 395 290 73 : : : : Changes from: November 14, 2023 : : 75 593 38 -340 35 0 15 0 310 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 70.0 18.4 17.8 2.6 0.0 3.3 0.9 2.0 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,639 : : Positions : : 4,362 10,303 5,715 0 1,235 0 25 0 267 0 0 : : : : Changes from: November 14, 2023 : : 29 100 47 0 -8 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 88.5 49.1 0.0 10.6 0.0 0.2 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 9,098 : : Positions : : 3,401 8,791 5,502 25 0 0 217 0 180 0 5 : : : : Changes from: November 14, 2023 : : -34 81 47 0 0 0 0 0 90 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 96.6 60.5 0.3 0.0 0.0 2.4 0.0 2.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 4 . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,325 : : Positions : : 6,400 11,395 2,650 1,092 2,718 2,772 0 0 466 0 0 : : : : Changes from: November 14, 2023 : : 0 25 0 75 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 74.4 17.3 7.1 17.7 18.1 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 6 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 13,990 : : Positions : : 6,675 10,995 4,395 750 2,125 0 0 0 466 0 0 : : : : Changes from: November 14, 2023 : : 0 25 0 75 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 78.6 31.4 5.4 15.2 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 6 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 32,431 : : Positions : : 16,674 10,910 13,415 20,274 1,202 0 0 0 665 0 0 : : : : Changes from: November 14, 2023 : : 0 -60 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 33.6 41.4 62.5 3.7 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 34,383 : : Positions : : 17,284 10,775 14,483 22,364 1,199 0 0 0 655 0 0 : : : : Changes from: November 14, 2023 : : 0 -60 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 31.3 42.1 65.0 3.5 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 84,549 : : Positions : : 57,389 55,101 9,511 10,952 4,819 128 3,890 1,236 9,979 6,915 1,052 : : : : Changes from: November 14, 2023 : : 2,265 514 -200 1,755 160 28 646 -28 275 -538 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 65.2 11.2 13.0 5.7 0.2 4.6 1.5 11.8 8.2 1.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 26 . 6 8 . 5 . 4 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 94,976 : : Positions : : 65,303 58,897 10,677 13,026 4,152 478 5,657 2,254 10,599 9,358 1,284 : : : : Changes from: November 14, 2023 : : 4,271 3,305 -300 1,727 -100 -5 316 0 622 -886 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 62.0 11.2 13.7 4.4 0.5 6.0 2.4 11.2 9.9 1.4 : : : : Number of Traders in Each Category Total Traders: 75 : : 32 30 . 7 8 . 7 4 5 11 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 285,935 : : Positions : : 142,922 165,201 42,176 10,691 22,791 33,635 30,896 15,252 12,602 24,545 15,920 : : : : Changes from: November 14, 2023 : : 7,617 -2,092 -179 737 241 -1,547 7,178 513 -1,066 -938 -754 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 57.8 14.8 3.7 8.0 11.8 10.8 5.3 4.4 8.6 5.6 : : : : Number of Traders in Each Category Total Traders: 110 : : 40 36 7 4 9 12 20 17 14 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,954 : : Positions : : 14,755 6,804 170 5,928 1,020 190 2,680 0 1,292 1,320 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 37.9 0.9 33.0 5.7 1.1 14.9 0.0 7.2 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . 4 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,601 : : Positions : : 13,208 7,057 692 5,488 1,206 190 1,876 0 972 924 0 : : : : Changes from: November 14, 2023 : : 0 0 -5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 42.5 4.2 33.1 7.3 1.1 11.3 0.0 5.9 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 . 4 6 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 5,995 : : Positions : : 2,725 2,635 1,380 0 510 160 1,800 70 485 385 335 : : : : Changes from: November 14, 2023 : : -600 -990 -700 0 305 160 350 -65 180 -170 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 44.0 23.0 0.0 8.5 2.7 30.0 1.2 8.1 6.4 5.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 . 0 . . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 57,519 : : Positions : : 43,540 34,301 1,248 6,024 6,140 2,226 2,283 1,883 50 4,380 2,110 : : : : Changes from: November 14, 2023 : : 111 220 300 -10 137 -185 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 59.6 2.2 10.5 10.7 3.9 4.0 3.3 0.1 7.6 3.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 19 . 4 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 59,316 : : Positions : : 32,828 38,351 13,312 7,837 2,996 2,600 4,273 197 6,284 4,749 606 : : : : Changes from: November 14, 2023 : : 848 2,302 2,050 580 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 64.7 22.4 13.2 5.1 4.4 7.2 0.3 10.6 8.0 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 25,940 : : Positions : : 16,640 19,790 2,810 4,880 1,140 2,150 0 0 3,200 0 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 76.3 10.8 18.8 4.4 8.3 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 75,288 : : Positions : : 44,107 48,099 12,744 12,610 2,553 50 0 0 4,536 712 1,274 : : : : Changes from: November 14, 2023 : : 79 714 25 -190 120 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 63.9 16.9 16.7 3.4 0.1 0.0 0.0 6.0 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,083 : : Positions : : 40,645 40,089 9,958 13,884 1,833 0 0 0 4,030 400 1,155 : : : : Changes from: November 14, 2023 : : 319 894 165 -50 0 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 58.9 14.6 20.4 2.7 0.0 0.0 0.0 5.9 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 29,686 : : Positions : : 18,510 18,696 598 1,300 2,392 70 275 0 935 0 169 : : : : Changes from: November 14, 2023 : : 625 1,015 -75 -255 180 0 0 0 210 0 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 63.0 2.0 4.4 8.1 0.2 0.9 0.0 3.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 27,444 : : Positions : : 18,482 17,513 393 1,075 2,520 70 275 0 130 50 450 : : : : Changes from: November 14, 2023 : : 1,100 1,490 -25 -205 180 0 0 0 130 -80 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 63.8 1.4 3.9 9.2 0.3 1.0 0.0 0.5 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 24,721 : : Positions : : 18,685 15,753 815 7,458 180 310 250 120 3,286 0 42 : : : : Changes from: November 14, 2023 : : 475 525 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 63.7 3.3 30.2 0.7 1.3 1.0 0.5 13.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTR Open Interest is 20,810 : : Positions : : 15,305 15,732 905 4,143 200 360 0 70 3,090 0 42 : : : : Changes from: November 14, 2023 : : 125 175 50 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 75.6 4.3 19.9 1.0 1.7 0.0 0.3 14.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 48,671 : : Positions : : 31,355 27,884 11,774 3,268 709 416 3,233 64 0 8,864 1,015 : : : : Changes from: November 14, 2023 : : 545 770 -50 -210 60 0 -240 2 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 57.3 24.2 6.7 1.5 0.9 6.6 0.1 0.0 18.2 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 42,508 : : Positions : : 28,761 21,142 9,204 4,001 1,074 0 2,913 72 0 9,859 704 : : : : Changes from: November 14, 2023 : : 485 410 -50 -210 20 0 -240 2 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 49.7 21.7 9.4 2.5 0.0 6.9 0.2 0.0 23.2 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . 4 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 22,093 : : Positions : : 16,888 16,162 749 1,001 3,843 0 216 0 4 0 50 : : : : Changes from: November 14, 2023 : : 20 220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.2 3.4 4.5 17.4 0.0 1.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 21,465 : : Positions : : 16,448 15,859 717 978 3,866 0 0 0 0 0 0 : : : : Changes from: November 14, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 73.9 3.3 4.6 18.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 38,895 : : Positions : : 17,623 33,502 2,756 810 2,280 2,923 225 25 10,879 0 0 : : : : Changes from: November 14, 2023 : : 145 270 250 10 -250 -240 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 86.1 7.1 2.1 5.9 7.5 0.6 0.1 28.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 34,459 : : Positions : : 13,180 31,360 5,667 745 155 2,423 200 25 10,774 0 0 : : : : Changes from: November 14, 2023 : : -905 -530 175 -65 -175 -240 0 0 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 91.0 16.4 2.2 0.4 7.0 0.6 0.1 31.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 96,852 : : Positions : : 39,662 48,542 28,644 24,944 2,451 675 0 525 12,255 7,523 0 : : : : Changes from: November 14, 2023 : : 249 -31 190 720 -40 0 0 0 300 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 50.1 29.6 25.8 2.5 0.7 0.0 0.5 12.7 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 4 . . 0 . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 95,146 : : Positions : : 34,434 46,993 28,943 23,720 2,511 675 291 525 14,090 6,811 228 : : : : Changes from: November 14, 2023 : : 146 -334 130 660 10 0 291 0 300 -41 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 49.4 30.4 24.9 2.6 0.7 0.3 0.6 14.8 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 5 . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 21,683 : : Positions : : 10,851 15,472 2,355 964 1,428 505 700 75 2,900 330 686 : : : : Changes from: November 14, 2023 : : 570 820 360 110 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 71.4 10.9 4.4 6.6 2.3 3.2 0.3 13.4 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 5 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 21,315 : : Positions : : 10,388 15,142 2,550 1,086 1,260 505 700 75 2,900 320 686 : : : : Changes from: November 14, 2023 : : 570 820 450 200 -390 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 71.0 12.0 5.1 5.9 2.4 3.3 0.4 13.6 1.5 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 6 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 20,443 : : Positions : : 19,277 2,771 510 12,475 190 0 0 0 0 4,922 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 13.6 2.5 61.0 0.9 0.0 0.0 0.0 0.0 24.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,067 : : Positions : : 18,912 2,595 510 12,440 220 0 0 0 0 4,667 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 12.9 2.5 62.0 1.1 0.0 0.0 0.0 0.0 23.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 28,714 : : Positions : : 18,073 9,980 3,090 14,753 1,267 2,140 0 295 1,210 0 317 : : : : Changes from: November 14, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 34.8 10.8 51.4 4.4 7.5 0.0 1.0 4.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 28,659 : : Positions : : 18,523 10,590 3,090 13,478 1,482 1,110 0 630 1,125 0 357 : : : : Changes from: November 14, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 37.0 10.8 47.0 5.2 3.9 0.0 2.2 3.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 27,209 : : Positions : : 21,447 15,265 324 7,700 1,635 0 0 0 2,419 1,945 75 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 56.1 1.2 28.3 6.0 0.0 0.0 0.0 8.9 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 24,498 : : Positions : : 20,231 11,260 40 10,099 1,089 0 0 0 1,993 1,625 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 46.0 0.2 41.2 4.4 0.0 0.0 0.0 8.1 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 6 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 16,213 : : Positions : : 13,730 9,975 345 3,329 319 50 975 0 0 770 290 : : : : Changes from: November 14, 2023 : : -50 -30 50 0 -20 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 61.5 2.1 20.5 2.0 0.3 6.0 0.0 0.0 4.7 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 16,074 : : Positions : : 13,775 9,820 275 3,459 245 50 975 0 0 770 290 : : : : Changes from: November 14, 2023 : : -55 -35 50 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 61.1 1.7 21.5 1.5 0.3 6.1 0.0 0.0 4.8 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 45,937 : : Positions : : 18,666 32,364 16,554 8,515 515 0 380 0 6,857 0 0 : : : : Changes from: November 14, 2023 : : 705 205 0 500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 70.5 36.0 18.5 1.1 0.0 0.8 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 42,661 : : Positions : : 16,291 30,824 17,044 6,090 715 0 380 0 6,662 2,100 0 : : : : Changes from: November 14, 2023 : : 655 155 0 500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 72.3 40.0 14.3 1.7 0.0 0.9 0.0 15.6 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 127,073 : : Positions : : 87,065 104,696 32,693 3,363 2,300 150 5,525 0 320 6,572 824 : : : : Changes from: November 14, 2023 : : 3,450 2,035 0 1,350 -73 0 75 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 82.4 25.7 2.6 1.8 0.1 4.3 0.0 0.3 5.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 5 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 115,189 : : Positions : : 78,171 91,615 30,973 5,187 1,355 150 5,825 0 0 7,097 337 : : : : Changes from: November 14, 2023 : : 3,625 2,165 0 1,395 -34 0 75 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 79.5 26.9 4.5 1.2 0.1 5.1 0.0 0.0 6.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 13,453 : : Positions : : 9,030 6,753 2,414 4,240 808 0 0 0 0 1,280 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 50.2 17.9 31.5 6.0 0.0 0.0 0.0 0.0 9.5 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 November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 12,728 : : Positions : : 8,380 6,065 2,236 4,360 657 0 0 0 0 1,280 0 : : : : Changes from: November 14, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.7 17.6 34.3 5.2 0.0 0.0 0.0 0.0 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 27,776 : : Positions : : 23,790 7,719 1,465 16,179 165 40 150 0 0 1,966 5 : : : : Changes from: November 14, 2023 : : 115 -175 0 375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 27.8 5.3 58.2 0.6 0.1 0.5 0.0 0.0 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 27,556 : : Positions : : 23,946 7,594 1,345 16,365 60 40 150 0 0 2,026 5 : : : : Changes from: November 14, 2023 : : 115 -175 0 375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 27.6 4.9 59.4 0.2 0.1 0.5 0.0 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 45,966 : : Positions : : 32,865 20,940 6,385 17,089 1,815 700 0 0 765 2,671 752 : : : : Changes from: November 14, 2023 : : 395 440 0 25 -25 0 0 0 70 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 45.6 13.9 37.2 3.9 1.5 0.0 0.0 1.7 5.8 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 46,111 : : Positions : : 32,296 22,031 6,785 16,400 2,037 700 0 0 765 2,554 865 : : : : Changes from: November 14, 2023 : : 545 615 50 50 -50 0 0 0 70 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 47.8 14.7 35.6 4.4 1.5 0.0 0.0 1.7 5.5 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 58,890 : : Positions : : 36,578 38,041 7,671 8,081 2,827 1,120 0 0 4,661 4,004 187 : : : : Changes from: November 14, 2023 : : 540 600 29 -36 -14 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 64.6 13.0 13.7 4.8 1.9 0.0 0.0 7.9 6.8 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 55,607 : : Positions : : 35,727 34,706 4,954 6,985 3,028 650 0 0 4,179 3,914 181 : : : : Changes from: November 14, 2023 : : 540 620 -4 -89 19 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 62.4 8.9 12.6 5.4 1.2 0.0 0.0 7.5 7.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 221,684 : : Positions : : 124,485 119,492 20,918 26,333 8,081 1,035 1,585 1,310 15,262 14,314 1,099 : : : : Changes from: November 14, 2023 : : 176 -749 385 -2,485 702 -500 290 420 -3,300 -35 713 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 53.9 9.4 11.9 3.6 0.5 0.7 0.6 6.9 6.5 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 . 7 7 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 210,386 : : Positions : : 114,286 119,054 17,763 16,097 12,637 2,415 990 1,085 14,881 13,228 977 : : : : Changes from: November 14, 2023 : : 200 -805 365 -2,325 1,249 -450 240 390 -3,300 -35 791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 56.6 8.4 7.7 6.0 1.1 0.5 0.5 7.1 6.3 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 . 7 7 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 62,653 : : Positions : : 39,486 37,003 6,841 11,102 6,140 0 100 0 2,210 0 140 : : : : Changes from: November 14, 2023 : : 115 -25 -100 115 -25 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 59.1 10.9 17.7 9.8 0.0 0.2 0.0 3.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . 6 7 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 61,083 : : Positions : : 38,382 37,520 3,731 6,301 8,488 91 0 159 1,677 0 313 : : : : Changes from: November 14, 2023 : : 145 -145 -100 115 -75 -59 0 59 -16 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 61.4 6.1 10.3 13.9 0.1 0.0 0.3 2.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . 6 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 43,296 : : Positions : : 28,866 34,870 8,554 2,440 2,340 0 350 0 530 0 155 : : : : Changes from: November 14, 2023 : : 50 275 0 -225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 80.5 19.8 5.6 5.4 0.0 0.8 0.0 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 43,623 : : Positions : : 28,993 34,873 7,254 570 2,789 0 950 0 530 0 155 : : : : Changes from: November 14, 2023 : : 1,250 1,175 0 -225 110 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 79.9 16.6 1.3 6.4 0.0 2.2 0.0 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 215,159 : : Positions : : 122,334 95,738 18,785 34,043 21,337 435 70 210 175 12,139 6,119 : : : : Changes from: November 14, 2023 : : 429 1,824 1,250 360 30 0 0 0 -50 -550 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 44.5 8.7 15.8 9.9 0.2 0.0 0.1 0.1 5.6 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 25 5 . 7 . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 165,522 : : Positions : : 85,011 89,645 14,179 15,258 17,202 745 0 85 11,469 6,717 1,628 : : : : Changes from: November 14, 2023 : : 120 2,705 1,068 -607 572 -300 0 0 850 -360 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 54.2 8.6 9.2 10.4 0.5 0.0 0.1 6.9 4.1 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 25 5 . 8 . 0 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 84,653 : : Positions : : 57,614 43,324 1,490 17,769 10,110 1,350 250 0 2,450 1,561 109 : : : : Changes from: November 14, 2023 : : 330 1,430 950 -150 -940 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 51.2 1.8 21.0 11.9 1.6 0.3 0.0 2.9 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 77,164 : : Positions : : 54,799 40,175 1,910 15,174 7,995 1,050 250 0 0 1,800 0 : : : : Changes from: November 14, 2023 : : 600 1,550 1,100 150 -1,020 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 52.1 2.5 19.7 10.4 1.4 0.3 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 4 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #064IAZ Open Interest is 13,234 : : Positions : : 6,696 6,759 85 4,552 1,923 3,241 0 0 1,058 0 0 : : : : Changes from: November 14, 2023 : : 0 200 0 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 51.1 0.6 34.4 14.5 24.5 0.0 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 . 5 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 21, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 17,421 : : Positions : : 10,331 9,350 2,590 2,651 2,140 1,780 50 240 0 2,710 240 : : : : Changes from: November 14, 2023 : : 350 1,150 820 -240 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 53.7 14.9 15.2 12.3 10.2 0.3 1.4 0.0 15.6 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 27, 2023