Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 28,559 : : Positions : : 21,592 26,136 4,448 955 1,260 801 0 63 358 117 0 : : : : Changes from: July 11, 2023 : : 203 71 41 2 10 -41 0 2 -46 117 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 91.5 15.6 3.3 4.4 2.8 0.0 0.2 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . . . 6 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 20,674 : : Positions : : 13,999 16,673 1,364 1,815 2,107 2,275 0 0 862 0 53 : : : : Changes from: July 11, 2023 : : 3 155 141 21 -20 8 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 80.6 6.6 8.8 10.2 11.0 0.0 0.0 4.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 221,242 : : Positions : : 134,741 139,253 15,561 4,067 20,379 15,253 18,588 14,792 4,465 8,475 15,390 : : : : Changes from: July 11, 2023 : : 1,498 -1,505 -384 1,878 -694 -723 -347 673 -544 -126 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 62.9 7.0 1.8 9.2 6.9 8.4 6.7 2.0 3.8 7.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 32 35 6 . 8 6 11 10 10 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 85,352 : : Positions : : 68,637 59,996 7,618 12,178 3,840 317 5,532 2,246 1,764 1,181 280 : : : : Changes from: July 11, 2023 : : 719 625 162 -113 -131 -91 204 83 162 303 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 70.3 8.9 14.3 4.5 0.4 6.5 2.6 2.1 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 16 . . 4 . 6 6 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 62,349 : : Positions : : 52,530 45,695 5,648 5,716 1,192 0 7,763 624 695 138 1,080 : : : : Changes from: July 11, 2023 : : -66 -161 -27 215 -13 0 19 50 70 -20 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 73.3 9.1 9.2 1.9 0.0 12.5 1.0 1.1 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 . . 4 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 52,733 : : Positions : : 36,781 31,072 6,629 4,173 6,921 0 6,295 720 985 2,948 445 : : : : Changes from: July 11, 2023 : : -326 1,677 1,091 -1,109 -465 0 0 0 -199 -17 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 58.9 12.6 7.9 13.1 0.0 11.9 1.4 1.9 5.6 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 61,962 : : Positions : : 43,831 32,021 6,668 5,734 9,307 145 11,439 0 1,016 2,331 612 : : : : Changes from: July 11, 2023 : : 164 1,444 1,140 -331 -106 0 20 0 -182 6 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 51.7 10.8 9.3 15.0 0.2 18.5 0.0 1.6 3.8 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 20 5 4 6 . 7 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 63,180 : : Positions : : 46,205 29,287 12,725 21,743 2,050 0 0 0 1,591 10,085 15 : : : : Changes from: July 11, 2023 : : 1,835 -540 205 2,520 -60 0 0 0 -60 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 46.4 20.1 34.4 3.2 0.0 0.0 0.0 2.5 16.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 16 5 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 77,906 : : Positions : : 57,441 32,722 14,204 31,165 3,074 50 50 0 2,221 10,730 15 : : : : Changes from: July 11, 2023 : : 1,679 -973 114 2,670 36 50 50 0 -46 50 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 42.0 18.2 40.0 3.9 0.1 0.1 0.0 2.9 13.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 16 5 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 34,899 : : Positions : : 22,784 33,202 11,027 0 637 0 300 0 260 530 0 : : : : Changes from: July 11, 2023 : : -225 -225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 95.1 31.6 0.0 1.8 0.0 0.9 0.0 0.7 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 37,008 : : Positions : : 29,928 29,380 3,530 2,791 3,397 0 0 0 0 1,410 0 : : : : Changes from: July 11, 2023 : : 145 88 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 79.4 9.5 7.5 9.2 0.0 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 33,825 : : Positions : : 24,181 21,439 8,258 3,504 1,092 0 5,850 0 100 1,940 0 : : : : Changes from: July 11, 2023 : : 724 796 70 4 -132 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 63.4 24.4 10.4 3.2 0.0 17.3 0.0 0.3 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 31,354 : : Positions : : 22,883 18,415 5,140 4,524 2,565 0 5,850 0 400 0 0 : : : : Changes from: July 11, 2023 : : 724 796 70 4 -132 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 58.7 16.4 14.4 8.2 0.0 18.7 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 183,192 : : Positions : : 92,404 96,300 36,851 43,875 20,417 18,860 1,403 5,821 2,443 10,033 5,221 : : : : Changes from: July 11, 2023 : : 2,338 -302 597 2,247 33 -940 -307 383 2 350 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 52.6 20.1 24.0 11.1 10.3 0.8 3.2 1.3 5.5 2.8 : : : : Number of Traders in Each Category Total Traders: 75 : : 34 37 . . 6 13 . 8 7 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 33,818 : : Positions : : 18,970 18,475 10,350 9,384 3,595 420 0 0 0 2,154 0 : : : : Changes from: July 11, 2023 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 54.6 30.6 27.7 10.6 1.2 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 32,027 : : Positions : : 16,624 18,899 11,365 7,614 3,150 420 0 0 0 2,154 0 : : : : Changes from: July 11, 2023 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 59.0 35.5 23.8 9.8 1.3 0.0 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,337 : : Positions : : 14,095 23,973 22,398 4,464 1,829 0 6,013 0 0 1,950 0 : : : : Changes from: July 11, 2023 : : 3 12 273 264 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 62.5 58.4 11.6 4.8 0.0 15.7 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 34,132 : : Positions : : 15,779 19,772 16,166 4,014 2,160 0 6,013 0 0 2,050 0 : : : : Changes from: July 11, 2023 : : 3 12 228 264 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 57.9 47.4 11.8 6.3 0.0 17.6 0.0 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 5 . 5 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 5,700 : : Positions : : 1,450 1,900 3,000 0 0 0 1,800 0 1,100 1,850 150 : : : : Changes from: July 11, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 33.3 52.6 0.0 0.0 0.0 31.6 0.0 19.3 32.5 2.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 4 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 123,907 : : Positions : : 60,240 80,383 34,793 30,201 10,081 10,286 676 1,172 6,173 200 225 : : : : Changes from: July 11, 2023 : : 709 613 -224 -149 9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 64.9 28.1 24.4 8.1 8.3 0.5 0.9 5.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 24 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 42,948 : : Positions : : 28,080 41,542 13,394 0 605 0 300 0 360 217 90 : : : : Changes from: July 11, 2023 : : -302 -302 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 96.7 31.2 0.0 1.4 0.0 0.7 0.0 0.8 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 43,255 : : Positions : : 32,640 38,222 6,216 690 2,039 1,404 300 0 719 1,750 25 : : : : Changes from: July 11, 2023 : : 199 121 -50 -60 70 10 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.4 14.4 1.6 4.7 3.2 0.7 0.0 1.7 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 35,529 : : Positions : : 23,351 33,076 7,860 410 1,785 0 0 0 2,188 0 0 : : : : Changes from: July 11, 2023 : : 5 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 93.1 22.1 1.2 5.0 0.0 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 6 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,676 : : Positions : : 21,399 36,181 13,366 1,373 869 0 0 0 2,562 0 0 : : : : Changes from: July 11, 2023 : : -36 -36 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 93.5 34.6 3.6 2.2 0.0 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 5 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 74,788 : : Positions : : 59,877 59,403 11,919 8,822 1,572 0 2,274 360 406 1,833 139 : : : : Changes from: July 11, 2023 : : 1,535 1,753 612 -287 0 0 875 0 78 0 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 79.4 15.9 11.8 2.1 0.0 3.0 0.5 0.5 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 23 5 . 5 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 98,369 : : Positions : : 79,799 77,931 12,886 8,522 2,044 250 2,804 560 1,253 5,031 820 : : : : Changes from: July 11, 2023 : : 1,756 2,363 -89 -402 -25 250 122 10 -293 -446 224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 79.2 13.1 8.7 2.1 0.3 2.9 0.6 1.3 5.1 0.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 23 23 4 . 5 . 10 5 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 48,258 : : Positions : : 33,330 34,067 13,592 10,518 657 0 2,222 304 0 325 75 : : : : Changes from: July 11, 2023 : : 396 160 1 50 0 0 102 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 70.6 28.2 21.8 1.4 0.0 4.6 0.6 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 13 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 47,150 : : Positions : : 34,535 34,970 12,185 7,128 330 0 3,447 0 0 1,250 25 : : : : Changes from: July 11, 2023 : : 144 -96 0 0 0 0 300 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 74.2 25.8 15.1 0.7 0.0 7.3 0.0 0.0 2.7 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 49,348 : : Positions : : 42,287 30,265 1,874 14,689 2,249 681 0 1,554 50 0 0 : : : : Changes from: July 11, 2023 : : 65 -438 0 465 0 -30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 61.3 3.8 29.8 4.6 1.4 0.0 3.1 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 21 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 51,203 : : Positions : : 42,607 29,329 3,327 14,537 3,041 0 2,621 1,242 50 85 0 : : : : Changes from: July 11, 2023 : : -297 -704 133 542 -204 0 -37 0 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 57.3 6.5 28.4 5.9 0.0 5.1 2.4 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 21 . 5 6 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 12,930 : : Positions : : 8,513 12,190 3,583 0 333 0 0 0 0 160 0 : : : : Changes from: July 11, 2023 : : 31 121 90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 94.3 27.7 0.0 2.6 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 16 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 39,184 : : Positions : : 34,314 37,133 2,843 659 261 0 869 10 1,112 0 0 : : : : Changes from: July 11, 2023 : : 46 40 0 0 0 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 94.8 7.3 1.7 0.7 0.0 2.2 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 32,553 : : Positions : : 28,972 31,120 1,756 0 487 0 265 0 850 54 63 : : : : Changes from: July 11, 2023 : : -227 18 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 95.6 5.4 0.0 1.5 0.0 0.8 0.0 2.6 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 29,445 : : Positions : : 23,204 20,931 4,314 3,250 1,053 0 1,874 122 0 1,918 0 : : : : Changes from: July 11, 2023 : : 1,284 -266 109 1,722 -128 0 40 0 0 -103 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 71.1 14.7 11.0 3.6 0.0 6.4 0.4 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 20,820 : : Positions : : 14,987 15,255 3,379 2,402 893 0 459 427 0 578 178 : : : : Changes from: July 11, 2023 : : 1,381 -134 70 1,580 -124 0 5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 73.3 16.2 11.5 4.3 0.0 2.2 2.1 0.0 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,997 : : Positions : : 4,822 11,034 6,252 0 589 25 289 0 225 30 0 : : : : Changes from: July 11, 2023 : : 108 83 31 0 0 0 34 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 92.0 52.1 0.0 4.9 0.2 2.4 0.0 1.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 4 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 9,112 : : Positions : : 3,702 8,824 5,260 0 0 0 288 0 150 0 0 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 96.8 57.7 0.0 0.0 0.0 3.2 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 17,320 : : Positions : : 8,180 12,270 2,990 2,232 2,638 3,092 0 0 150 130 50 : : : : Changes from: July 11, 2023 : : 370 520 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 70.8 17.3 12.9 15.2 17.9 0.0 0.0 0.9 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 15,160 : : Positions : : 7,325 11,430 4,470 945 2,605 320 0 0 150 100 80 : : : : Changes from: July 11, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 75.4 29.5 6.2 17.2 2.1 0.0 0.0 1.0 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 38,529 : : Positions : : 20,391 14,300 14,380 22,496 1,673 200 0 0 795 0 0 : : : : Changes from: July 11, 2023 : : -60 -1,200 -60 1,080 -165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 37.1 37.3 58.4 4.3 0.5 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 5 . 5 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 40,816 : : Positions : : 21,736 13,925 15,532 25,370 1,521 200 0 0 765 0 0 : : : : Changes from: July 11, 2023 : : -60 -940 -60 820 -165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 34.1 38.1 62.2 3.7 0.5 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 6 4 4 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 92,989 : : Positions : : 66,043 59,074 10,443 9,252 4,888 91 7,385 480 10,283 10,852 448 : : : : Changes from: July 11, 2023 : : 1,209 78 40 540 -96 13 410 29 105 347 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 63.5 11.2 9.9 5.3 0.1 7.9 0.5 11.1 11.7 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 29 4 5 7 . 4 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 108,969 : : Positions : : 75,645 63,693 15,275 9,734 4,587 679 10,292 588 11,370 19,270 466 : : : : Changes from: July 11, 2023 : : 1,314 587 77 385 169 461 768 -46 154 506 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 58.5 14.0 8.9 4.2 0.6 9.4 0.5 10.4 17.7 0.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 34 30 5 5 7 . 9 4 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 386,071 : : Positions : : 184,734 190,499 37,067 9,240 51,717 32,518 16,483 39,721 9,630 47,927 29,482 : : : : Changes from: July 11, 2023 : : 345 3,174 2,030 389 -157 -2,299 -1,875 1,953 37 -1,602 1,057 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 49.3 9.6 2.4 13.4 8.4 4.3 10.3 2.5 12.4 7.6 : : : : Number of Traders in Each Category Total Traders: 113 : : 45 37 6 5 10 14 15 16 16 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 21,011 : : Positions : : 17,356 9,405 35 7,957 1,379 100 1,558 90 1,778 622 0 : : : : Changes from: July 11, 2023 : : -8 212 35 -65 80 0 -120 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 44.8 0.2 37.9 6.6 0.5 7.4 0.4 8.5 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 9 . 5 6 . 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 19,183 : : Positions : : 14,738 11,123 1,022 6,168 1,717 120 105 70 1,243 0 0 : : : : Changes from: July 11, 2023 : : 0 195 35 -90 90 0 -70 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 58.0 5.3 32.2 9.0 0.6 0.5 0.4 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 10 . . 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 18,686 : : Positions : : 7,935 11,745 525 315 1,330 3,760 2,219 826 2,670 1,020 680 : : : : Changes from: July 11, 2023 : : 2,505 6,170 -245 195 715 2,446 854 -339 1,955 -285 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 62.9 2.8 1.7 7.1 20.1 11.9 4.4 14.3 5.5 3.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 28 . . 4 . 5 6 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 61,383 : : Positions : : 44,373 35,006 4,614 2,902 6,685 901 3,690 796 200 8,686 3,390 : : : : Changes from: July 11, 2023 : : 1,661 321 852 2,176 -61 29 15 -29 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 57.0 7.5 4.7 10.9 1.5 6.0 1.3 0.3 14.2 5.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 22 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 50,290 : : Positions : : 24,913 35,878 13,315 2,225 3,432 2,742 6,955 0 5,115 1,200 600 : : : : Changes from: July 11, 2023 : : 334 194 215 345 -260 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 71.3 26.5 4.4 6.8 5.5 13.8 0.0 10.2 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 16 . . 4 4 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 75,140 : : Positions : : 50,967 45,377 10,382 17,280 2,493 130 0 0 1,415 363 2,211 : : : : Changes from: July 11, 2023 : : 1,640 475 425 45 30 0 0 0 -1,545 0 1,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 60.4 13.8 23.0 3.3 0.2 0.0 0.0 1.9 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 66,779 : : Positions : : 45,833 35,949 7,115 18,300 2,182 0 0 0 1,273 0 2,100 : : : : Changes from: July 11, 2023 : : 1,265 -200 125 45 30 0 0 0 -1,545 0 1,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 53.8 10.7 27.4 3.3 0.0 0.0 0.0 1.9 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 29,536 : : Positions : : 20,078 16,453 2,229 5,470 865 480 375 0 0 440 1,065 : : : : Changes from: July 11, 2023 : : -1,415 -826 -144 -215 0 -100 0 0 0 -405 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 55.7 7.5 18.5 2.9 1.6 1.3 0.0 0.0 1.5 3.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 27,560 : : Positions : : 19,808 15,698 1,479 4,995 835 480 375 0 0 665 1,085 : : : : Changes from: July 11, 2023 : : -1,465 -951 -84 -175 0 -100 0 0 0 -405 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 57.0 5.4 18.1 3.0 1.7 1.4 0.0 0.0 2.4 3.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 20,667 : : Positions : : 13,750 12,165 1,085 7,952 0 2,160 0 50 2,716 0 100 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 58.9 5.2 38.5 0.0 10.5 0.0 0.2 13.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . 4 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 17,655 : : Positions : : 10,790 13,265 1,125 3,820 290 2,160 0 50 2,670 0 50 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 75.1 6.4 21.6 1.6 12.2 0.0 0.3 15.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 42,008 : : Positions : : 25,271 22,630 10,499 4,392 1,052 318 5,620 308 0 3,229 3,335 : : : : Changes from: July 11, 2023 : : 1,331 1,486 1 1,320 31 0 -100 0 0 -1,350 1,454 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 53.9 25.0 10.5 2.5 0.8 13.4 0.7 0.0 7.7 7.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 36,768 : : Positions : : 22,740 17,447 8,924 3,871 1,499 0 5,670 120 0 4,729 2,285 : : : : Changes from: July 11, 2023 : : 1,449 1,674 71 1,320 526 0 -100 0 0 -1,350 1,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 47.5 24.3 10.5 4.1 0.0 15.4 0.3 0.0 12.9 6.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 17,373 : : Positions : : 13,012 12,239 1,062 1,583 1,961 0 648 0 0 25 100 : : : : Changes from: July 11, 2023 : : 35 680 100 -645 591 0 0 0 -75 25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 70.4 6.1 9.1 11.3 0.0 3.7 0.0 0.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 17,156 : : Positions : : 12,989 12,989 680 1,294 2,293 0 0 0 150 0 0 : : : : Changes from: July 11, 2023 : : 90 715 0 -625 608 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 75.7 4.0 7.5 13.4 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 28,114 : : Positions : : 11,797 25,312 5,536 1,186 679 3,360 195 120 5,609 0 200 : : : : Changes from: July 11, 2023 : : 345 465 100 0 0 -100 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 90.0 19.7 4.2 2.4 12.0 0.7 0.4 20.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 26,866 : : Positions : : 12,050 23,875 4,933 1,550 110 2,860 290 30 5,474 0 240 : : : : Changes from: July 11, 2023 : : 385 505 100 0 0 -100 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 88.9 18.4 5.8 0.4 10.6 1.1 0.1 20.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 102,154 : : Positions : : 41,708 55,382 25,804 20,499 3,172 0 125 600 15,360 6,956 605 : : : : Changes from: July 11, 2023 : : 1,017 1,922 1,320 2,680 265 0 0 0 2,340 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 54.2 25.3 20.1 3.1 0.0 0.1 0.6 15.0 6.8 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 4 4 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 100,652 : : Positions : : 37,403 57,069 24,785 16,840 3,823 0 125 600 18,320 6,374 605 : : : : Changes from: July 11, 2023 : : 1,005 1,910 1,320 2,680 255 0 0 0 2,340 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 56.7 24.6 16.7 3.8 0.0 0.1 0.6 18.2 6.3 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 4 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,142 : : Positions : : 10,848 14,845 4,113 1,148 1,148 200 1,100 0 3,085 1,415 140 : : : : Changes from: July 11, 2023 : : -162 113 50 0 0 0 0 0 25 -200 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 64.1 17.8 5.0 5.0 0.9 4.8 0.0 13.3 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 6 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,510 : : Positions : : 9,973 14,280 3,960 1,148 1,130 200 1,100 0 3,085 1,385 140 : : : : Changes from: July 11, 2023 : : -162 113 50 0 0 0 0 0 25 -200 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 63.4 17.6 5.1 5.0 0.9 4.9 0.0 13.7 6.2 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 6 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 22,456 : : Positions : : 21,171 3,489 690 12,370 250 0 0 0 0 6,262 0 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 15.5 3.1 55.1 1.1 0.0 0.0 0.0 0.0 27.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 21,810 : : Positions : : 19,910 3,133 745 12,360 265 0 0 0 0 5,907 0 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 14.4 3.4 56.7 1.2 0.0 0.0 0.0 0.0 27.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 31,033 : : Positions : : 24,230 17,705 1,106 8,219 1,205 0 300 0 3,123 2,285 225 : : : : Changes from: July 11, 2023 : : 1,425 345 -286 794 -239 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 57.1 3.6 26.5 3.9 0.0 1.0 0.0 10.1 7.4 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 26,500 : : Positions : : 20,788 13,300 1,195 9,958 425 0 200 0 2,480 1,745 0 : : : : Changes from: July 11, 2023 : : 1,455 300 -300 780 75 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 50.2 4.5 37.6 1.6 0.0 0.8 0.0 9.4 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 6 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 42,947 : : Positions : : 12,502 27,649 16,578 9,455 350 0 540 0 9,077 0 0 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 64.4 38.6 22.0 0.8 0.0 1.3 0.0 21.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 42,056 : : Positions : : 12,719 28,176 17,293 6,440 295 0 540 0 8,782 3,300 0 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 67.0 41.1 15.3 0.7 0.0 1.3 0.0 20.9 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 124,601 : : Positions : : 82,712 103,966 33,098 1,210 2,250 0 4,670 0 0 6,435 1,005 : : : : Changes from: July 11, 2023 : : 775 1,370 -350 -925 820 0 0 0 0 -20 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 83.4 26.6 1.0 1.8 0.0 3.7 0.0 0.0 5.2 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 5 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 113,185 : : Positions : : 73,064 91,861 32,691 2,590 1,235 50 4,670 0 0 7,485 395 : : : : Changes from: July 11, 2023 : : 725 670 -300 -125 0 0 0 0 0 -120 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 81.2 28.9 2.3 1.1 0.0 4.1 0.0 0.0 6.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 10 4 . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 13,707 : : Positions : : 10,512 4,213 542 5,444 1,500 0 0 0 0 2,040 0 : : : : Changes from: July 11, 2023 : : 10 -90 24 124 41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 30.7 4.0 39.7 10.9 0.0 0.0 0.0 0.0 14.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 5 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 12,977 : : Positions : : 9,590 3,585 762 5,370 1,442 0 0 0 0 2,040 0 : : : : Changes from: July 11, 2023 : : 10 -90 -50 50 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 27.6 5.9 41.4 11.1 0.0 0.0 0.0 0.0 15.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 26,769 : : Positions : : 22,721 5,932 600 16,435 336 0 0 0 0 1,816 0 : : : : Changes from: July 11, 2023 : : 885 -65 130 1,080 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 22.2 2.2 61.4 1.3 0.0 0.0 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 48,950 : : Positions : : 32,921 20,678 8,726 17,478 2,641 1,225 0 0 50 4,596 980 : : : : Changes from: July 11, 2023 : : 276 396 120 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 42.2 17.8 35.7 5.4 2.5 0.0 0.0 0.1 9.4 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 47,393 : : Positions : : 31,160 19,630 8,034 16,055 4,091 1,100 0 0 50 4,568 1,100 : : : : Changes from: July 11, 2023 : : 165 345 95 0 13 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 41.4 17.0 33.9 8.6 2.3 0.0 0.0 0.1 9.6 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 60,939 : : Positions : : 40,803 30,151 2,084 12,349 3,751 1,935 2,725 0 5,967 6,095 0 : : : : Changes from: July 11, 2023 : : 1,960 150 78 2,088 -83 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 49.5 3.4 20.3 6.2 3.2 4.5 0.0 9.8 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 9 . 4 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 55,341 : : Positions : : 39,863 25,156 1,480 13,938 2,189 850 2,650 0 5,406 6,215 0 : : : : Changes from: July 11, 2023 : : 1,815 55 248 2,258 -757 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 45.5 2.7 25.2 4.0 1.5 4.8 0.0 9.8 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 9 . 4 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 229,685 : : Positions : : 117,008 127,004 25,599 17,311 8,903 1,730 3,135 1,380 21,103 17,870 689 : : : : Changes from: July 11, 2023 : : 403 -397 2,290 1,930 -2,151 0 0 0 -1,135 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 55.3 11.1 7.5 3.9 0.8 1.4 0.6 9.2 7.8 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 27 . 5 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 211,234 : : Positions : : 100,928 120,812 26,941 7,951 9,747 345 5,285 2,120 21,022 15,068 648 : : : : Changes from: July 11, 2023 : : 325 -145 1,545 555 -1,327 0 300 0 -1,135 25 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 57.2 12.8 3.8 4.6 0.2 2.5 1.0 10.0 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 4 . 6 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 23,672 : : Positions : : 16,105 16,742 2,815 2,038 812 0 0 0 0 100 200 : : : : Changes from: July 11, 2023 : : -170 -280 40 380 -385 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 70.7 11.9 8.6 3.4 0.0 0.0 0.0 0.0 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 53,982 : : Positions : : 30,958 31,691 7,698 6,879 5,968 0 250 0 280 0 0 : : : : Changes from: July 11, 2023 : : 550 -850 1,175 2,575 -2,055 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 58.7 14.3 12.7 11.1 0.0 0.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . 5 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 54,870 : : Positions : : 32,348 31,925 5,452 5,885 7,052 300 0 150 80 0 200 : : : : Changes from: July 11, 2023 : : 520 -880 685 2,085 -2,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 58.2 9.9 10.7 12.9 0.5 0.0 0.3 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 5 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 39,488 : : Positions : : 21,794 30,530 9,923 1,132 2,838 50 0 50 0 50 0 : : : : Changes from: July 11, 2023 : : 190 0 -190 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 77.3 25.1 2.9 7.2 0.1 0.0 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 4 . 6 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 37,833 : : Positions : : 20,324 27,563 9,061 1,020 2,074 0 500 0 0 50 0 : : : : Changes from: July 11, 2023 : : 202 202 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 72.9 23.9 2.7 5.5 0.0 1.3 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 216,995 : : Positions : : 120,879 94,166 14,529 33,895 22,149 815 120 1,255 275 8,610 6,810 : : : : Changes from: July 11, 2023 : : -1,649 1,141 3,280 400 -2,192 -100 0 0 0 5 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 43.4 6.7 15.6 10.2 0.4 0.1 0.6 0.1 4.0 3.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 4 4 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 179,005 : : Positions : : 93,298 93,176 11,372 25,503 11,364 8,366 0 175 6,810 1,358 6,916 : : : : Changes from: July 11, 2023 : : -2,665 810 1,420 -1,690 -465 225 0 0 0 -120 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 52.1 6.4 14.2 6.3 4.7 0.0 0.1 3.8 0.8 3.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 26 4 4 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 87,938 : : Positions : : 54,214 42,745 7,237 16,094 10,307 1,290 0 0 2,550 6,462 50 : : : : Changes from: July 11, 2023 : : -3,610 -915 2,090 1,160 -1,535 -110 0 0 -25 -1,700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 48.6 8.2 18.3 11.7 1.5 0.0 0.0 2.9 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 80,494 : : Positions : : 50,974 39,130 4,460 12,044 9,945 990 0 0 0 5,250 0 : : : : Changes from: July 11, 2023 : : -3,110 -860 1,255 -80 -1,120 -110 0 0 0 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 48.6 5.5 15.0 12.4 1.2 0.0 0.0 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 18, 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 13,986 : : Positions : : 8,546 7,936 2,280 1,205 1,490 1,625 0 0 0 3,345 0 : : : : Changes from: July 11, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 56.7 16.3 8.6 10.7 11.6 0.0 0.0 0.0 23.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 21, 2023