Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 27,635 : : Positions : : 18,344 24,407 5,552 1,509 991 1,853 100 120 324 268 189 : : : : Changes from: December 12, 2023 : : 213 510 -149 -20 18 465 25 32 26 35 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 88.3 20.1 5.5 3.6 6.7 0.4 0.4 1.2 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 . . . 7 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 19,673 : : Positions : : 13,188 14,221 1,895 2,658 2,034 1,135 260 21 1,052 171 308 : : : : Changes from: December 12, 2023 : : 168 -30 -193 53 1 123 205 21 163 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 72.3 9.6 13.5 10.3 5.8 1.3 0.1 5.3 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . 4 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 181,467 : : Positions : : 109,061 131,927 11,284 9,230 15,309 14,374 4,809 8,471 15,383 4,158 7,386 : : : : Changes from: December 12, 2023 : : 212 732 -591 -789 30 437 -88 231 -216 -31 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 72.7 6.2 5.1 8.4 7.9 2.7 4.7 8.5 2.3 4.1 : : : : Number of Traders in Each Category Total Traders: 85 : : 31 34 5 5 8 9 12 11 10 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 87,428 : : Positions : : 72,038 56,363 6,492 12,352 3,750 1,609 10,150 1,563 231 1,260 1,547 : : : : Changes from: December 12, 2023 : : 1,769 379 411 717 133 -21 958 61 -96 -231 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 64.5 7.4 14.1 4.3 1.8 11.6 1.8 0.3 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 23 . . 5 . 9 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 73,076 : : Positions : : 54,913 52,168 11,659 7,197 1,513 148 7,785 2,223 1,007 626 1,501 : : : : Changes from: December 12, 2023 : : 860 426 421 363 30 -5 -40 225 -675 -155 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 71.4 16.0 9.8 2.1 0.2 10.7 3.0 1.4 0.9 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 . . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 48,519 : : Positions : : 34,517 25,006 3,364 4,607 7,680 50 7,315 541 1,257 2,703 571 : : : : Changes from: December 12, 2023 : : 226 -118 -42 336 33 0 6 0 136 -4 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 51.5 6.9 9.5 15.8 0.1 15.1 1.1 2.6 5.6 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 5 . 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 62,071 : : Positions : : 41,225 28,972 8,438 6,355 9,440 76 14,214 30 1,227 1,707 1,129 : : : : Changes from: December 12, 2023 : : 738 1,572 1,224 -24 -82 -10 591 30 -70 -160 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 46.7 13.6 10.2 15.2 0.1 22.9 0.0 2.0 2.8 1.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 21 6 . 8 . 8 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 60,893 : : Positions : : 44,592 25,326 9,897 22,001 2,439 0 651 0 2,670 9,964 491 : : : : Changes from: December 12, 2023 : : 2,709 1,035 -84 1,616 230 0 0 0 662 756 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 41.6 16.3 36.1 4.0 0.0 1.1 0.0 4.4 16.4 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 5 5 7 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 71,093 : : Positions : : 52,753 27,253 10,942 30,142 2,786 50 126 0 3,235 10,300 461 : : : : Changes from: December 12, 2023 : : 2,348 550 140 1,860 0 0 -10 0 612 820 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 38.3 15.4 42.4 3.9 0.1 0.2 0.0 4.6 14.5 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 15 6 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 33,345 : : Positions : : 22,528 29,311 9,392 420 1,085 35 0 75 95 2,345 0 : : : : Changes from: December 12, 2023 : : 770 230 -200 0 0 0 0 0 60 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 87.9 28.2 1.3 3.3 0.1 0.0 0.2 0.3 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 32,074 : : Positions : : 25,666 24,329 2,983 3,414 3,046 0 198 0 0 908 0 : : : : Changes from: December 12, 2023 : : -155 -277 110 -30 0 0 111 0 0 212 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 75.9 9.3 10.6 9.5 0.0 0.6 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 27,852 : : Positions : : 19,741 19,249 2,136 3,348 3,565 2,200 0 200 0 1,490 0 : : : : Changes from: December 12, 2023 : : 0 -60 0 60 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 69.1 7.7 12.0 12.8 7.9 0.0 0.7 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 27,388 : : Positions : : 19,288 18,275 2,616 6,198 2,545 2,200 0 200 300 0 50 : : : : Changes from: December 12, 2023 : : -50 -110 0 60 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 66.7 9.6 22.6 9.3 8.0 0.0 0.7 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 176,844 : : Positions : : 89,266 96,539 31,960 43,260 18,789 24,447 1,225 3,839 2,290 7,886 5,015 : : : : Changes from: December 12, 2023 : : 1,646 1,624 -740 150 110 1,608 -8 741 -283 402 254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 54.6 18.1 24.5 10.6 13.8 0.7 2.2 1.3 4.5 2.8 : : : : Number of Traders in Each Category Total Traders: 71 : : 31 33 . . 6 9 5 8 4 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 35,890 : : Positions : : 21,714 14,979 10,880 9,334 2,768 0 6,955 0 0 1,659 0 : : : : Changes from: December 12, 2023 : : 150 0 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 41.7 30.3 26.0 7.7 0.0 19.4 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 34,063 : : Positions : : 18,760 16,070 12,330 7,539 2,405 0 6,205 0 0 1,659 0 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 47.2 36.2 22.1 7.1 0.0 18.2 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 34,124 : : Positions : : 13,105 21,131 19,225 5,331 838 0 5,443 0 396 1,120 120 : : : : Changes from: December 12, 2023 : : 1,138 130 85 -24 0 0 1,200 -48 -120 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 61.9 56.3 15.6 2.5 0.0 16.0 0.0 1.2 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 30,732 : : Positions : : 15,057 17,968 13,771 4,966 920 0 5,443 0 396 1,120 120 : : : : Changes from: December 12, 2023 : : 1,184 176 60 -24 0 0 1,200 -48 -120 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 58.5 44.8 16.2 3.0 0.0 17.7 0.0 1.3 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 122,721 : : Positions : : 60,910 87,112 29,810 18,642 8,698 16,524 1,970 968 4,172 3,396 522 : : : : Changes from: December 12, 2023 : : -405 245 0 334 -64 960 0 300 0 -120 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 71.0 24.3 15.2 7.1 13.5 1.6 0.8 3.4 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 37,215 : : Positions : : 24,063 32,988 11,430 725 900 0 75 0 315 2,360 70 : : : : Changes from: December 12, 2023 : : 246 -504 -200 0 0 0 0 0 130 680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 88.6 30.7 1.9 2.4 0.0 0.2 0.0 0.8 6.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 36,919 : : Positions : : 28,669 30,386 3,956 1,152 3,008 0 1,301 50 840 818 0 : : : : Changes from: December 12, 2023 : : -404 -237 114 224 0 0 -25 0 -8 -260 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 82.3 10.7 3.1 8.1 0.0 3.5 0.1 2.3 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 32,819 : : Positions : : 23,566 25,380 6,111 3,448 699 0 2,815 0 2,325 100 0 : : : : Changes from: December 12, 2023 : : 845 307 205 150 -70 0 514 0 20 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 77.3 18.6 10.5 2.1 0.0 8.6 0.0 7.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 15 5 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 31,991 : : Positions : : 20,703 29,417 7,809 1,470 645 50 30 0 2,571 50 0 : : : : Changes from: December 12, 2023 : : 358 313 227 220 -70 0 0 0 -2 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 92.0 24.4 4.6 2.0 0.2 0.1 0.0 8.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 14 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 78,416 : : Positions : : 64,874 62,236 9,363 6,968 1,276 0 4,144 360 504 1,389 1,536 : : : : Changes from: December 12, 2023 : : 584 433 40 180 20 0 227 0 182 25 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 79.4 11.9 8.9 1.6 0.0 5.3 0.5 0.6 1.8 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 24 4 5 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 104,277 : : Positions : : 85,299 84,308 9,448 6,854 2,230 149 7,562 1,381 4,379 551 835 : : : : Changes from: December 12, 2023 : : 2,682 830 -146 220 -19 0 285 144 -1,165 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 80.9 9.1 6.6 2.1 0.1 7.3 1.3 4.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 69 : : 23 25 4 5 7 . 14 4 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 43,789 : : Positions : : 29,713 31,362 12,524 6,337 259 733 5,069 407 0 189 55 : : : : Changes from: December 12, 2023 : : 1,435 1,164 220 15 -110 190 435 0 -125 30 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 71.6 28.6 14.5 0.6 1.7 11.6 0.9 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 42,478 : : Positions : : 29,171 27,441 12,742 9,047 270 125 4,502 0 0 1,200 15 : : : : Changes from: December 12, 2023 : : 280 144 -30 1 0 50 145 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 64.6 30.0 21.3 0.6 0.3 10.6 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 56,290 : : Positions : : 48,460 37,003 4,487 13,085 1,749 0 2,389 985 0 458 77 : : : : Changes from: December 12, 2023 : : 250 306 33 -660 91 0 481 0 0 138 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 65.7 8.0 23.2 3.1 0.0 4.2 1.7 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 4 . 4 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 63,019 : : Positions : : 52,989 39,351 4,123 11,484 4,183 30 4,756 900 0 2,111 74 : : : : Changes from: December 12, 2023 : : 4,002 3,505 106 -340 342 0 219 0 0 724 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 62.4 6.5 18.2 6.6 0.0 7.5 1.4 0.0 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 20 4 . 6 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 39,907 : : Positions : : 36,999 36,212 2,055 621 192 20 524 25 0 1,821 248 : : : : Changes from: December 12, 2023 : : 99 -103 -50 50 0 10 -150 -5 0 192 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 90.7 5.1 1.6 0.5 0.1 1.3 0.1 0.0 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 31,596 : : Positions : : 28,986 30,489 1,787 212 238 30 143 0 100 50 364 : : : : Changes from: December 12, 2023 : : -63 -98 0 0 0 5 0 0 10 50 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 96.5 5.7 0.7 0.8 0.1 0.5 0.0 0.3 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 30,829 : : Positions : : 23,023 18,862 4,851 7,210 633 1,104 1,769 481 90 1,531 208 : : : : Changes from: December 12, 2023 : : 13 -958 54 358 2 -108 68 0 0 437 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 61.2 15.7 23.4 2.1 3.6 5.7 1.6 0.3 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 20 4 4 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,056 : : Positions : : 15,524 12,022 3,849 5,618 471 0 980 180 0 835 300 : : : : Changes from: December 12, 2023 : : 282 -704 34 360 0 0 65 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 57.1 18.3 26.7 2.2 0.0 4.7 0.9 0.0 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . . . 0 5 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 12,007 : : Positions : : 4,835 10,628 5,713 179 1,079 0 0 0 350 0 0 : : : : Changes from: December 12, 2023 : : 75 425 480 65 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 88.5 47.6 1.5 9.0 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 8,997 : : Positions : : 3,661 8,838 5,160 0 0 0 139 0 166 0 0 : : : : Changes from: December 12, 2023 : : -75 10 95 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 98.2 57.4 0.0 0.0 0.0 1.5 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 8,001 : : Positions : : 3,678 6,015 2,126 195 996 0 150 595 276 50 0 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.2 26.6 2.4 12.4 0.0 1.9 7.4 3.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 8,101 : : Positions : : 3,757 6,094 2,115 195 1,012 0 160 590 292 50 0 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 75.2 26.1 2.4 12.5 0.0 2.0 7.3 3.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 15,585 : : Positions : : 6,035 12,180 3,503 805 2,380 2,992 100 0 511 0 0 : : : : Changes from: December 12, 2023 : : 70 170 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 78.2 22.5 5.2 15.3 19.2 0.6 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 5 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 14,985 : : Positions : : 6,640 11,780 5,715 805 1,730 220 550 0 511 0 0 : : : : Changes from: December 12, 2023 : : 70 170 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 78.6 38.1 5.4 11.5 1.5 3.7 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 5 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 32,553 : : Positions : : 16,591 11,270 14,157 20,376 897 0 0 0 470 0 0 : : : : Changes from: December 12, 2023 : : 255 270 475 360 -96 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 34.6 43.5 62.6 2.8 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 8 4 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 33,668 : : Positions : : 16,846 10,645 14,765 22,141 872 0 0 0 465 0 0 : : : : Changes from: December 12, 2023 : : 160 60 360 360 -148 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 31.6 43.9 65.8 2.6 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 82,360 : : Positions : : 52,682 57,927 9,493 11,068 4,460 1,648 3,144 966 11,945 3,733 864 : : : : Changes from: December 12, 2023 : : -710 -699 565 798 0 26 88 -76 176 -48 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 70.3 11.5 13.4 5.4 2.0 3.8 1.2 14.5 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 27 . 8 9 5 4 . 10 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 91,442 : : Positions : : 58,767 60,410 11,358 11,986 3,922 2,583 6,137 533 13,197 7,582 599 : : : : Changes from: December 12, 2023 : : 419 -896 525 735 -48 31 150 -1 372 1,413 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 66.1 12.4 13.1 4.3 2.8 6.7 0.6 14.4 8.3 0.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 30 . 8 9 4 8 4 8 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 294,707 : : Positions : : 151,797 161,300 40,140 17,632 19,024 42,175 38,045 14,542 13,404 30,346 13,302 : : : : Changes from: December 12, 2023 : : -377 -115 3,303 3,772 -2,187 -2,000 -1,325 1,952 -732 -2,050 1,201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 54.7 13.6 6.0 6.5 14.3 12.9 4.9 4.5 10.3 4.5 : : : : Number of Traders in Each Category Total Traders: 117 : : 42 39 7 5 9 13 20 14 19 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 18,192 : : Positions : : 15,293 5,702 195 6,021 891 130 3,460 0 1,234 1,885 52 : : : : Changes from: December 12, 2023 : : 0 -30 0 -20 0 0 26 0 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 31.3 1.1 33.1 4.9 0.7 19.0 0.0 6.8 10.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 8 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 16,643 : : Positions : : 13,697 5,708 582 5,675 1,039 130 2,712 0 925 1,433 52 : : : : Changes from: December 12, 2023 : : 0 -30 0 -20 0 0 26 0 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 34.3 3.5 34.1 6.2 0.8 16.3 0.0 5.6 8.6 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 9 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 5,025 : : Positions : : 2,075 2,950 1,155 0 0 0 0 0 955 1,340 165 : : : : Changes from: December 12, 2023 : : 180 0 -85 0 -75 -150 -95 -5 -240 165 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 58.7 23.0 0.0 0.0 0.0 0.0 0.0 19.0 26.7 3.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 13 . 0 0 0 0 0 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 58,945 : : Positions : : 42,830 35,065 2,464 7,404 5,912 1,856 2,037 2,118 1,345 3,978 2,080 : : : : Changes from: December 12, 2023 : : 1,463 1,105 40 1,650 0 0 50 -50 1,320 3 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 59.5 4.2 12.6 10.0 3.1 3.5 3.6 2.3 6.7 3.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 21 . . 4 4 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 59,404 : : Positions : : 31,109 40,935 13,658 4,580 4,823 2,658 4,101 175 5,119 3,369 1,131 : : : : Changes from: December 12, 2023 : : -239 1,330 146 -874 454 0 100 -100 0 -540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 68.9 23.0 7.7 8.1 4.5 6.9 0.3 8.6 5.7 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 24,040 : : Positions : : 14,470 18,070 2,755 4,705 1,140 1,975 0 0 3,700 0 0 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 75.2 11.5 19.6 4.7 8.2 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 74,538 : : Positions : : 44,344 48,448 12,056 12,855 2,133 75 0 0 5,315 704 806 : : : : Changes from: December 12, 2023 : : 1,294 1,702 -32 1,055 -420 50 0 0 1,410 0 -648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 65.0 16.2 17.2 2.9 0.1 0.0 0.0 7.1 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 67,661 : : Positions : : 41,839 40,570 8,973 13,922 1,400 0 0 0 3,990 400 1,255 : : : : Changes from: December 12, 2023 : : 967 575 28 805 -420 0 0 0 385 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 60.0 13.3 20.6 2.1 0.0 0.0 0.0 5.9 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 29,063 : : Positions : : 17,368 17,883 894 1,355 2,297 55 225 0 985 0 574 : : : : Changes from: December 12, 2023 : : -200 410 180 100 -95 0 0 0 420 -110 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 61.5 3.1 4.7 7.9 0.2 0.8 0.0 3.4 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 26,092 : : Positions : : 17,338 16,088 0 1,036 2,394 55 225 0 140 35 744 : : : : Changes from: December 12, 2023 : : -110 220 -65 135 -35 0 0 0 140 -390 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 61.7 0.0 4.0 9.2 0.2 0.9 0.0 0.5 0.1 2.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 26,546 : : Positions : : 19,205 16,805 405 8,036 180 220 275 95 4,941 0 42 : : : : Changes from: December 12, 2023 : : 200 0 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 63.3 1.5 30.3 0.7 0.8 1.0 0.4 18.6 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 December 19, 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 23,513 : : Positions : : 15,570 18,325 795 4,065 0 245 0 70 5,145 0 42 : : : : Changes from: December 12, 2023 : : 110 260 -150 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 77.9 3.4 17.3 0.0 1.0 0.0 0.3 21.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 47,533 : : Positions : : 29,235 27,289 13,070 3,016 1,004 338 1,763 62 0 10,409 930 : : : : Changes from: December 12, 2023 : : -330 -640 -425 105 276 0 -300 0 0 80 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 57.4 27.5 6.3 2.1 0.7 3.7 0.1 0.0 21.9 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 42,168 : : Positions : : 27,117 20,951 10,625 3,695 1,525 0 1,403 42 0 11,659 660 : : : : Changes from: December 12, 2023 : : -120 -250 -125 105 300 0 -300 0 0 200 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 49.7 25.2 8.8 3.6 0.0 3.3 0.1 0.0 27.6 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 21,804 : : Positions : : 16,801 15,423 907 1,660 3,399 0 108 0 2 0 50 : : : : Changes from: December 12, 2023 : : 360 185 0 175 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 70.7 4.2 7.6 15.6 0.0 0.5 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 36,718 : : Positions : : 18,116 32,403 3,551 701 1,119 1,543 135 25 9,644 0 257 : : : : Changes from: December 12, 2023 : : 57 -43 300 -200 -300 -300 0 0 -300 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 88.2 9.7 1.9 3.0 4.2 0.4 0.1 26.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 34,951 : : Positions : : 14,854 30,381 6,476 764 401 1,043 115 25 8,449 0 610 : : : : Changes from: December 12, 2023 : : 339 189 250 -200 50 -300 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 86.9 18.5 2.2 1.1 3.0 0.3 0.1 24.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 99,809 : : Positions : : 43,020 48,693 29,313 28,378 2,296 725 0 475 11,800 7,565 0 : : : : Changes from: December 12, 2023 : : 285 785 280 200 -130 0 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 48.8 29.4 28.4 2.3 0.7 0.0 0.5 11.8 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 . . 0 . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 98,186 : : Positions : : 38,106 47,147 29,828 27,156 2,366 725 391 475 13,280 6,943 214 : : : : Changes from: December 12, 2023 : : 335 785 414 284 -130 0 0 0 320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 48.0 30.4 27.7 2.4 0.7 0.4 0.5 13.5 7.1 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 5 . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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.APS_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DMZ Open Interest is 15,226 : : Positions : : 12,937 12,280 210 1,167 225 0 0 0 425 855 114 : : : : Changes from: December 12, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 80.7 1.4 7.7 1.5 0.0 0.0 0.0 2.8 5.6 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 19,668 : : Positions : : 9,063 14,015 1,980 753 1,438 445 600 75 3,120 5 899 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 71.3 10.1 3.8 7.3 2.3 3.1 0.4 15.9 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 19,335 : : Positions : : 8,538 13,645 2,145 838 1,305 445 600 75 3,120 0 901 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 70.6 11.1 4.3 6.7 2.3 3.1 0.4 16.1 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 19,223 : : Positions : : 18,077 2,576 465 11,965 185 0 0 0 0 4,412 0 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 13.4 2.4 62.2 1.0 0.0 0.0 0.0 0.0 23.0 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 December 19, 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 18,917 : : Positions : : 17,792 2,455 465 11,935 200 0 0 0 0 4,182 0 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 13.0 2.5 63.1 1.1 0.0 0.0 0.0 0.0 22.1 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 December 19, 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 29,385 : : Positions : : 19,479 9,440 1,940 16,099 1,333 2,125 0 295 1,800 0 149 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 32.1 6.6 54.8 4.5 7.2 0.0 1.0 6.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 29,270 : : Positions : : 19,899 10,050 1,940 14,879 1,528 1,180 0 560 1,715 0 164 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 34.3 6.6 50.8 5.2 4.0 0.0 1.9 5.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 28,816 : : Positions : : 23,354 16,558 119 8,240 1,400 0 0 0 2,329 1,780 75 : : : : Changes from: December 12, 2023 : : 2,740 1,480 -180 1,200 -220 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 57.5 0.4 28.6 4.9 0.0 0.0 0.0 8.1 6.2 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 24,972 : : Positions : : 21,234 11,359 10 10,896 697 0 0 0 1,730 1,495 0 : : : : Changes from: December 12, 2023 : : 1,840 580 0 1,380 -375 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 45.5 0.0 43.6 2.8 0.0 0.0 0.0 6.9 6.0 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 December 19, 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 15,886 : : Positions : : 13,400 9,600 385 3,206 289 25 950 0 50 1,020 290 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.4 2.4 20.2 1.8 0.2 6.0 0.0 0.3 6.4 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 15,801 : : Positions : : 13,490 9,510 320 3,321 210 25 950 0 50 1,020 290 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.2 2.0 21.0 1.3 0.2 6.0 0.0 0.3 6.5 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 44,023 : : Positions : : 18,602 31,224 15,883 8,190 490 0 290 0 6,042 0 0 : : : : Changes from: December 12, 2023 : : 400 180 0 120 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 70.9 36.1 18.6 1.1 0.0 0.7 0.0 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 40,590 : : Positions : : 16,162 29,544 16,138 5,675 700 0 640 0 5,972 1,800 0 : : : : Changes from: December 12, 2023 : : 620 320 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 72.8 39.8 14.0 1.7 0.0 1.6 0.0 14.7 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 . 6 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 129,098 : : Positions : : 89,242 106,461 32,938 4,848 2,145 180 5,380 0 370 5,992 781 : : : : Changes from: December 12, 2023 : : -980 200 1,500 920 -180 0 -100 0 0 -500 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 82.5 25.5 3.8 1.7 0.1 4.2 0.0 0.3 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 116,998 : : Positions : : 80,129 93,521 31,306 6,407 1,159 180 5,680 0 0 6,442 305 : : : : Changes from: December 12, 2023 : : -980 200 1,500 920 -115 0 -100 0 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 79.9 26.8 5.5 1.0 0.2 4.9 0.0 0.0 5.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 13,033 : : Positions : : 8,867 6,818 2,203 3,970 795 0 0 0 0 1,090 0 : : : : Changes from: December 12, 2023 : : 0 0 -100 -100 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 52.3 16.9 30.5 6.1 0.0 0.0 0.0 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 5 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 12,432 : : Positions : : 8,350 6,210 2,017 4,130 667 0 0 0 0 1,090 0 : : : : Changes from: December 12, 2023 : : 0 0 -100 -100 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 50.0 16.2 33.2 5.4 0.0 0.0 0.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 27,887 : : Positions : : 24,267 8,265 1,390 15,848 165 0 75 0 35 1,936 0 : : : : Changes from: December 12, 2023 : : 28 28 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 29.6 5.0 56.8 0.6 0.0 0.3 0.0 0.1 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 27,677 : : Positions : : 24,404 8,165 1,270 16,015 60 0 75 0 40 1,996 0 : : : : Changes from: December 12, 2023 : : 28 28 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 29.5 4.6 57.9 0.2 0.0 0.3 0.0 0.1 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 44,439 : : Positions : : 33,302 19,101 5,130 17,862 1,567 600 0 0 860 2,781 544 : : : : Changes from: December 12, 2023 : : 595 -325 -100 710 0 0 0 0 0 110 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 43.0 11.5 40.2 3.5 1.4 0.0 0.0 1.9 6.3 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 46,523 : : Positions : : 34,396 21,740 5,439 17,090 1,841 600 0 0 860 2,663 665 : : : : Changes from: December 12, 2023 : : 1,510 840 -100 460 55 0 0 0 0 110 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 46.7 11.7 36.7 4.0 1.3 0.0 0.0 1.8 5.7 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 58,413 : : Positions : : 37,913 36,578 7,272 9,564 2,547 920 50 0 4,505 4,524 16 : : : : Changes from: December 12, 2023 : : 1,330 230 39 954 -69 0 0 0 70 255 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 62.6 12.4 16.4 4.4 1.6 0.1 0.0 7.7 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 55,429 : : Positions : : 37,147 33,571 4,750 8,664 2,659 600 50 0 3,982 4,304 0 : : : : Changes from: December 12, 2023 : : 1,330 230 -120 816 65 0 0 0 70 255 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.6 8.6 15.6 4.8 1.1 0.1 0.0 7.2 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 . 5 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 214,151 : : Positions : : 121,108 118,867 21,245 20,231 9,012 1,525 1,390 745 10,513 13,930 2,349 : : : : Changes from: December 12, 2023 : : 986 54 903 1,130 -768 100 0 -175 -612 193 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 55.5 9.9 9.4 4.2 0.7 0.6 0.3 4.9 6.5 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 29 4 6 8 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 203,424 : : Positions : : 109,786 119,086 18,691 8,880 14,254 3,170 1,070 695 10,280 12,918 2,177 : : : : Changes from: December 12, 2023 : : -1,105 380 1,240 -220 -791 400 0 -135 -233 192 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 58.5 9.2 4.4 7.0 1.6 0.5 0.3 5.1 6.4 1.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 30 5 5 8 . . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 20,007 : : Positions : : 14,445 11,287 915 3,593 997 0 60 0 100 510 0 : : : : Changes from: December 12, 2023 : : 435 -75 -430 0 305 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 56.4 4.6 18.0 5.0 0.0 0.3 0.0 0.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJZ Open Interest is 20,145 : : Positions : : 14,291 10,577 1,944 5,018 611 25 0 0 100 760 0 : : : : Changes from: December 12, 2023 : : 146 145 -121 -240 131 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 52.5 9.7 24.9 3.0 0.1 0.0 0.0 0.5 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 61,979 : : Positions : : 38,577 36,348 6,638 10,406 6,450 0 500 0 2,495 100 125 : : : : Changes from: December 12, 2023 : : 650 530 0 -25 0 0 300 0 155 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 58.6 10.7 16.8 10.4 0.0 0.8 0.0 4.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 59,799 : : Positions : : 37,868 36,471 3,633 6,298 8,126 0 496 175 1,934 100 201 : : : : Changes from: December 12, 2023 : : 448 830 184 104 -104 0 300 0 602 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 61.0 6.1 10.5 13.6 0.0 0.8 0.3 3.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 44,991 : : Positions : : 28,659 37,795 11,600 1,845 1,622 0 500 0 230 0 155 : : : : Changes from: December 12, 2023 : : -1,120 2,050 2,964 -385 -452 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 84.0 25.8 4.1 3.6 0.0 1.1 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 5 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 45,098 : : Positions : : 28,641 37,465 10,746 450 1,377 0 1,295 30 230 0 155 : : : : Changes from: December 12, 2023 : : -1,492 1,438 3,085 85 -825 0 70 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 83.1 23.8 1.0 3.1 0.0 2.9 0.1 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 5 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 214,166 : : Positions : : 122,583 97,126 18,739 32,250 23,602 975 0 90 150 13,249 5,211 : : : : Changes from: December 12, 2023 : : -2,227 -1,355 250 133 420 450 0 0 0 -410 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 45.4 8.7 15.1 11.0 0.5 0.0 0.0 0.1 6.2 2.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 26 5 . 7 . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 164,384 : : Positions : : 86,761 90,500 11,219 13,752 21,766 1,377 0 105 10,499 5,814 1,856 : : : : Changes from: December 12, 2023 : : 120 -2,641 -1,814 395 2,295 420 0 30 -270 622 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 55.1 6.8 8.4 13.2 0.8 0.0 0.1 6.4 3.5 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 26 5 . 8 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 86,658 : : Positions : : 60,999 47,434 1,935 17,939 8,885 1,035 250 0 2,425 771 89 : : : : Changes from: December 12, 2023 : : 800 695 0 -75 0 -180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 54.7 2.2 20.7 10.3 1.2 0.3 0.0 2.8 0.9 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 December 19, 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 78,819 : : Positions : : 57,794 43,910 2,455 15,814 6,730 735 250 0 0 650 0 : : : : Changes from: December 12, 2023 : : 750 645 0 -75 0 -180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 55.7 3.1 20.1 8.5 0.9 0.3 0.0 0.0 0.8 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 December 19, 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 12,688 : : Positions : : 8,491 5,624 85 5,152 1,412 2,250 90 132 0 102 132 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 44.3 0.7 40.6 11.1 17.7 0.7 1.0 0.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 5 . 5 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 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 OFFPEAK - ICE FUTURES ENERGY DIV 368 MWh : CFTC Code #064IBA Open Interest is 15,955 : : Positions : : 11,886 6,364 85 8,492 799 2,490 0 132 192 0 144 : : : : Changes from: December 12, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 39.9 0.5 53.2 5.0 15.6 0.0 0.8 1.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 5 . 5 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 19, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 16,205 : : Positions : : 9,320 9,545 2,495 1,830 2,140 1,620 25 300 0 2,085 240 : : : : Changes from: December 12, 2023 : : -25 -25 0 0 0 -60 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 58.9 15.4 11.3 13.2 10.0 0.2 1.9 0.0 12.9 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 22, 2023