Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 27,925 : : Positions : : 18,618 24,699 5,492 1,507 1,034 1,921 100 69 317 268 206 : : : : Changes from: December 19, 2023 : : 274 292 -60 -2 43 68 0 -51 -7 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 88.4 19.7 5.4 3.7 6.9 0.4 0.2 1.1 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 20,023 : : Positions : : 13,182 14,586 2,031 2,484 2,016 1,292 415 21 1,111 171 330 : : : : Changes from: December 19, 2023 : : -6 365 136 -174 -18 157 155 0 59 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 72.8 10.1 12.4 10.1 6.5 2.1 0.1 5.5 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . 4 5 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 185,571 : : Positions : : 112,086 133,795 10,555 8,774 16,745 14,143 5,194 8,569 15,374 5,436 6,922 : : : : Changes from: December 19, 2023 : : 3,025 1,868 -729 -456 1,436 -231 385 98 -9 1,278 -464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 72.1 5.7 4.7 9.0 7.6 2.8 4.6 8.3 2.9 3.7 : : : : Number of Traders in Each Category Total Traders: 85 : : 31 34 4 7 10 9 12 12 9 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 88,162 : : Positions : : 72,183 57,380 7,165 11,914 3,606 1,653 10,271 1,564 279 1,492 1,515 : : : : Changes from: December 19, 2023 : : 145 1,017 673 -438 -144 44 121 1 48 232 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 65.1 8.1 13.5 4.1 1.9 11.7 1.8 0.3 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 20 23 . . 5 . 9 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 73,298 : : Positions : : 54,825 52,401 12,029 7,156 1,408 163 7,650 2,338 812 671 1,611 : : : : Changes from: December 19, 2023 : : -88 233 370 -41 -105 15 -135 115 -195 45 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 71.5 16.4 9.8 1.9 0.2 10.4 3.2 1.1 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 17 . . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 48,650 : : Positions : : 34,961 24,583 3,240 5,185 7,645 50 7,335 541 1,098 2,719 576 : : : : Changes from: December 19, 2023 : : 444 -423 -124 578 -35 0 20 0 -159 16 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 50.5 6.7 10.7 15.7 0.1 15.1 1.1 2.3 5.6 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 20 5 4 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 62,232 : : Positions : : 41,392 28,758 8,575 6,648 9,442 76 14,300 9 1,173 1,788 1,063 : : : : Changes from: December 19, 2023 : : 167 -214 137 293 2 0 86 -21 -54 81 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 46.2 13.8 10.7 15.2 0.1 23.0 0.0 1.9 2.9 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 6 . 8 . 8 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 61,348 : : Positions : : 44,772 25,881 10,006 21,901 2,455 0 651 0 2,820 9,948 491 : : : : Changes from: December 19, 2023 : : 180 555 109 -100 16 0 0 0 150 -16 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 42.2 16.3 35.7 4.0 0.0 1.1 0.0 4.6 16.2 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 5 5 7 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 71,400 : : Positions : : 52,935 27,523 10,882 30,164 2,821 50 126 0 3,339 10,234 507 : : : : Changes from: December 19, 2023 : : 182 270 -60 22 35 0 0 0 104 -66 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 38.5 15.2 42.2 4.0 0.1 0.2 0.0 4.7 14.3 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 15 6 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,304 : : Positions : : 22,633 29,220 9,246 420 1,085 35 0 75 95 2,395 0 : : : : Changes from: December 19, 2023 : : 105 -91 -146 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 87.7 27.8 1.3 3.3 0.1 0.0 0.2 0.3 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 31,774 : : Positions : : 25,390 24,179 2,973 3,253 3,046 0 198 0 0 908 0 : : : : Changes from: December 19, 2023 : : -276 -150 -10 -161 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 76.1 9.4 10.2 9.6 0.0 0.6 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 27,902 : : Positions : : 19,731 19,299 2,136 3,348 3,565 2,260 0 200 0 1,490 0 : : : : Changes from: December 19, 2023 : : -10 50 0 0 0 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 69.2 7.7 12.0 12.8 8.1 0.0 0.7 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 27,448 : : Positions : : 19,288 18,335 2,616 6,198 2,545 2,260 0 200 300 0 50 : : : : Changes from: December 19, 2023 : : 0 60 0 0 0 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 66.8 9.5 22.6 9.3 8.2 0.0 0.7 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 179,277 : : Positions : : 91,060 97,056 30,304 42,792 20,411 24,831 1,061 4,013 2,444 8,629 5,029 : : : : Changes from: December 19, 2023 : : 616 189 -130 -493 -127 -176 -182 101 10 757 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 54.1 16.9 23.9 11.4 13.9 0.6 2.2 1.4 4.8 2.8 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 33 . . 6 9 5 7 4 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 35,890 : : Positions : : 21,714 14,979 10,880 9,334 2,768 0 6,955 0 0 1,659 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 41.7 30.3 26.0 7.7 0.0 19.4 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 34,063 : : Positions : : 18,760 16,070 12,330 7,539 2,405 0 6,205 0 0 1,659 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 47.2 36.2 22.1 7.1 0.0 18.2 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 34,053 : : Positions : : 12,806 21,912 19,345 5,079 838 0 4,843 0 696 1,120 120 : : : : Changes from: December 19, 2023 : : -299 781 120 -252 0 0 -600 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 64.3 56.8 14.9 2.5 0.0 14.2 0.0 2.0 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 30,804 : : Positions : : 14,901 18,892 13,891 4,714 920 0 4,843 0 696 1,120 120 : : : : Changes from: December 19, 2023 : : -156 924 120 -252 0 0 -600 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 61.3 45.1 15.3 3.0 0.0 15.7 0.0 2.3 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 123,251 : : Positions : : 61,722 87,112 29,810 19,014 8,536 16,524 2,222 968 4,172 3,896 222 : : : : Changes from: December 19, 2023 : : 812 0 0 372 -162 0 252 0 0 500 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 70.7 24.2 15.4 6.9 13.4 1.8 0.8 3.4 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,833 : : Positions : : 24,266 32,413 10,835 725 900 0 75 0 315 2,553 70 : : : : Changes from: December 19, 2023 : : 203 -575 -595 0 0 0 0 0 0 193 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 88.0 29.4 2.0 2.4 0.0 0.2 0.0 0.9 6.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 36,659 : : Positions : : 28,329 30,837 3,957 515 3,077 0 1,281 50 850 695 0 : : : : Changes from: December 19, 2023 : : -340 451 1 -637 69 0 -20 0 10 -123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 84.1 10.8 1.4 8.4 0.0 3.5 0.1 2.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 33,374 : : Positions : : 24,170 25,190 6,061 3,448 699 0 3,110 0 2,325 550 0 : : : : Changes from: December 19, 2023 : : 604 -190 -50 0 0 0 295 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 75.5 18.2 10.3 2.1 0.0 9.3 0.0 7.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 5 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 32,654 : : Positions : : 20,785 29,530 8,359 1,470 645 50 130 0 2,571 500 0 : : : : Changes from: December 19, 2023 : : 82 113 550 0 0 0 100 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 90.4 25.6 4.5 2.0 0.2 0.4 0.0 7.9 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 14 6 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 78,693 : : Positions : : 64,972 62,626 9,403 7,084 1,280 0 4,155 360 504 1,051 1,684 : : : : Changes from: December 19, 2023 : : 98 390 40 116 4 0 11 0 0 -338 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 79.6 11.9 9.0 1.6 0.0 5.3 0.5 0.6 1.3 2.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 20 25 4 5 5 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 105,280 : : Positions : : 86,104 85,154 9,554 6,947 2,279 149 7,604 1,331 4,429 513 888 : : : : Changes from: December 19, 2023 : : 799 800 106 93 49 0 42 -50 10 -38 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 80.9 9.1 6.6 2.2 0.1 7.2 1.3 4.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 70 : : 23 25 4 5 7 . 14 4 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 44,061 : : Positions : : 29,918 31,582 12,548 6,339 259 741 5,089 417 0 169 80 : : : : Changes from: December 19, 2023 : : 205 220 24 2 0 8 20 10 0 -20 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 71.7 28.5 14.4 0.6 1.7 11.5 0.9 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 42,478 : : Positions : : 29,171 27,741 12,742 9,047 270 125 4,502 0 0 900 15 : : : : Changes from: December 19, 2023 : : 0 300 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 65.3 30.0 21.3 0.6 0.3 10.6 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 58,794 : : Positions : : 50,971 38,986 4,487 13,049 1,749 0 2,495 985 0 926 60 : : : : Changes from: December 19, 2023 : : 2,511 1,983 0 -36 0 0 106 0 0 468 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 66.3 7.6 22.2 3.0 0.0 4.2 1.7 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 4 . 4 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 65,346 : : Positions : : 55,515 41,272 3,460 11,446 4,661 30 4,453 900 0 2,380 74 : : : : Changes from: December 19, 2023 : : 2,257 1,824 -663 -38 478 0 -303 0 0 97 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 63.2 5.3 17.5 7.1 0.0 6.8 1.4 0.0 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 . 4 6 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 39,923 : : Positions : : 36,960 36,205 2,055 621 192 45 562 25 0 1,806 248 : : : : Changes from: December 19, 2023 : : -39 -7 0 0 0 25 38 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 90.7 5.1 1.6 0.5 0.1 1.4 0.1 0.0 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 31,556 : : Positions : : 28,946 30,499 1,787 212 238 30 143 0 150 50 314 : : : : Changes from: December 19, 2023 : : -40 10 0 0 0 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 96.7 5.7 0.7 0.8 0.1 0.5 0.0 0.5 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 31,182 : : Positions : : 23,403 19,054 4,861 7,210 633 1,136 1,878 462 90 1,656 158 : : : : Changes from: December 19, 2023 : : 380 192 10 0 0 32 109 -19 0 125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 61.1 15.6 23.1 2.0 3.6 6.0 1.5 0.3 5.3 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 20 4 4 4 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 21,400 : : Positions : : 15,855 12,304 3,872 5,618 496 0 995 180 0 910 300 : : : : Changes from: December 19, 2023 : : 331 282 23 0 25 0 15 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 57.5 18.1 26.3 2.3 0.0 4.6 0.8 0.0 4.3 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 . . . 0 5 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,912 : : Positions : : 4,675 10,643 5,728 29 1,119 0 0 0 350 0 0 : : : : Changes from: December 19, 2023 : : -160 15 15 -150 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 89.3 48.1 0.2 9.4 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 8,997 : : Positions : : 3,136 8,838 5,685 0 0 0 139 0 166 0 0 : : : : Changes from: December 19, 2023 : : -525 0 525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 98.2 63.2 0.0 0.0 0.0 1.5 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 8,001 : : Positions : : 3,678 6,015 2,126 195 996 0 150 595 276 50 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.2 26.6 2.4 12.4 0.0 1.9 7.4 3.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 8,101 : : Positions : : 3,757 6,094 2,115 195 1,012 0 160 590 292 50 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 75.2 26.1 2.4 12.5 0.0 2.0 7.3 3.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,615 : : Positions : : 5,965 12,180 3,603 905 2,380 2,992 0 0 511 0 0 : : : : Changes from: December 19, 2023 : : -70 0 100 100 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 78.0 23.1 5.8 15.2 19.2 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 7 5 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,015 : : Positions : : 6,570 11,780 5,815 905 1,730 220 450 0 511 0 0 : : : : Changes from: December 19, 2023 : : -70 0 100 100 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 78.5 38.7 6.0 11.5 1.5 3.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 7 5 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 32,613 : : Positions : : 16,941 11,330 13,867 20,376 897 0 0 0 470 0 0 : : : : Changes from: December 19, 2023 : : 350 60 -290 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 34.7 42.5 62.5 2.8 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 33,728 : : Positions : : 17,066 10,705 14,605 22,141 872 0 0 0 465 0 0 : : : : Changes from: December 19, 2023 : : 220 60 -160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 31.7 43.3 65.6 2.6 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 4 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 83,889 : : Positions : : 53,023 58,599 9,443 11,917 4,398 2,003 3,032 1,045 12,793 3,958 757 : : : : Changes from: December 19, 2023 : : 341 672 -50 849 -62 355 -112 79 848 225 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 69.9 11.3 14.2 5.2 2.4 3.6 1.2 15.2 4.7 0.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 27 . 8 9 5 4 . 10 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 93,262 : : Positions : : 59,405 60,570 11,248 13,209 3,851 2,871 6,382 533 14,069 7,772 677 : : : : Changes from: December 19, 2023 : : 638 160 -110 1,223 -71 288 245 0 872 190 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 64.9 12.1 14.2 4.1 3.1 6.8 0.6 15.1 8.3 0.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 32 30 . 8 9 4 8 4 9 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 363,212 : : Positions : : 185,997 205,466 37,334 15,965 35,612 39,193 29,399 22,466 10,876 25,230 28,413 : : : : Changes from: December 19, 2023 : : -18,290 -16,723 1,621 484 -11,889 -2,767 -1,384 -8,836 -1,119 -79 -984 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 56.6 10.3 4.4 9.8 10.8 8.1 6.2 3.0 6.9 7.8 : : : : Number of Traders in Each Category Total Traders: 116 : : 42 39 7 5 10 14 19 14 17 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 18,152 : : Positions : : 15,293 5,632 195 6,121 821 130 3,460 0 1,234 1,885 52 : : : : Changes from: December 19, 2023 : : 0 -70 0 100 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 31.0 1.1 33.7 4.5 0.7 19.1 0.0 6.8 10.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 8 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,603 : : Positions : : 13,727 5,638 582 5,775 969 130 2,712 0 925 1,433 52 : : : : Changes from: December 19, 2023 : : 30 -70 0 100 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 34.0 3.5 34.8 5.8 0.8 16.3 0.0 5.6 8.6 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 3,875 : : Positions : : 1,865 2,160 415 0 15 0 25 25 655 840 265 : : : : Changes from: December 19, 2023 : : -210 -790 -740 0 15 0 25 25 -300 -500 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 55.7 10.7 0.0 0.4 0.0 0.6 0.6 16.9 21.7 6.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . 0 . 0 . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 59,323 : : Positions : : 43,220 35,298 2,484 7,354 5,912 1,856 2,087 2,068 1,165 3,993 2,260 : : : : Changes from: December 19, 2023 : : 390 233 20 -50 0 0 50 -50 -180 15 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 59.5 4.2 12.4 10.0 3.1 3.5 3.5 2.0 6.7 3.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 21 . . 4 4 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 59,438 : : Positions : : 31,196 40,649 14,185 4,550 4,728 2,658 4,101 175 4,399 3,544 1,406 : : : : Changes from: December 19, 2023 : : 87 -286 527 -30 -95 0 0 0 -720 175 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 68.4 23.9 7.7 8.0 4.5 6.9 0.3 7.4 6.0 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 19 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 24,040 : : Positions : : 14,470 18,070 2,755 4,705 1,140 1,975 0 0 3,700 0 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 75.2 11.5 19.6 4.7 8.2 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 75,025 : : Positions : : 44,834 48,848 11,996 12,855 2,180 75 0 0 5,185 604 836 : : : : Changes from: December 19, 2023 : : 490 400 -60 0 47 0 0 0 -130 -100 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 65.1 16.0 17.1 2.9 0.1 0.0 0.0 6.9 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 67,951 : : Positions : : 42,404 40,625 8,973 13,922 1,400 0 0 0 3,380 300 1,535 : : : : Changes from: December 19, 2023 : : 565 55 0 0 0 0 0 0 -610 -100 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 59.8 13.2 20.5 2.1 0.0 0.0 0.0 5.0 0.4 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 28,900 : : Positions : : 17,555 17,350 0 1,471 2,863 55 225 0 1,275 0 574 : : : : Changes from: December 19, 2023 : : 187 -533 -894 116 566 0 0 0 290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 60.0 0.0 5.1 9.9 0.2 0.8 0.0 4.4 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 26,099 : : Positions : : 17,338 15,928 0 1,486 2,278 55 225 0 395 0 779 : : : : Changes from: December 19, 2023 : : 0 -160 0 450 -116 0 0 0 255 -35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 61.0 0.0 5.7 8.7 0.2 0.9 0.0 1.5 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 26,546 : : Positions : : 19,205 16,805 405 8,036 180 220 275 95 4,941 0 42 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 63.3 1.5 30.3 0.7 0.8 1.0 0.4 18.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTR Open Interest is 23,513 : : Positions : : 15,570 18,325 795 4,065 0 245 0 70 5,145 0 42 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 77.9 3.4 17.3 0.0 1.0 0.0 0.3 21.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 47,360 : : Positions : : 29,180 27,394 13,070 2,996 1,024 338 1,713 62 0 10,319 870 : : : : Changes from: December 19, 2023 : : -55 105 0 -20 20 0 -50 0 0 -90 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 57.8 27.6 6.3 2.2 0.7 3.6 0.1 0.0 21.8 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 4 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 42,073 : : Positions : : 27,022 21,056 10,625 3,695 1,525 0 1,353 42 0 11,509 660 : : : : Changes from: December 19, 2023 : : -95 105 0 0 0 0 -50 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 50.0 25.3 8.8 3.6 0.0 3.2 0.1 0.0 27.4 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 21,824 : : Positions : : 16,821 15,423 907 1,680 3,399 0 108 0 2 0 50 : : : : Changes from: December 19, 2023 : : 20 0 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 70.7 4.2 7.7 15.6 0.0 0.5 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 38,363 : : Positions : : 18,236 33,303 2,831 701 1,839 1,493 135 25 11,194 0 17 : : : : Changes from: December 19, 2023 : : 120 900 -720 0 720 -50 0 0 1,550 0 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 86.8 7.4 1.8 4.8 3.9 0.4 0.1 29.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 35,611 : : Positions : : 14,974 31,281 5,756 764 401 993 115 25 9,999 0 130 : : : : Changes from: December 19, 2023 : : 120 900 -720 0 0 -50 0 0 1,550 0 -480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 87.8 16.2 2.1 1.1 2.8 0.3 0.1 28.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 100,194 : : Positions : : 43,210 48,609 29,413 28,828 2,296 725 0 475 11,800 7,489 46 : : : : Changes from: December 19, 2023 : : 190 -84 100 450 0 0 0 0 0 -76 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 48.5 29.4 28.8 2.3 0.7 0.0 0.5 11.8 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 4 . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 98,484 : : Positions : : 38,306 47,023 29,878 27,656 2,316 725 391 475 13,330 6,867 262 : : : : Changes from: December 19, 2023 : : 200 -124 50 500 -50 0 0 0 50 -76 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 47.7 30.3 28.1 2.4 0.7 0.4 0.5 13.5 7.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 5 . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.APS_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DMZ Open Interest is 15,226 : : Positions : : 12,937 12,280 210 1,167 225 0 0 0 425 855 114 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 80.7 1.4 7.7 1.5 0.0 0.0 0.0 2.8 5.6 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 19,693 : : Positions : : 9,063 14,075 1,980 753 1,438 445 600 75 3,175 0 869 : : : : Changes from: December 19, 2023 : : 0 60 0 0 0 0 0 0 55 -5 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 71.5 10.1 3.8 7.3 2.3 3.0 0.4 16.1 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 19,360 : : Positions : : 8,538 13,705 2,145 838 1,305 445 600 75 3,180 0 866 : : : : Changes from: December 19, 2023 : : 0 60 0 0 0 0 0 0 60 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 70.8 11.1 4.3 6.7 2.3 3.1 0.4 16.4 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 19,223 : : Positions : : 18,077 2,576 465 11,965 185 0 0 0 0 4,412 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 13.4 2.4 62.2 1.0 0.0 0.0 0.0 0.0 23.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 18,917 : : Positions : : 17,792 2,455 465 11,935 200 0 0 0 0 4,182 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 13.0 2.5 63.1 1.1 0.0 0.0 0.0 0.0 22.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 29,455 : : Positions : : 19,599 9,440 1,940 16,099 1,333 2,125 0 295 1,680 0 219 : : : : Changes from: December 19, 2023 : : 120 0 0 0 0 0 0 0 -120 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 32.0 6.6 54.7 4.5 7.2 0.0 1.0 5.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 29,340 : : Positions : : 20,019 10,050 1,940 14,879 1,528 1,180 0 560 1,595 0 234 : : : : Changes from: December 19, 2023 : : 120 0 0 0 0 0 0 0 -120 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 34.3 6.6 50.7 5.2 4.0 0.0 1.9 5.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 28,996 : : Positions : : 23,534 16,558 119 8,420 1,400 0 0 0 2,329 1,780 75 : : : : Changes from: December 19, 2023 : : 180 0 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 57.1 0.4 29.0 4.8 0.0 0.0 0.0 8.0 6.1 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 25,152 : : Positions : : 21,414 11,359 10 11,076 697 0 0 0 1,730 1,495 0 : : : : Changes from: December 19, 2023 : : 180 0 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 45.2 0.0 44.0 2.8 0.0 0.0 0.0 6.9 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 6 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 15,886 : : Positions : : 13,400 9,600 385 3,206 289 25 950 0 50 1,020 290 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.4 2.4 20.2 1.8 0.2 6.0 0.0 0.3 6.4 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 15,801 : : Positions : : 13,490 9,510 320 3,321 210 25 950 0 50 1,020 290 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.2 2.0 21.0 1.3 0.2 6.0 0.0 0.3 6.5 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 44,154 : : Positions : : 18,583 31,325 15,883 8,070 490 0 290 0 6,042 0 0 : : : : Changes from: December 19, 2023 : : -19 101 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 70.9 36.0 18.3 1.1 0.0 0.7 0.0 13.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 40,650 : : Positions : : 16,222 29,604 16,138 5,675 700 0 640 0 5,972 1,800 0 : : : : Changes from: December 19, 2023 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 72.8 39.7 14.0 1.7 0.0 1.6 0.0 14.7 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 . 6 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 129,303 : : Positions : : 89,292 106,341 32,938 4,918 2,300 180 5,580 0 370 5,892 781 : : : : Changes from: December 19, 2023 : : 50 -120 0 70 155 0 200 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 82.2 25.5 3.8 1.8 0.1 4.3 0.0 0.3 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 11 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 117,143 : : Positions : : 80,204 93,426 31,306 6,477 1,229 180 5,880 0 0 6,342 305 : : : : Changes from: December 19, 2023 : : 75 -95 0 70 70 0 200 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 79.8 26.7 5.5 1.0 0.2 5.0 0.0 0.0 5.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 13,008 : : Positions : : 8,842 6,793 2,203 3,970 795 0 0 0 0 1,090 0 : : : : Changes from: December 19, 2023 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 52.2 16.9 30.5 6.1 0.0 0.0 0.0 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 5 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 12,407 : : Positions : : 8,325 6,185 2,017 4,130 667 0 0 0 0 1,090 0 : : : : Changes from: December 19, 2023 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 49.9 16.3 33.3 5.4 0.0 0.0 0.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 27,887 : : Positions : : 24,267 8,265 1,390 15,848 165 0 75 0 35 1,936 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 29.6 5.0 56.8 0.6 0.0 0.3 0.0 0.1 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 27,677 : : Positions : : 24,404 8,165 1,270 16,015 60 0 75 0 40 1,996 0 : : : : Changes from: December 19, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 29.5 4.6 57.9 0.2 0.0 0.3 0.0 0.1 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 44,421 : : Positions : : 33,262 19,151 5,130 17,922 1,552 600 0 0 860 2,631 571 : : : : Changes from: December 19, 2023 : : -40 50 0 60 -15 0 0 0 0 -150 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 43.1 11.5 40.3 3.5 1.4 0.0 0.0 1.9 5.9 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 46,515 : : Positions : : 34,351 21,790 5,379 17,090 1,896 600 0 0 860 2,513 692 : : : : Changes from: December 19, 2023 : : -45 50 -60 0 55 0 0 0 0 -150 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 46.8 11.6 36.7 4.1 1.3 0.0 0.0 1.8 5.4 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 58,757 : : Positions : : 38,273 36,468 7,272 9,564 2,547 920 50 0 4,505 4,994 0 : : : : Changes from: December 19, 2023 : : 360 -110 0 0 0 0 0 0 0 470 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 62.1 12.4 16.3 4.3 1.6 0.1 0.0 7.7 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 12 . 5 6 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 55,849 : : Positions : : 37,567 33,521 4,750 8,664 2,659 600 50 0 3,982 4,774 0 : : : : Changes from: December 19, 2023 : : 420 -50 0 0 0 0 0 0 0 470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 60.0 8.5 15.5 4.8 1.1 0.1 0.0 7.1 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 13 . 5 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 213,896 : : Positions : : 121,412 117,761 20,545 21,421 8,596 1,725 1,390 845 10,793 13,930 2,479 : : : : Changes from: December 19, 2023 : : 304 -1,106 -700 1,190 -416 200 0 100 280 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 55.1 9.6 10.0 4.0 0.8 0.6 0.4 5.0 6.5 1.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 29 4 6 8 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 204,466 : : Positions : : 111,966 118,250 17,551 9,580 13,952 3,370 1,070 735 9,110 13,124 2,779 : : : : Changes from: December 19, 2023 : : 2,180 -836 -1,140 700 -302 200 0 40 -1,170 206 602 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 57.8 8.6 4.7 6.8 1.6 0.5 0.4 4.5 6.4 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 30 5 5 8 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 19,802 : : Positions : : 13,755 11,397 1,715 3,593 347 0 60 0 100 510 0 : : : : Changes from: December 19, 2023 : : -690 110 800 0 -650 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 57.6 8.7 18.1 1.8 0.0 0.3 0.0 0.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJZ Open Interest is 20,115 : : Positions : : 14,111 10,637 2,184 5,018 456 25 0 0 100 760 0 : : : : Changes from: December 19, 2023 : : -180 60 240 0 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 52.9 10.9 24.9 2.3 0.1 0.0 0.0 0.5 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 61,705 : : Positions : : 38,277 36,372 6,638 10,006 6,400 0 500 0 2,419 100 201 : : : : Changes from: December 19, 2023 : : -300 24 0 -400 -50 0 0 0 -76 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 58.9 10.8 16.2 10.4 0.0 0.8 0.0 3.9 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 59,609 : : Positions : : 37,524 36,451 3,819 6,084 8,044 0 496 175 1,858 100 277 : : : : Changes from: December 19, 2023 : : -344 -20 186 -214 -82 0 0 0 -76 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 61.2 6.4 10.2 13.5 0.0 0.8 0.3 3.1 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,843 : : Positions : : 28,627 37,543 11,540 2,005 1,566 0 500 0 230 0 155 : : : : Changes from: December 19, 2023 : : -32 -252 -60 160 -56 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 83.7 25.7 4.5 3.5 0.0 1.1 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 5 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,158 : : Positions : : 28,701 37,525 10,746 450 1,377 0 1,295 30 230 0 155 : : : : Changes from: December 19, 2023 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 83.1 23.8 1.0 3.0 0.0 2.9 0.1 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 5 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 213,455 : : Positions : : 121,565 97,678 19,189 31,080 23,427 975 0 90 150 13,299 5,311 : : : : Changes from: December 19, 2023 : : -1,018 552 450 -1,170 -175 0 0 0 0 50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 45.8 9.0 14.6 11.0 0.5 0.0 0.0 0.1 6.2 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 26 5 . 7 . 0 . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 163,538 : : Positions : : 86,194 92,989 11,062 12,395 21,728 1,377 0 105 10,955 4,414 1,611 : : : : Changes from: December 19, 2023 : : -567 2,489 -157 -1,357 -38 0 0 0 456 -1,400 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 56.9 6.8 7.6 13.3 0.8 0.0 0.1 6.7 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 26 4 4 8 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 86,720 : : Positions : : 60,961 47,034 1,935 18,239 8,885 1,035 250 0 2,425 833 89 : : : : Changes from: December 19, 2023 : : -102 -400 0 300 0 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 54.2 2.2 21.0 10.2 1.2 0.3 0.0 2.8 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 78,819 : : Positions : : 57,764 43,580 2,455 16,114 6,730 735 250 0 0 650 0 : : : : Changes from: December 19, 2023 : : -30 -330 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 55.3 3.1 20.4 8.5 0.9 0.3 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 4 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #064IAZ Open Interest is 12,688 : : Positions : : 8,491 5,624 85 4,852 1,712 2,250 222 0 0 234 0 : : : : Changes from: December 19, 2023 : : 0 0 0 -300 300 0 132 -132 0 132 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 44.3 0.7 38.2 13.5 17.7 1.7 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 5 . 5 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 26, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 16,085 : : Positions : : 9,200 9,425 2,495 1,830 2,140 1,620 25 300 0 2,085 240 : : : : Changes from: December 19, 2023 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 58.6 15.5 11.4 13.3 10.1 0.2 1.9 0.0 13.0 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 29, 2023