Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 25,941 : : Positions : : 17,277 23,010 5,260 1,317 891 1,680 100 44 315 321 217 : : : : Changes from: December 26, 2023 : : -1,341 -1,689 -232 -190 -143 -241 0 -25 -2 53 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 88.7 20.3 5.1 3.4 6.5 0.4 0.2 1.2 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 18,669 : : Positions : : 11,689 13,112 1,953 2,268 2,070 1,407 751 1 1,204 150 317 : : : : Changes from: December 26, 2023 : : -1,493 -1,474 -78 -216 54 115 336 -20 93 -21 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 70.2 10.5 12.1 11.1 7.5 4.0 0.0 6.4 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 20 . . 4 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 188,053 : : Positions : : 114,904 134,721 10,417 8,437 17,262 13,636 6,421 8,686 17,313 6,732 5,667 : : : : Changes from: December 26, 2023 : : 2,818 926 -138 -337 517 -507 1,227 117 1,939 1,296 -1,255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.6 5.5 4.5 9.2 7.3 3.4 4.6 9.2 3.6 3.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 31 35 6 5 9 7 14 13 10 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 88,990 : : Positions : : 72,390 57,803 8,140 12,115 3,267 1,594 10,576 1,612 241 1,846 1,556 : : : : Changes from: December 26, 2023 : : 207 423 975 201 -339 -59 305 48 -38 354 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 65.0 9.1 13.6 3.7 1.8 11.9 1.8 0.3 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 21 24 . . 4 . 9 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 73,480 : : Positions : : 54,952 52,396 12,209 7,490 1,273 163 7,657 2,348 812 642 1,611 : : : : Changes from: December 26, 2023 : : 127 -5 180 334 -135 0 7 10 0 -29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 71.3 16.6 10.2 1.7 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 January 2, 2024 : 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 48,913 : : Positions : : 35,257 23,733 3,092 5,313 7,962 174 8,002 541 774 2,722 574 : : : : Changes from: December 26, 2023 : : 296 -850 -148 128 317 124 667 0 -324 3 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 48.5 6.3 10.9 16.3 0.4 16.4 1.1 1.6 5.6 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 5 4 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 62,012 : : Positions : : 41,237 28,510 8,693 6,615 9,342 94 14,408 59 1,022 1,793 1,063 : : : : Changes from: December 26, 2023 : : -155 -248 118 -33 -100 18 108 50 -151 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 46.0 14.0 10.7 15.1 0.2 23.2 0.1 1.6 2.9 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 20 21 6 . 8 . 8 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 61,755 : : Positions : : 44,783 26,260 10,028 21,858 2,483 0 694 0 3,161 9,948 491 : : : : Changes from: December 26, 2023 : : 11 379 22 -43 28 0 43 0 341 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 42.5 16.2 35.4 4.0 0.0 1.1 0.0 5.1 16.1 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 January 2, 2024 : 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 71,743 : : Positions : : 53,060 27,850 10,882 30,162 2,821 50 144 0 3,557 10,234 507 : : : : Changes from: December 26, 2023 : : 125 327 0 -2 0 0 18 0 218 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 38.8 15.2 42.0 3.9 0.1 0.2 0.0 5.0 14.3 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 16 6 4 8 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 33,684 : : Positions : : 23,063 29,320 9,196 420 1,085 35 0 75 95 2,675 0 : : : : Changes from: December 26, 2023 : : 430 100 -50 0 0 0 0 0 0 280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 87.0 27.3 1.2 3.2 0.1 0.0 0.2 0.3 7.9 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 January 2, 2024 : 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 31,603 : : Positions : : 25,138 24,414 2,998 3,261 3,046 0 198 0 0 438 56 : : : : Changes from: December 26, 2023 : : -252 235 25 8 0 0 0 0 0 -470 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 77.3 9.5 10.3 9.6 0.0 0.6 0.0 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 26, 2023 : : 0 0 0 0 0 0 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 0 0 0 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 January 2, 2024 : 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 179,762 : : Positions : : 90,984 98,021 30,232 43,515 20,284 25,326 1,176 4,124 2,369 7,041 5,346 : : : : Changes from: December 26, 2023 : : -76 965 -72 723 -127 495 115 111 -75 -1,588 318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 54.5 16.8 24.2 11.3 14.1 0.7 2.3 1.3 3.9 3.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 32 34 . . 6 9 5 7 4 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 26, 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 January 2, 2024 : 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 26, 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 January 2, 2024 : 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 34,047 : : Positions : : 12,776 21,931 19,320 5,079 838 0 4,818 0 721 1,120 120 : : : : Changes from: December 26, 2023 : : -30 19 -25 0 0 0 -25 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 64.4 56.7 14.9 2.5 0.0 14.2 0.0 2.1 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 30,798 : : Positions : : 14,871 18,911 13,866 4,714 920 0 4,818 0 721 1,120 120 : : : : Changes from: December 26, 2023 : : -30 19 -25 0 0 0 -25 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 61.4 45.0 15.3 3.0 0.0 15.6 0.0 2.3 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 122,867 : : Positions : : 61,871 88,222 29,690 19,396 8,364 16,499 2,246 956 4,172 2,121 222 : : : : Changes from: December 26, 2023 : : 149 1,110 -120 382 -172 -25 24 -12 0 -1,775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 71.8 24.2 15.8 6.8 13.4 1.8 0.8 3.4 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 20 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 36,993 : : Positions : : 24,706 32,423 10,790 675 900 0 75 0 315 2,753 70 : : : : Changes from: December 26, 2023 : : 440 10 -45 -50 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 87.6 29.2 1.8 2.4 0.0 0.2 0.0 0.9 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 36,717 : : Positions : : 28,181 31,154 3,958 531 3,068 0 1,277 50 880 244 189 : : : : Changes from: December 26, 2023 : : -148 317 1 16 -9 0 -4 0 30 -451 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 84.8 10.8 1.4 8.4 0.0 3.5 0.1 2.4 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 33,738 : : Positions : : 24,532 25,216 6,061 3,458 699 0 3,272 0 2,325 716 0 : : : : Changes from: December 26, 2023 : : 362 26 0 10 0 0 162 0 0 166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 74.7 18.0 10.2 2.1 0.0 9.7 0.0 6.9 2.1 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 January 2, 2024 : 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 32,868 : : Positions : : 20,956 29,557 8,394 1,470 645 50 130 0 2,572 685 4 : : : : Changes from: December 26, 2023 : : 171 27 35 0 0 0 0 0 1 185 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 89.9 25.5 4.5 2.0 0.2 0.4 0.0 7.8 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 14 6 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 78,937 : : Positions : : 65,252 62,868 9,333 6,793 1,686 0 3,899 438 137 1,261 1,654 : : : : Changes from: December 26, 2023 : : 280 242 -70 -291 406 0 -256 78 -367 210 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 79.6 11.8 8.6 2.1 0.0 4.9 0.6 0.2 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 21 25 4 6 6 0 5 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 105,557 : : Positions : : 86,425 85,987 10,129 6,907 1,958 132 7,243 1,467 4,045 508 934 : : : : Changes from: December 26, 2023 : : 322 833 575 -40 -321 -17 -361 136 -385 -5 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 81.5 9.6 6.5 1.9 0.1 6.9 1.4 3.8 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 23 26 5 5 8 4 13 4 8 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 44,216 : : Positions : : 29,997 31,664 12,568 6,320 278 773 5,140 422 0 181 80 : : : : Changes from: December 26, 2023 : : 79 82 20 -19 19 32 51 5 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 71.6 28.4 14.3 0.6 1.7 11.6 1.0 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 January 2, 2024 : 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 42,646 : : Positions : : 29,471 27,831 12,682 9,047 270 50 4,577 3 0 900 15 : : : : Changes from: December 26, 2023 : : 300 90 -60 0 0 -75 75 3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 65.3 29.7 21.2 0.6 0.1 10.7 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 58,800 : : Positions : : 50,656 38,917 4,632 13,071 1,857 0 2,455 1,005 0 891 60 : : : : Changes from: December 26, 2023 : : -315 -69 145 22 108 0 -40 20 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 66.2 7.9 22.2 3.2 0.0 4.2 1.7 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . . 5 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 65,101 : : Positions : : 55,237 41,032 3,545 11,451 4,613 30 4,505 900 0 2,364 71 : : : : Changes from: December 26, 2023 : : -278 -240 85 5 -48 0 52 0 0 -16 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 63.0 5.4 17.6 7.1 0.0 6.9 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 January 2, 2024 : 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 40,034 : : Positions : : 37,090 36,128 2,011 621 212 65 469 25 0 1,946 248 : : : : Changes from: December 26, 2023 : : 130 -77 -44 0 20 20 -93 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 90.2 5.0 1.6 0.5 0.2 1.2 0.1 0.0 4.9 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 31,648 : : Positions : : 29,013 30,541 1,787 202 248 35 143 0 160 50 304 : : : : Changes from: December 26, 2023 : : 67 42 0 -10 10 5 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 96.5 5.6 0.6 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 January 2, 2024 : 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 32,022 : : Positions : : 23,614 19,837 5,450 7,268 635 1,155 1,893 462 100 1,651 168 : : : : Changes from: December 26, 2023 : : 211 783 589 58 2 19 15 0 10 -5 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 61.9 17.0 22.7 2.0 3.6 5.9 1.4 0.3 5.2 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 20 21 4 4 4 . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 22,099 : : Positions : : 15,903 12,891 4,506 5,606 496 0 1,114 180 0 910 300 : : : : Changes from: December 26, 2023 : : 48 587 634 -12 0 0 119 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 58.3 20.4 25.4 2.2 0.0 5.0 0.8 0.0 4.1 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 4 . . 0 6 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 10,693 : : Positions : : 3,985 9,450 5,288 118 1,030 0 0 0 335 0 0 : : : : Changes from: December 26, 2023 : : -690 -1,193 -440 89 -89 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 88.4 49.5 1.1 9.6 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 7,900 : : Positions : : 2,405 7,855 5,125 0 0 0 25 0 130 0 0 : : : : Changes from: December 26, 2023 : : -731 -983 -560 0 0 0 -114 0 -36 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 99.4 64.9 0.0 0.0 0.0 0.3 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 26, 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 January 2, 2024 : 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 26, 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 0 0 0 0 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 0 0 0 0 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 84,667 : : Positions : : 53,579 58,494 9,433 12,211 4,398 2,075 3,011 953 13,142 4,642 783 : : : : Changes from: December 26, 2023 : : 556 -105 -10 294 0 72 -21 -92 349 684 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 69.1 11.1 14.4 5.2 2.5 3.6 1.1 15.5 5.5 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 January 2, 2024 : 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 95,315 : : Positions : : 61,115 60,878 11,373 13,435 3,856 2,923 6,481 533 14,349 9,187 677 : : : : Changes from: December 26, 2023 : : 1,710 308 125 226 5 52 99 0 280 1,415 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 63.9 11.9 14.1 4.0 3.1 6.8 0.6 15.1 9.6 0.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 33 31 . 8 9 4 8 4 9 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 357,498 : : Positions : : 187,918 205,122 36,297 15,906 34,458 39,286 29,057 20,885 10,058 23,351 28,201 : : : : Changes from: December 26, 2023 : : 1,921 -344 -1,038 -59 -1,154 93 -342 -1,580 -818 -1,879 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 57.4 10.2 4.4 9.6 11.0 8.1 5.8 2.8 6.5 7.9 : : : : Number of Traders in Each Category Total Traders: 118 : : 42 39 7 5 9 14 19 13 18 10 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 18,272 : : Positions : : 15,343 5,632 287 6,121 873 130 3,507 0 1,234 2,063 52 : : : : Changes from: December 26, 2023 : : 50 0 92 0 52 0 47 0 0 178 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 30.8 1.6 33.5 4.8 0.7 19.2 0.0 6.8 11.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 8 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 16,792 : : Positions : : 13,777 5,638 757 5,775 933 130 2,759 0 925 1,611 52 : : : : Changes from: December 26, 2023 : : 50 0 175 0 -36 0 47 0 0 178 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 33.6 4.5 34.4 5.6 0.8 16.4 0.0 5.5 9.6 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 January 2, 2024 : 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 6,760 : : Positions : : 3,105 3,565 740 560 250 246 50 154 1,040 1,250 555 : : : : Changes from: December 26, 2023 : : 1,240 1,405 325 560 235 246 25 129 385 410 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 52.7 10.9 8.3 3.7 3.6 0.7 2.3 15.4 18.5 8.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 17 . . . . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 59,314 : : Positions : : 43,236 35,284 2,459 7,374 5,912 1,856 2,087 2,068 1,180 3,993 2,245 : : : : Changes from: December 26, 2023 : : 16 -14 -25 20 0 0 0 0 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 59.5 4.1 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 January 2, 2024 : 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 59,451 : : Positions : : 31,528 40,532 14,168 4,550 4,518 2,658 4,101 175 4,384 3,994 1,301 : : : : Changes from: December 26, 2023 : : 332 -117 -17 0 -210 0 0 0 -15 450 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 68.2 23.8 7.7 7.6 4.5 6.9 0.3 7.4 6.7 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 19 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 26, 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 74,930 : : Positions : : 44,884 48,758 11,986 12,975 2,060 75 0 0 5,175 604 961 : : : : Changes from: December 26, 2023 : : 50 -90 -10 120 -120 0 0 0 -10 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 65.1 16.0 17.3 2.7 0.1 0.0 0.0 6.9 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,227 : : Positions : : 42,724 40,750 8,963 14,042 1,280 0 0 0 3,315 300 1,736 : : : : Changes from: December 26, 2023 : : 320 125 -10 120 -120 0 0 0 -65 0 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 59.7 13.1 20.6 1.9 0.0 0.0 0.0 4.9 0.4 2.5 : : : : 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 29,215 : : Positions : : 17,585 17,695 0 1,471 2,863 55 225 0 1,230 0 574 : : : : Changes from: December 26, 2023 : : 30 345 0 0 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 60.6 0.0 5.0 9.8 0.2 0.8 0.0 4.2 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 26,464 : : Positions : : 17,418 16,323 0 1,486 2,278 55 225 0 365 15 764 : : : : Changes from: December 26, 2023 : : 80 395 0 0 0 0 0 0 -30 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 61.7 0.0 5.6 8.6 0.2 0.9 0.0 1.4 0.1 2.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 26,536 : : Positions : : 19,080 16,855 405 7,961 245 220 275 95 5,041 0 31 : : : : Changes from: December 26, 2023 : : -125 50 0 -75 65 0 0 0 100 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 63.5 1.5 30.0 0.9 0.8 1.0 0.4 19.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 23,478 : : Positions : : 15,445 18,375 795 3,990 40 245 0 70 5,245 0 31 : : : : Changes from: December 26, 2023 : : -125 50 0 -75 40 0 0 0 100 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 78.3 3.4 17.0 0.2 1.0 0.0 0.3 22.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 47,334 : : Positions : : 28,840 27,254 13,670 3,596 748 338 1,713 62 0 10,119 826 : : : : Changes from: December 26, 2023 : : -340 -140 600 600 -276 0 0 0 0 -200 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 57.6 28.9 7.6 1.6 0.7 3.6 0.1 0.0 21.4 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 41,727 : : Positions : : 26,722 20,956 11,225 4,295 949 0 1,353 42 0 11,309 660 : : : : Changes from: December 26, 2023 : : -300 -100 600 600 -576 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 50.2 26.9 10.3 2.3 0.0 3.2 0.1 0.0 27.1 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 January 2, 2024 : 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 : : 16,771 15,373 907 1,680 3,399 0 108 0 2 0 50 : : : : Changes from: December 26, 2023 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 70.4 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 January 2, 2024 : 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 38,857 : : Positions : : 19,011 33,203 2,751 816 1,774 1,493 135 25 10,514 0 161 : : : : Changes from: December 26, 2023 : : 775 -100 -80 115 -65 0 0 0 -680 0 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 85.4 7.1 2.1 4.6 3.8 0.3 0.1 27.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 35,711 : : Positions : : 15,159 31,051 5,681 764 441 993 115 25 9,659 0 338 : : : : Changes from: December 26, 2023 : : 185 -230 -75 0 40 0 0 0 -340 0 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 87.0 15.9 2.1 1.2 2.8 0.3 0.1 27.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 100,459 : : Positions : : 43,170 48,984 29,663 28,598 2,416 725 0 475 11,735 7,489 46 : : : : Changes from: December 26, 2023 : : -40 375 250 -230 120 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 48.8 29.5 28.5 2.4 0.7 0.0 0.5 11.7 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 January 2, 2024 : 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 98,649 : : Positions : : 38,266 47,503 30,028 27,221 2,436 725 391 475 13,265 6,867 262 : : : : Changes from: December 26, 2023 : : -40 480 150 -435 120 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 48.2 30.4 27.6 2.5 0.7 0.4 0.5 13.4 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 January 2, 2024 : 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 15,236 : : Positions : : 12,937 12,290 210 1,167 225 0 0 0 425 855 114 : : : : Changes from: December 26, 2023 : : 0 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 21,977 : : Positions : : 10,953 16,250 2,025 753 1,423 445 700 75 3,505 0 809 : : : : Changes from: December 26, 2023 : : 1,890 2,175 45 0 -15 0 100 0 330 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 73.9 9.2 3.4 6.5 2.0 3.2 0.3 15.9 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 19,799 : : Positions : : 9,238 14,090 2,145 793 1,335 445 700 75 2,910 0 806 : : : : Changes from: December 26, 2023 : : 700 385 0 -45 30 0 100 0 -270 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 71.2 10.8 4.0 6.7 2.2 3.5 0.4 14.7 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 21,148 : : Positions : : 20,002 2,576 465 13,890 185 0 0 0 0 4,412 0 : : : : Changes from: December 26, 2023 : : 1,925 0 0 1,925 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 12.2 2.2 65.7 0.9 0.0 0.0 0.0 0.0 20.9 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,842 : : Positions : : 19,717 2,455 465 13,860 200 0 0 0 0 4,182 0 : : : : Changes from: December 26, 2023 : : 1,925 0 0 1,925 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 11.8 2.2 66.5 1.0 0.0 0.0 0.0 0.0 20.1 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 January 2, 2024 : 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 29,605 : : Positions : : 19,784 9,590 1,940 16,099 1,333 2,125 0 295 1,780 0 219 : : : : Changes from: December 26, 2023 : : 185 150 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 32.4 6.6 54.4 4.5 7.2 0.0 1.0 6.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 29,490 : : Positions : : 20,204 10,200 1,940 14,879 1,528 1,180 0 560 1,695 0 234 : : : : Changes from: December 26, 2023 : : 185 150 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 34.6 6.6 50.5 5.2 4.0 0.0 1.9 5.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 29,066 : : Positions : : 23,654 16,458 69 8,660 1,400 0 0 0 2,329 1,710 75 : : : : Changes from: December 26, 2023 : : 120 -100 -50 240 0 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 56.6 0.2 29.8 4.8 0.0 0.0 0.0 8.0 5.9 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 January 2, 2024 : 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 25,272 : : Positions : : 21,534 11,259 10 11,366 697 0 0 0 1,730 1,425 0 : : : : Changes from: December 26, 2023 : : 120 -100 0 290 0 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 44.6 0.0 45.0 2.8 0.0 0.0 0.0 6.8 5.6 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 January 2, 2024 : 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 15,406 : : Positions : : 12,960 9,060 385 3,206 289 25 950 0 50 1,120 250 : : : : Changes from: December 26, 2023 : : -440 -540 0 0 0 0 0 0 0 100 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 58.8 2.5 20.8 1.9 0.2 6.2 0.0 0.3 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 15,321 : : Positions : : 13,050 8,970 320 3,321 210 25 950 0 50 1,120 250 : : : : Changes from: December 26, 2023 : : -440 -540 0 0 0 0 0 0 0 100 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 58.5 2.1 21.7 1.4 0.2 6.2 0.0 0.3 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : 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 43,479 : : Positions : : 17,443 32,115 15,883 6,145 650 0 290 0 6,047 0 0 : : : : Changes from: December 26, 2023 : : -1,140 790 0 -1,925 160 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 73.9 36.5 14.1 1.5 0.0 0.7 0.0 13.9 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 January 2, 2024 : 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 40,750 : : Positions : : 15,592 30,934 16,138 3,750 1,095 0 640 0 6,007 1,800 0 : : : : Changes from: December 26, 2023 : : -630 1,330 0 -1,925 395 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 75.9 39.6 9.2 2.7 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 January 2, 2024 : 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 129,453 : : Positions : : 89,342 106,341 33,038 4,918 2,300 180 5,580 0 370 6,042 781 : : : : Changes from: December 26, 2023 : : 50 0 100 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 82.1 25.5 3.8 1.8 0.1 4.3 0.0 0.3 4.7 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 January 2, 2024 : 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 117,393 : : Positions : : 80,354 93,526 31,406 6,477 1,229 180 5,880 0 0 6,492 305 : : : : Changes from: December 26, 2023 : : 150 100 100 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 79.7 26.8 5.5 1.0 0.2 5.0 0.0 0.0 5.5 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 January 2, 2024 : 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 26, 2023 : : 0 0 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 January 2, 2024 : 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 26, 2023 : : 0 0 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 January 2, 2024 : 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 27,657 : : Positions : : 24,037 8,150 1,400 15,873 165 0 75 0 35 1,806 0 : : : : Changes from: December 26, 2023 : : -230 -115 10 25 0 0 0 0 0 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 29.5 5.1 57.4 0.6 0.0 0.3 0.0 0.1 6.5 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 January 2, 2024 : 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 27,447 : : Positions : : 24,174 8,050 1,280 16,040 60 0 75 0 40 1,866 0 : : : : Changes from: December 26, 2023 : : -230 -115 10 25 0 0 0 0 0 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 29.3 4.7 58.4 0.2 0.0 0.3 0.0 0.1 6.8 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 January 2, 2024 : 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 44,371 : : Positions : : 33,302 19,251 5,130 17,862 1,552 600 0 0 860 2,631 571 : : : : Changes from: December 26, 2023 : : 40 100 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 43.4 11.6 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 January 2, 2024 : 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 46,440 : : Positions : : 34,231 21,730 5,379 17,030 1,896 600 0 0 860 2,513 692 : : : : Changes from: December 26, 2023 : : -120 -60 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 46.8 11.6 36.7 4.1 1.3 0.0 0.0 1.9 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 January 2, 2024 : 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 58,782 : : Positions : : 38,298 36,433 7,272 9,624 2,522 920 50 0 4,505 4,994 0 : : : : Changes from: December 26, 2023 : : 25 -35 0 60 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 62.0 12.4 16.4 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 January 2, 2024 : 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 55,844 : : Positions : : 37,597 33,491 4,690 8,664 2,659 600 50 0 3,982 4,774 0 : : : : Changes from: December 26, 2023 : : 30 -30 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 60.0 8.4 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 January 2, 2024 : 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 215,272 : : Positions : : 121,317 116,716 20,755 21,501 8,531 1,725 1,290 845 9,963 14,280 3,204 : : : : Changes from: December 26, 2023 : : -95 -1,045 210 80 -65 0 -100 0 -830 350 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 54.2 9.6 10.0 4.0 0.8 0.6 0.4 4.6 6.6 1.5 : : : : 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 January 2, 2024 : 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 206,346 : : Positions : : 112,580 118,284 17,756 9,810 13,884 3,295 970 810 8,250 12,844 3,559 : : : : Changes from: December 26, 2023 : : 614 34 205 230 -68 -75 -100 75 -860 -280 780 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 57.3 8.6 4.8 6.7 1.6 0.5 0.4 4.0 6.2 1.7 : : : : 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 0 0 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 January 2, 2024 : 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 1,884 4,718 456 25 0 0 100 760 0 : : : : Changes from: December 26, 2023 : : 0 0 -300 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 52.9 9.4 23.5 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 January 2, 2024 : 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 61,985 : : Positions : : 38,307 36,372 6,888 10,286 6,400 0 500 0 2,419 100 201 : : : : Changes from: December 26, 2023 : : 30 0 250 280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 58.7 11.1 16.6 10.3 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 January 2, 2024 : 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 59,459 : : Positions : : 37,554 36,346 3,819 6,219 7,864 0 496 175 1,858 100 277 : : : : Changes from: December 26, 2023 : : 30 -105 0 135 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 61.1 6.4 10.5 13.2 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 January 2, 2024 : 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 26, 2023 : : 0 0 0 0 0 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 45,098 : : Positions : : 28,701 37,545 10,716 450 1,377 0 1,245 0 230 0 155 : : : : Changes from: December 26, 2023 : : 0 20 -30 0 0 0 -50 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 83.3 23.8 1.0 3.1 0.0 2.8 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 5 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 215,571 : : Positions : : 122,122 99,665 18,889 30,450 24,627 975 0 90 150 12,199 6,411 : : : : Changes from: December 26, 2023 : : 557 1,987 -300 -630 1,200 0 0 0 0 -1,100 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 46.2 8.8 14.1 11.4 0.5 0.0 0.0 0.1 5.7 3.0 : : : : 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 January 2, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 164,112 : : Positions : : 85,279 93,187 10,797 12,185 22,928 1,452 0 30 11,225 3,591 1,611 : : : : Changes from: December 26, 2023 : : -915 198 -265 -210 1,200 75 0 -75 270 -823 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 56.8 6.6 7.4 14.0 0.9 0.0 0.0 6.8 2.2 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 January 2, 2024 : 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 86,754 : : Positions : : 60,995 47,094 1,935 18,214 8,885 1,035 250 0 2,425 832 89 : : : : Changes from: December 26, 2023 : : 34 60 0 -25 0 0 0 0 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 54.3 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 January 2, 2024 : 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 78,854 : : Positions : : 57,799 43,640 2,455 16,089 6,730 735 250 0 0 650 0 : : : : Changes from: December 26, 2023 : : 35 60 0 -25 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 January 2, 2024 : 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 : : 8,501 5,624 85 4,852 1,712 2,240 222 0 0 234 0 : : : : Changes from: December 26, 2023 : : 10 0 0 0 0 -10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 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 January 2, 2024 : 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 15,985 : : Positions : : 9,100 9,325 2,495 1,830 2,140 1,620 25 300 0 2,085 240 : : : : Changes from: December 26, 2023 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 58.3 15.6 11.4 13.4 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 January 02, 2024