Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 26,681 : : Positions : : 17,267 23,309 5,977 1,340 763 1,901 75 63 145 699 232 : : : : Changes from: January 9, 2024 : : 95 -79 372 -10 -78 -192 25 19 -110 258 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 87.4 22.4 5.0 2.9 7.1 0.3 0.2 0.5 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 24 . . . 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 19,085 : : Positions : : 11,638 13,146 2,381 2,146 1,985 1,454 1,290 59 1,271 180 267 : : : : Changes from: January 9, 2024 : : -53 -509 192 -127 -65 -173 609 3 10 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 68.9 12.5 11.2 10.4 7.6 6.8 0.3 6.7 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . 5 . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 188,840 : : Positions : : 112,659 132,154 8,334 11,332 17,692 12,363 6,301 8,740 22,121 5,653 6,798 : : : : Changes from: January 9, 2024 : : -430 2,084 -959 1,022 1,316 -656 -1,531 88 4,009 360 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 70.0 4.4 6.0 9.4 6.5 3.3 4.6 11.7 3.0 3.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 29 31 5 6 9 9 10 13 9 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 84,284 : : Positions : : 68,277 53,900 8,080 12,734 2,908 1,482 9,428 1,688 611 2,318 1,061 : : : : Changes from: January 9, 2024 : : -1,700 -1,399 1,162 240 -216 30 46 5 -45 601 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 64.0 9.6 15.1 3.5 1.8 11.2 2.0 0.7 2.8 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 24 . . 4 . 8 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 70,171 : : Positions : : 50,975 49,741 11,705 8,309 981 344 6,095 3,058 1,130 75 1,866 : : : : Changes from: January 9, 2024 : : -1,987 -2,022 -262 185 90 74 -282 411 50 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 70.9 16.7 11.8 1.4 0.5 8.7 4.4 1.6 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 14 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 47,268 : : Positions : : 34,304 22,322 2,876 5,186 7,859 126 8,243 300 688 2,666 614 : : : : Changes from: January 9, 2024 : : 241 218 120 77 -102 -63 0 0 3 1 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 47.2 6.1 11.0 16.6 0.3 17.4 0.6 1.5 5.6 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 19 5 4 6 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 58,228 : : Positions : : 38,324 26,748 8,364 6,119 9,027 75 13,388 0 883 1,720 1,040 : : : : Changes from: January 9, 2024 : : 94 472 5 77 -37 25 -384 -25 43 -21 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 45.9 14.4 10.5 15.5 0.1 23.0 0.0 1.5 3.0 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 17 21 6 . 8 . 6 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 58,182 : : Positions : : 42,239 24,539 9,233 20,627 2,117 0 43 0 3,164 10,425 361 : : : : Changes from: January 9, 2024 : : 0 50 0 25 0 0 0 0 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 42.2 15.9 35.5 3.6 0.0 0.1 0.0 5.4 17.9 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 14 5 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 13,137 : : Positions : : 9,923 9,455 1,600 1,150 0 364 1,550 450 500 400 0 : : : : Changes from: January 9, 2024 : : 430 270 1,350 300 0 264 1,300 300 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 72.0 12.2 8.8 0.0 2.8 11.8 3.4 3.8 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 15 4 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 67,632 : : Positions : : 49,867 25,158 10,347 28,721 2,361 50 0 0 3,686 10,895 457 : : : : Changes from: January 9, 2024 : : 25 50 0 50 0 0 0 0 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 37.2 15.3 42.5 3.5 0.1 0.0 0.0 5.5 16.1 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 15 6 4 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 32,363 : : Positions : : 22,086 28,910 8,208 400 1,598 35 0 75 60 1,274 61 : : : : Changes from: January 9, 2024 : : 374 1,080 -1,000 0 688 0 0 0 0 -1,606 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 89.3 25.4 1.2 4.9 0.1 0.0 0.2 0.2 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 31,237 : : Positions : : 24,133 23,858 3,560 3,759 2,302 0 167 0 531 218 200 : : : : Changes from: January 9, 2024 : : 60 716 898 300 -570 0 0 0 389 97 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 76.4 11.4 12.0 7.4 0.0 0.5 0.0 1.7 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 27,481 : : Positions : : 19,444 18,784 1,956 3,535 3,492 2,460 0 0 0 1,490 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 68.4 7.1 12.9 12.7 9.0 0.0 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 26,977 : : Positions : : 19,001 17,980 2,436 6,235 2,472 2,460 0 0 300 50 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 66.6 9.0 23.1 9.2 9.1 0.0 0.0 1.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 175,936 : : Positions : : 85,132 97,774 35,485 41,347 17,410 24,247 1,604 5,158 3,348 8,363 4,067 : : : : Changes from: January 9, 2024 : : 281 1,501 4,199 524 -1,952 -326 403 1,295 416 2,130 -962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 55.6 20.2 23.5 9.9 13.8 0.9 2.9 1.9 4.8 2.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 32 4 . 6 10 5 7 5 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,236 : : Positions : : 21,033 14,712 10,823 9,204 2,700 0 6,930 0 0 1,500 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 41.8 30.7 26.1 7.7 0.0 19.7 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 33,282 : : Positions : : 18,049 15,618 12,113 7,404 2,400 0 6,180 0 0 1,500 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 46.9 36.4 22.2 7.2 0.0 18.6 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 32,745 : : Positions : : 12,172 20,449 17,989 5,173 708 0 4,344 88 781 720 720 : : : : Changes from: January 9, 2024 : : -4 66 -140 5 -3 0 -150 88 60 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 62.4 54.9 15.8 2.2 0.0 13.3 0.3 2.4 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 29,847 : : Positions : : 14,312 17,724 12,829 4,873 810 0 4,344 88 781 720 720 : : : : Changes from: January 9, 2024 : : -4 66 -140 5 56 0 -150 88 60 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 59.4 43.0 16.3 2.7 0.0 14.6 0.3 2.6 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 120,685 : : Positions : : 59,397 88,513 31,205 16,230 8,974 14,935 1,629 1,428 3,470 2,553 673 : : : : Changes from: January 9, 2024 : : -947 1,065 1,060 -1,785 654 -510 0 360 -50 60 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 73.3 25.9 13.4 7.4 12.4 1.3 1.2 2.9 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 22 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,081 : : Positions : : 23,453 31,297 9,487 650 1,668 0 75 0 200 1,240 70 : : : : Changes from: January 9, 2024 : : 251 1,000 -948 0 768 0 0 0 -50 -1,747 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 89.2 27.0 1.9 4.8 0.0 0.2 0.0 0.6 3.5 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 35,694 : : Positions : : 26,663 30,842 4,410 537 2,463 0 1,098 0 1,345 250 244 : : : : Changes from: January 9, 2024 : : -70 1,217 948 35 -610 0 -19 0 234 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 86.4 12.4 1.5 6.9 0.0 3.1 0.0 3.8 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 31,797 : : Positions : : 23,647 23,164 5,540 3,653 387 0 3,637 0 2,144 596 0 : : : : Changes from: January 9, 2024 : : 14 -21 0 0 0 0 35 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 72.8 17.4 11.5 1.2 0.0 11.4 0.0 6.7 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 14 5 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 30,755 : : Positions : : 20,015 27,797 7,575 1,345 564 50 100 0 2,349 585 4 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 90.4 24.6 4.4 1.8 0.2 0.3 0.0 7.6 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 14 6 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 77,637 : : Positions : : 64,176 62,231 8,293 6,627 1,403 0 4,263 428 1,480 872 1,502 : : : : Changes from: January 9, 2024 : : 677 667 -8 14 59 0 17 0 130 105 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 80.2 10.7 8.5 1.8 0.0 5.5 0.6 1.9 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 21 23 5 4 5 0 5 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 105,071 : : Positions : : 86,241 86,890 9,473 6,341 1,302 178 7,659 1,242 5,529 339 697 : : : : Changes from: January 9, 2024 : : 1,753 1,857 482 -76 -199 -75 494 43 224 56 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 82.7 9.0 6.0 1.2 0.2 7.3 1.2 5.3 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 23 24 4 5 6 . 9 5 10 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 43,178 : : Positions : : 28,962 31,219 12,534 5,894 437 636 4,900 422 0 100 80 : : : : Changes from: January 9, 2024 : : 110 897 540 -252 180 70 20 0 -60 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 72.3 29.0 13.7 1.0 1.5 11.3 1.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 40,684 : : Positions : : 27,862 26,810 12,265 8,471 240 25 4,375 3 0 720 65 : : : : Changes from: January 9, 2024 : : 369 999 0 -540 0 0 0 0 0 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 65.9 30.1 20.8 0.6 0.1 10.8 0.0 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 56,190 : : Positions : : 47,965 36,366 4,687 13,257 1,692 0 2,565 950 273 799 60 : : : : Changes from: January 9, 2024 : : 110 -35 -56 -11 33 0 5 -1 -95 11 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 64.7 8.3 23.6 3.0 0.0 4.6 1.7 0.5 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 4 . 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 62,148 : : Positions : : 52,053 37,926 3,219 11,699 4,843 0 4,072 907 325 2,441 116 : : : : Changes from: January 9, 2024 : : -221 -362 -80 -36 104 0 -179 0 -125 152 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 61.0 5.2 18.8 7.8 0.0 6.6 1.5 0.5 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 4 4 6 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 38,900 : : Positions : : 35,804 34,813 1,526 683 718 100 195 25 0 2,003 108 : : : : Changes from: January 9, 2024 : : 409 653 -228 5 518 60 -132 0 0 -174 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 89.5 3.9 1.8 1.8 0.3 0.5 0.1 0.0 5.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 32,197 : : Positions : : 29,094 30,714 1,685 355 387 91 50 0 174 50 252 : : : : Changes from: January 9, 2024 : : 460 294 -94 230 214 12 10 0 35 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 95.4 5.2 1.1 1.2 0.3 0.2 0.0 0.5 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 30,528 : : Positions : : 22,856 19,222 5,080 6,915 606 221 1,250 396 0 981 792 : : : : Changes from: January 9, 2024 : : 821 915 -8 -35 23 -162 -31 -10 0 -175 232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 63.0 16.6 22.7 2.0 0.7 4.1 1.3 0.0 3.2 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 4 . . . 4 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 22,655 : : Positions : : 16,702 13,403 4,256 5,615 470 0 916 180 0 1,065 300 : : : : Changes from: January 9, 2024 : : 1,424 1,391 4 -30 14 0 33 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 59.2 18.8 24.8 2.1 0.0 4.0 0.8 0.0 4.7 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 15 4 . . 0 6 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 11,103 : : Positions : : 4,150 9,790 5,333 163 1,030 0 0 0 540 0 0 : : : : Changes from: January 9, 2024 : : 0 5 13 163 -58 0 0 0 155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 88.2 48.0 1.5 9.3 0.0 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 8,095 : : Positions : : 2,500 8,050 5,225 0 0 0 25 0 130 0 0 : : : : Changes from: January 9, 2024 : : 75 100 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 99.4 64.5 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 16, 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 14,430 : : Positions : : 5,700 11,075 2,963 635 2,370 2,772 80 120 326 0 0 : : : : Changes from: January 9, 2024 : : 0 0 0 -100 0 -20 80 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 76.7 20.5 4.4 16.4 19.2 0.6 0.8 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 13,765 : : Positions : : 6,190 10,675 5,295 635 1,655 0 530 120 326 0 0 : : : : Changes from: January 9, 2024 : : 0 0 0 -100 0 -20 80 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 77.6 38.5 4.6 12.0 0.0 3.9 0.9 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 7 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 31,554 : : Positions : : 15,899 10,596 13,909 19,993 785 0 0 0 275 0 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 33.6 44.1 63.4 2.5 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 78,781 : : Positions : : 50,039 55,338 8,230 11,359 3,841 2,185 1,455 948 12,604 5,141 553 : : : : Changes from: January 9, 2024 : : -230 -51 -200 85 -395 0 -760 20 1 282 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 70.2 10.4 14.4 4.9 2.8 1.8 1.2 16.0 6.5 0.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 25 . 8 7 5 . 4 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 88,367 : : Positions : : 57,184 57,300 10,053 11,826 3,282 3,060 4,426 573 13,239 9,975 598 : : : : Changes from: January 9, 2024 : : 115 -237 -224 331 -349 0 -750 15 -31 525 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 64.8 11.4 13.4 3.7 3.5 5.0 0.6 15.0 11.3 0.7 : : : : Number of Traders in Each Category Total Traders: 74 : : 31 28 . 8 7 . 6 . 8 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 358,284 : : Positions : : 182,284 214,932 32,290 18,038 34,659 40,220 14,678 21,256 12,081 18,909 35,233 : : : : Changes from: January 9, 2024 : : -1,949 4,295 -1,040 452 1 -910 -4,736 1,088 -238 -4,562 6,878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 60.0 9.0 5.0 9.7 11.2 4.1 5.9 3.4 5.3 9.8 : : : : Number of Traders in Each Category Total Traders: 106 : : 41 37 7 5 9 14 12 16 16 8 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 17,468 : : Positions : : 14,744 4,855 307 6,135 778 70 3,697 0 1,165 1,913 66 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 27.8 1.8 35.1 4.5 0.4 21.2 0.0 6.7 11.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 6 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 15,797 : : Positions : : 13,131 4,616 652 5,887 794 70 2,949 0 871 1,461 66 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 29.2 4.1 37.3 5.0 0.4 18.7 0.0 5.5 9.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 6 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IA Open Interest is 7,891 : : Positions : : 3,970 3,705 1,190 800 125 150 1,265 266 795 910 265 : : : : Changes from: January 9, 2024 : : 1,930 1,550 750 425 100 -70 560 211 205 385 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 47.0 15.1 10.1 1.6 1.9 16.0 3.4 10.1 11.5 3.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 15 . . . . 5 . 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 28,124 : : Positions : : 18,275 11,655 2,465 2,050 765 1,153 2,485 1,290 2,380 8,163 1,045 : : : : Changes from: January 9, 2024 : : 6,045 3,170 985 805 -395 848 725 332 -670 2,833 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 41.4 8.8 7.3 2.7 4.1 8.8 4.6 8.5 29.0 3.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 31 28 4 . 5 5 5 6 12 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 58,507 : : Positions : : 42,498 35,047 2,700 7,497 5,694 1,827 1,915 2,068 1,158 3,737 2,177 : : : : Changes from: January 9, 2024 : : 163 187 30 0 0 26 0 -5 0 40 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 59.9 4.6 12.8 9.7 3.1 3.3 3.5 2.0 6.4 3.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 19 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 56,273 : : Positions : : 29,999 39,017 13,166 4,779 3,938 2,528 3,927 195 4,274 2,345 1,665 : : : : Changes from: January 9, 2024 : : 298 8 5 5 11 -30 50 0 -45 255 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 69.3 23.4 8.5 7.0 4.5 7.0 0.3 7.6 4.2 3.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 18 . . 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 23,200 : : Positions : : 13,960 17,190 2,700 4,630 1,140 1,800 0 0 3,600 0 0 : : : : Changes from: January 9, 2024 : : 0 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 74.1 11.6 20.0 4.9 7.8 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 70,722 : : Positions : : 42,327 45,898 10,545 11,985 1,760 50 0 0 5,140 605 960 : : : : Changes from: January 9, 2024 : : 565 25 -540 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 64.9 14.9 16.9 2.5 0.1 0.0 0.0 7.3 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 65,834 : : Positions : : 41,264 41,252 8,155 12,995 967 0 0 0 4,885 300 873 : : : : Changes from: January 9, 2024 : : 753 213 -540 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 62.7 12.4 19.7 1.5 0.0 0.0 0.0 7.4 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 30,293 : : Positions : : 18,830 18,014 600 1,040 3,029 0 225 0 950 1,245 1,270 : : : : Changes from: January 9, 2024 : : 1,350 200 600 -300 400 0 0 0 -805 1,245 755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 59.5 2.0 3.4 10.0 0.0 0.7 0.0 3.1 4.1 4.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 28,012 : : Positions : : 18,304 16,488 250 560 2,893 0 225 0 400 1,525 1,195 : : : : Changes from: January 9, 2024 : : 1,000 0 250 -750 714 0 0 0 -475 1,525 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 58.9 0.9 2.0 10.3 0.0 0.8 0.0 1.4 5.4 4.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 26,051 : : Positions : : 18,385 17,140 575 7,551 200 180 300 70 5,486 0 15 : : : : Changes from: January 9, 2024 : : -300 0 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 65.8 2.2 29.0 0.8 0.7 1.2 0.3 21.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 45,125 : : Positions : : 25,997 28,360 13,715 3,524 663 302 1,698 2 0 6,226 1,361 : : : : Changes from: January 9, 2024 : : -227 1,873 0 0 0 -8 0 0 0 -2,108 535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 62.8 30.4 7.8 1.5 0.7 3.8 0.0 0.0 13.8 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 39,818 : : Positions : : 23,994 22,345 11,380 4,295 685 0 1,198 2 0 7,464 1,265 : : : : Changes from: January 9, 2024 : : -280 1,820 0 0 0 0 0 0 0 -2,100 605 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 56.1 28.6 10.8 1.7 0.0 3.0 0.0 0.0 18.7 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 37,743 : : Positions : : 21,063 30,669 2,341 1,117 1,573 1,518 0 0 6,451 0 1,554 : : : : Changes from: January 9, 2024 : : 1,195 -955 0 0 0 0 0 0 -2,153 0 1,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 81.3 6.2 3.0 4.2 4.0 0.0 0.0 17.1 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 16 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 34,058 : : Positions : : 16,284 28,035 5,031 684 476 1,018 80 0 5,964 0 2,033 : : : : Changes from: January 9, 2024 : : 987 -813 0 0 0 0 0 0 -1,800 0 1,494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 82.3 14.8 2.0 1.4 3.0 0.2 0.0 17.5 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 98,104 : : Positions : : 43,736 48,427 28,000 27,700 2,476 775 0 425 10,795 7,252 46 : : : : Changes from: January 9, 2024 : : 613 1,488 145 -730 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 49.4 28.5 28.2 2.5 0.8 0.0 0.4 11.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . 4 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 96,428 : : Positions : : 39,397 47,048 28,471 26,681 2,471 775 0 425 12,025 6,952 48 : : : : Changes from: January 9, 2024 : : 600 1,430 100 -730 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 48.8 29.5 27.7 2.6 0.8 0.0 0.4 12.5 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 4 . 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 14,177 : : Positions : : 12,080 11,540 195 1,160 180 0 0 0 420 700 114 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 81.4 1.4 8.2 1.3 0.0 0.0 0.0 3.0 4.9 0.8 : : : : 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 16, 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 21,989 : : Positions : : 11,425 17,138 2,645 692 948 290 600 0 3,335 0 766 : : : : Changes from: January 9, 2024 : : 50 30 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 77.9 12.0 3.1 4.3 1.3 2.7 0.0 15.2 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 19,954 : : Positions : : 9,668 14,963 2,805 765 1,005 290 600 0 2,735 0 766 : : : : Changes from: January 9, 2024 : : 50 30 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 75.0 14.1 3.8 5.0 1.5 3.0 0.0 13.7 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 25,898 : : Positions : : 24,833 6,156 420 15,510 180 0 0 0 0 3,902 0 : : : : Changes from: January 9, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 23.8 1.6 59.9 0.7 0.0 0.0 0.0 0.0 15.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 25,662 : : Positions : : 24,627 6,090 420 15,485 180 0 0 0 0 3,697 0 : : : : Changes from: January 9, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 23.7 1.6 60.3 0.7 0.0 0.0 0.0 0.0 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 30,020 : : Positions : : 19,165 9,770 1,670 16,285 1,445 2,660 100 295 2,850 0 86 : : : : Changes from: January 9, 2024 : : 25 125 -200 200 200 0 0 0 550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 32.5 5.6 54.2 4.8 8.9 0.3 1.0 9.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 29,820 : : Positions : : 19,555 10,380 1,670 15,120 1,620 1,800 100 440 2,765 0 101 : : : : Changes from: January 9, 2024 : : 25 125 -200 200 200 0 0 0 550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 34.8 5.6 50.7 5.4 6.0 0.3 1.5 9.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 34,236 : : Positions : : 28,983 18,108 299 12,279 1,155 0 0 0 2,034 1,665 135 : : : : Changes from: January 9, 2024 : : 1,069 170 0 899 -25 0 0 0 0 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 52.9 0.9 35.9 3.4 0.0 0.0 0.0 5.9 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 14,816 : : Positions : : 12,205 8,780 280 3,083 264 0 925 0 350 945 250 : : : : Changes from: January 9, 2024 : : -170 -5 0 -240 49 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 59.3 1.9 20.8 1.8 0.0 6.2 0.0 2.4 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 14,753 : : Positions : : 12,240 8,755 320 3,183 185 0 925 0 350 945 250 : : : : Changes from: January 9, 2024 : : -175 -10 0 -240 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 59.3 2.2 21.6 1.3 0.0 6.3 0.0 2.4 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 42,274 : : Positions : : 16,420 32,421 15,517 4,445 1,540 0 200 0 5,332 0 0 : : : : Changes from: January 9, 2024 : : -344 2,531 700 -1,550 940 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 76.7 36.7 10.5 3.6 0.0 0.5 0.0 12.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 17 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 39,210 : : Positions : : 13,964 30,205 16,312 2,585 1,525 0 500 0 5,317 1,500 0 : : : : Changes from: January 9, 2024 : : -444 1,626 1,230 -1,020 445 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 77.0 41.6 6.6 3.9 0.0 1.3 0.0 13.6 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 125,722 : : Positions : : 87,208 103,581 31,597 4,840 2,252 50 5,685 0 337 5,147 781 : : : : Changes from: January 9, 2024 : : 615 0 0 900 -125 0 0 0 0 -215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 82.4 25.1 3.8 1.8 0.0 4.5 0.0 0.3 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 9 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 114,265 : : Positions : : 78,946 91,281 30,024 6,402 1,228 50 5,985 0 0 5,592 305 : : : : Changes from: January 9, 2024 : : 615 0 0 900 -281 0 0 0 0 -215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.9 26.3 5.6 1.1 0.0 5.2 0.0 0.0 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 9 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 12,218 : : Positions : : 8,282 6,511 2,082 3,740 772 0 0 0 0 900 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 53.3 17.0 30.6 6.3 0.0 0.0 0.0 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 5 . 5 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 11,772 : : Positions : : 7,900 5,985 1,888 3,940 667 0 0 0 0 900 0 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 50.8 16.0 33.5 5.7 0.0 0.0 0.0 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 27,700 : : Positions : : 24,376 7,598 1,325 16,727 165 0 0 0 0 1,751 0 : : : : Changes from: January 9, 2024 : : 655 -25 0 680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 27.4 4.8 60.4 0.6 0.0 0.0 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 27,500 : : Positions : : 24,494 7,523 1,205 16,875 60 0 0 0 0 1,811 0 : : : : Changes from: January 9, 2024 : : 655 -25 0 680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 27.4 4.4 61.4 0.2 0.0 0.0 0.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 44,053 : : Positions : : 32,503 18,284 6,660 19,910 929 500 0 0 835 1,916 521 : : : : Changes from: January 9, 2024 : : 894 1,149 1,700 1,370 -285 0 0 0 0 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 41.5 15.1 45.2 2.1 1.1 0.0 0.0 1.9 4.3 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 46,172 : : Positions : : 33,742 20,915 6,858 19,000 1,086 500 0 0 835 1,946 637 : : : : Changes from: January 9, 2024 : : 1,060 1,315 1,700 1,370 -295 0 0 0 0 75 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 45.3 14.9 41.2 2.4 1.1 0.0 0.0 1.8 4.2 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 57,194 : : Positions : : 37,693 34,751 7,000 10,450 2,410 675 25 0 4,248 4,475 300 : : : : Changes from: January 9, 2024 : : 875 -600 0 1,775 0 0 0 0 0 -240 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 60.8 12.2 18.3 4.2 1.2 0.0 0.0 7.4 7.8 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 12 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 54,634 : : Positions : : 37,323 31,461 4,809 10,424 2,062 375 25 0 3,683 4,440 300 : : : : Changes from: January 9, 2024 : : 875 -600 25 1,800 -25 0 0 0 0 -240 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 57.6 8.8 19.1 3.8 0.7 0.0 0.0 6.7 8.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 12 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 208,782 : : Positions : : 115,804 118,619 21,860 14,916 8,352 1,495 625 860 8,510 13,174 3,866 : : : : Changes from: January 9, 2024 : : -541 2,403 45 -3,734 211 0 0 0 -605 150 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 56.8 10.5 7.1 4.0 0.7 0.3 0.4 4.1 6.3 1.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 28 4 5 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 199,278 : : Positions : : 107,029 120,314 20,554 4,872 12,099 2,780 325 750 6,894 11,669 4,111 : : : : Changes from: January 9, 2024 : : -338 2,581 44 -3,560 510 0 0 0 -630 -25 377 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 60.4 10.3 2.4 6.1 1.4 0.2 0.4 3.5 5.9 2.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 25 27 6 . 7 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 59,038 : : Positions : : 36,488 34,371 6,740 10,136 6,397 0 500 0 2,319 100 201 : : : : Changes from: January 9, 2024 : : 100 5 50 145 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 58.2 11.4 17.2 10.8 0.0 0.8 0.0 3.9 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 56,453 : : Positions : : 35,660 34,850 3,860 5,964 7,556 100 450 0 1,884 100 226 : : : : Changes from: January 9, 2024 : : 0 0 50 100 -100 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 61.7 6.8 10.6 13.4 0.2 0.8 0.0 3.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 42,698 : : Positions : : 26,900 36,053 11,904 1,960 1,084 0 500 0 230 0 155 : : : : Changes from: January 9, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 84.4 27.9 4.6 2.5 0.0 1.2 0.0 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 5 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 43,071 : : Positions : : 27,222 36,325 11,073 480 990 0 1,170 0 230 0 155 : : : : Changes from: January 9, 2024 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 84.3 25.7 1.1 2.3 0.0 2.7 0.0 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 5 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 212,871 : : Positions : : 122,863 97,961 17,208 31,024 22,614 960 0 0 125 12,511 6,201 : : : : Changes from: January 9, 2024 : : 2,742 -545 -2,230 607 555 0 0 0 0 450 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 46.0 8.1 14.6 10.6 0.5 0.0 0.0 0.1 5.9 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 25 5 . 7 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 160,756 : : Positions : : 86,548 90,767 10,531 14,357 20,064 730 0 270 10,835 3,974 956 : : : : Changes from: January 9, 2024 : : 2,324 -553 -495 1,887 -1,689 50 0 0 55 600 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 56.5 6.6 8.9 12.5 0.5 0.0 0.2 6.7 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 . 5 7 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 84,278 : : Positions : : 59,089 46,154 3,030 18,619 7,220 900 300 50 2,400 346 89 : : : : Changes from: January 9, 2024 : : -5 725 650 -75 -420 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 54.8 3.6 22.1 8.6 1.1 0.4 0.1 2.8 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 76,849 : : Positions : : 56,284 43,160 3,650 16,414 5,190 600 300 0 0 300 0 : : : : Changes from: January 9, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 56.2 4.7 21.4 6.8 0.8 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 4 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 11,728 : : Positions : : 8,091 4,739 207 5,049 1,440 1,580 222 0 260 234 0 : : : : Changes from: January 9, 2024 : : 0 -200 147 -53 53 -660 0 0 260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 40.4 1.8 43.1 12.3 13.5 1.9 0.0 2.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 5 . 4 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 OFFPEAK - ICE FUTURES ENERGY DIV 368 MWh : CFTC Code #064IBA Open Interest is 14,883 : : Positions : : 11,426 5,464 60 8,202 912 1,590 0 5 260 0 0 : : : : Changes from: January 9, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 36.7 0.4 55.1 6.1 10.7 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 5 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 RT OFF-PEAK MINI - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #064IBJ Open Interest is 18,168 : : Positions : : 17,336 6,968 0 9,984 160 0 800 0 0 0 0 : : : : Changes from: January 9, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 38.4 0.0 55.0 0.9 0.0 4.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 0 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 16, 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 15,665 : : Positions : : 8,950 9,395 2,440 1,610 2,145 1,570 0 300 0 1,935 240 : : : : Changes from: January 9, 2024 : : 590 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 60.0 15.6 10.3 13.7 10.0 0.0 1.9 0.0 12.4 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 16, 2024