Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 27,627 : : Positions : : 17,335 23,899 6,583 1,570 935 2,173 51 89 0 583 145 : : : : Changes from: January 23, 2024 : : 114 83 -134 -72 131 216 1 -31 -109 -31 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 86.5 23.8 5.7 3.4 7.9 0.2 0.3 0.0 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 . . . 6 . 4 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 19,460 : : Positions : : 12,137 13,263 2,506 1,793 2,185 1,308 1,604 280 862 180 135 : : : : Changes from: January 23, 2024 : : 331 -126 7 -86 140 -139 195 3 -201 0 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 68.2 12.9 9.2 11.2 6.7 8.2 1.4 4.4 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . . . 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 212,915 : : Positions : : 126,094 145,724 8,300 12,196 19,236 8,874 10,399 11,141 29,926 4,802 9,103 : : : : Changes from: January 23, 2024 : : 3,041 2,231 1,671 -99 -568 -2,779 1,946 2,566 -154 -2,329 3,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 68.4 3.9 5.7 9.0 4.2 4.9 5.2 14.1 2.3 4.3 : : : : Number of Traders in Each Category Total Traders: 80 : : 29 31 6 4 8 7 13 13 8 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 85,616 : : Positions : : 70,368 53,240 6,705 13,466 3,212 1,379 9,955 1,968 935 2,731 852 : : : : Changes from: January 23, 2024 : : 989 -100 -793 -258 319 -15 588 89 283 301 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 62.2 7.8 15.7 3.8 1.6 11.6 2.3 1.1 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 20 24 . . 4 . 7 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 70,381 : : Positions : : 51,531 48,297 11,382 9,519 916 358 6,278 2,917 908 83 2,332 : : : : Changes from: January 23, 2024 : : -64 -1,692 -310 -10 -155 -231 35 12 -1,021 8 647 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 68.6 16.2 13.5 1.3 0.5 8.9 4.1 1.3 0.1 3.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 47,474 : : Positions : : 34,094 22,786 2,827 4,495 8,546 86 8,250 320 300 2,169 800 : : : : Changes from: January 23, 2024 : : -246 242 -64 -187 13 -20 50 20 -10 -475 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 48.0 6.0 9.5 18.0 0.2 17.4 0.7 0.6 4.6 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 5 . 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 60,533 : : Positions : : 40,137 26,443 8,707 6,522 9,286 190 15,660 0 503 1,240 1,201 : : : : Changes from: January 23, 2024 : : -305 239 62 -149 -25 85 79 0 -144 -480 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 43.7 14.4 10.8 15.3 0.3 25.9 0.0 0.8 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 18 22 6 . 8 . 8 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 58,617 : : Positions : : 43,120 24,432 9,364 20,593 2,190 0 176 0 2,934 10,795 361 : : : : Changes from: January 23, 2024 : : 193 -198 165 20 10 0 0 0 -56 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 41.7 16.0 35.1 3.7 0.0 0.3 0.0 5.0 18.4 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 14 5 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 67,947 : : Positions : : 50,574 25,067 10,747 28,816 2,260 50 80 0 3,415 11,245 457 : : : : Changes from: January 23, 2024 : : 203 -293 174 123 -43 0 80 0 -67 430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 36.9 15.8 42.4 3.3 0.1 0.1 0.0 5.0 16.5 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 14 6 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 32,607 : : Positions : : 22,421 28,920 8,193 400 1,613 35 0 75 0 1,514 30 : : : : Changes from: January 23, 2024 : : 90 10 0 0 0 0 0 0 0 70 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 88.7 25.1 1.2 4.9 0.1 0.0 0.2 0.0 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 34,011 : : Positions : : 24,525 24,123 3,540 3,831 2,302 2,450 302 0 40 2,138 695 : : : : Changes from: January 23, 2024 : : 252 225 0 22 0 2,400 80 0 -446 1,930 470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 70.9 10.4 11.3 6.8 7.2 0.9 0.0 0.1 6.3 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 27,819 : : Positions : : 19,594 19,079 2,076 3,510 3,680 2,040 0 0 300 1,490 0 : : : : Changes from: January 23, 2024 : : -10 -460 120 150 -62 -420 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 68.6 7.5 12.6 13.2 7.3 0.0 0.0 1.1 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 27,577 : : Positions : : 19,451 18,425 2,436 6,360 2,622 2,040 0 0 600 50 0 : : : : Changes from: January 23, 2024 : : 440 -160 0 300 -100 -420 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 66.8 8.8 23.1 9.5 7.4 0.0 0.0 2.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 190,847 : : Positions : : 89,505 108,401 34,765 35,699 23,390 26,676 2,641 6,315 3,765 8,686 5,487 : : : : Changes from: January 23, 2024 : : 32 4,302 -654 -2,498 1,663 631 418 71 754 -1,496 1,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 56.8 18.2 18.7 12.3 14.0 1.4 3.3 2.0 4.6 2.9 : : : : Number of Traders in Each Category Total Traders: 72 : : 32 32 4 . 6 8 8 9 5 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 37,474 : : Positions : : 23,271 14,670 10,223 9,204 3,300 0 7,530 0 0 2,580 0 : : : : Changes from: January 23, 2024 : : 1,638 -42 -600 0 600 0 0 0 0 1,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 39.1 27.3 24.6 8.8 0.0 20.1 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 35,388 : : Positions : : 20,155 15,444 11,513 7,404 3,000 0 6,780 0 0 2,580 0 : : : : Changes from: January 23, 2024 : : 1,506 -174 -600 0 600 0 0 0 0 1,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 43.6 32.5 20.9 8.5 0.0 19.2 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 33,170 : : Positions : : 13,430 19,777 16,982 5,311 1,073 0 4,344 88 516 1,620 455 : : : : Changes from: January 23, 2024 : : 948 -678 -365 69 40 0 0 0 -325 900 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 59.6 51.2 16.0 3.2 0.0 13.1 0.3 1.6 4.9 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 5 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 30,451 : : Positions : : 15,715 17,227 11,882 5,011 1,153 0 4,344 88 516 1,620 455 : : : : Changes from: January 23, 2024 : : 1,103 -523 -335 69 18 0 0 0 -325 900 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 56.6 39.0 16.5 3.8 0.0 14.3 0.3 1.7 5.3 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 11 5 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 126,529 : : Positions : : 58,998 94,269 30,218 10,847 13,656 16,255 1,951 1,428 2,850 1,043 2,533 : : : : Changes from: January 23, 2024 : : -1,480 2,718 -787 -2,211 1,562 420 11 0 280 -2,025 920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 74.5 23.9 8.6 10.8 12.8 1.5 1.1 2.3 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 22 . 4 6 . 4 . . 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 35,035 : : Positions : : 23,562 31,155 9,325 600 1,720 0 75 0 150 1,313 70 : : : : Changes from: January 23, 2024 : : -92 -242 -108 0 -2 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 88.9 26.6 1.7 4.9 0.0 0.2 0.0 0.4 3.7 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 30, 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 38,246 : : Positions : : 26,515 30,793 4,412 535 2,534 2,450 1,219 0 863 2,177 617 : : : : Changes from: January 23, 2024 : : -123 -37 65 -18 43 2,400 101 0 -469 2,027 373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 80.5 11.5 1.4 6.6 6.4 3.2 0.0 2.3 5.7 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 32,475 : : Positions : : 24,784 23,137 5,123 5,033 442 0 2,765 0 1,944 643 95 : : : : Changes from: January 23, 2024 : : 277 434 -7 0 0 0 -430 0 -176 97 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 71.2 15.8 15.5 1.4 0.0 8.5 0.0 6.0 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 15 4 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 32,224 : : Positions : : 21,747 27,493 7,248 2,705 619 50 100 0 2,349 945 0 : : : : Changes from: January 23, 2024 : : 413 136 13 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 85.3 22.5 8.4 1.9 0.2 0.3 0.0 7.3 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 5 . 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 78,980 : : Positions : : 65,424 63,549 8,953 6,204 1,497 0 4,259 477 851 1,224 1,430 : : : : Changes from: January 23, 2024 : : 176 51 245 -68 4 0 30 -10 -244 142 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 80.5 11.3 7.9 1.9 0.0 5.4 0.6 1.1 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 23 7 . 5 0 5 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 107,810 : : Positions : : 88,719 89,131 10,053 6,141 1,374 35 7,143 1,551 4,559 730 1,053 : : : : Changes from: January 23, 2024 : : 275 395 201 -48 40 0 13 71 -184 -77 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 82.7 9.3 5.7 1.3 0.0 6.6 1.4 4.2 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 23 24 6 . 6 . 11 6 9 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 44,995 : : Positions : : 30,275 33,039 12,673 5,724 477 734 4,648 370 0 325 305 : : : : Changes from: January 23, 2024 : : 553 890 -90 -95 40 98 -274 -10 -50 100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 73.4 28.2 12.7 1.1 1.6 10.3 0.8 0.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 41,551 : : Positions : : 28,378 27,528 12,580 8,359 246 145 4,480 3 0 895 40 : : : : Changes from: January 23, 2024 : : 341 43 -150 -37 6 120 65 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 66.3 30.3 20.1 0.6 0.3 10.8 0.0 0.0 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 7 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 59,038 : : Positions : : 49,082 38,430 5,378 13,889 2,002 168 1,862 1,482 288 804 60 : : : : Changes from: January 23, 2024 : : 267 845 -405 -80 420 168 -752 507 15 45 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.1 9.1 23.5 3.4 0.3 3.2 2.5 0.5 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 64,633 : : Positions : : 52,469 39,862 4,026 11,835 5,360 336 3,275 1,371 275 2,676 111 : : : : Changes from: January 23, 2024 : : 58 633 -352 -140 462 336 -754 464 -50 254 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 61.7 6.2 18.3 8.3 0.5 5.1 2.1 0.4 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 19 4 4 6 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 38,904 : : Positions : : 35,365 34,421 1,808 693 663 59 209 65 0 2,275 22 : : : : Changes from: January 23, 2024 : : -323 -441 -85 0 -18 -5 0 22 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 88.5 4.6 1.8 1.7 0.2 0.5 0.2 0.0 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 32,876 : : Positions : : 29,309 31,059 1,912 246 415 174 86 10 0 234 412 : : : : Changes from: January 23, 2024 : : -63 -228 0 25 -165 83 36 10 0 177 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 94.5 5.8 0.7 1.3 0.5 0.3 0.0 0.0 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 31,702 : : Positions : : 24,660 20,245 3,997 6,070 1,116 88 1,633 372 0 1,036 852 : : : : Changes from: January 23, 2024 : : 1,075 319 -965 -490 396 -107 133 5 0 55 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 63.9 12.6 19.1 3.5 0.3 5.2 1.2 0.0 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . 4 . 5 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 24,191 : : Positions : : 18,128 14,827 3,573 4,705 1,088 0 1,126 180 27 1,139 415 : : : : Changes from: January 23, 2024 : : 684 458 -770 -545 549 0 99 0 27 -51 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 61.3 14.8 19.4 4.5 0.0 4.7 0.7 0.1 4.7 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 4 . 4 0 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 12,169 : : Positions : : 4,983 10,684 5,464 393 1,065 0 0 0 585 0 0 : : : : Changes from: January 23, 2024 : : 118 103 130 145 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 87.8 44.9 3.2 8.8 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 8,800 : : Positions : : 3,183 8,755 5,397 0 0 0 25 0 210 0 0 : : : : Changes from: January 23, 2024 : : 163 270 72 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 99.5 61.3 0.0 0.0 0.0 0.3 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 2,963 685 2,370 2,772 30 120 326 0 0 : : : : Changes from: January 23, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 76.7 20.5 4.7 16.4 19.2 0.2 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 30, 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 13,815 : : Positions : : 6,240 10,675 5,295 685 1,655 0 530 120 326 0 0 : : : : Changes from: January 23, 2024 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 77.3 38.3 5.0 12.0 0.0 3.8 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 30, 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 31,679 : : Positions : : 16,024 10,721 13,909 19,993 785 0 0 0 275 0 0 : : : : Changes from: January 23, 2024 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 33.8 43.9 63.1 2.5 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 32,753 : : Positions : : 16,158 10,355 14,482 21,433 785 0 0 0 365 0 0 : : : : Changes from: January 23, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 31.6 44.2 65.4 2.4 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 83,407 : : Positions : : 54,477 58,827 8,205 11,348 4,158 1,780 2,350 1,036 12,782 4,906 603 : : : : Changes from: January 23, 2024 : : 2,249 2,486 55 -224 317 103 799 -92 410 -208 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 70.5 9.8 13.6 5.0 2.1 2.8 1.2 15.3 5.9 0.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 30 28 . 8 7 4 5 4 6 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 95,942 : : Positions : : 64,094 60,894 9,992 14,587 3,634 2,689 4,716 646 13,899 10,478 617 : : : : Changes from: January 23, 2024 : : 3,800 2,902 216 2,027 430 10 -7 19 847 -9 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 63.5 10.4 15.2 3.8 2.8 4.9 0.7 14.5 10.9 0.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 33 31 . 8 7 . 7 4 8 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 364,470 : : Positions : : 181,601 216,897 34,955 17,507 32,003 37,449 19,263 21,451 12,236 12,512 44,302 : : : : Changes from: January 23, 2024 : : -3,385 -7,738 1,830 -409 -1,549 -6,429 2,498 -445 598 -1,565 -491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 59.5 9.6 4.8 8.8 10.3 5.3 5.9 3.4 3.4 12.2 : : : : Number of Traders in Each Category Total Traders: 111 : : 40 39 8 4 10 14 18 14 15 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 17,443 : : Positions : : 14,719 5,445 307 6,135 778 70 3,327 0 1,165 1,668 66 : : : : Changes from: January 23, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 31.2 1.8 35.2 4.5 0.4 19.1 0.0 6.7 9.6 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 30, 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 15,822 : : Positions : : 13,156 4,956 652 5,887 794 70 2,818 0 871 1,277 66 : : : : Changes from: January 23, 2024 : : 25 -25 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 31.3 4.1 37.2 5.0 0.4 17.8 0.0 5.5 8.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 6 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 14,860 : : Positions : : 7,610 8,800 1,105 620 365 2,135 230 705 1,135 2,890 460 : : : : Changes from: January 23, 2024 : : -8,150 -775 45 -1,120 -275 475 -1,668 -430 -755 -4,323 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 59.2 7.4 4.2 2.5 14.4 1.5 4.7 7.6 19.4 3.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 21 . . . 4 . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 60,461 : : Positions : : 43,738 36,568 3,090 7,723 5,473 2,047 1,555 2,278 1,133 4,261 2,227 : : : : Changes from: January 23, 2024 : : 164 178 325 216 -321 150 -25 25 -50 230 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 60.5 5.1 12.8 9.1 3.4 2.6 3.8 1.9 7.0 3.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 20 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 63,282 : : Positions : : 30,531 45,114 13,127 4,798 4,342 2,526 3,927 201 10,124 2,573 1,935 : : : : Changes from: January 23, 2024 : : -24 3,476 -1,272 7 302 17 30 -17 4,750 -47 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 71.3 20.7 7.6 6.9 4.0 6.2 0.3 16.0 4.1 3.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 18 . . 4 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 24,950 : : Positions : : 15,510 17,990 2,950 5,830 890 1,800 0 0 3,800 0 0 : : : : Changes from: January 23, 2024 : : -250 0 250 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 72.1 11.8 23.4 3.6 7.2 0.0 0.0 15.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 71,286 : : Positions : : 43,487 46,993 9,690 12,025 1,859 50 0 0 5,920 555 542 : : : : Changes from: January 23, 2024 : : 575 390 -105 45 69 0 0 0 -35 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 65.9 13.6 16.9 2.6 0.1 0.0 0.0 8.3 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 66,309 : : Positions : : 42,437 41,835 7,065 13,010 1,027 0 0 0 5,300 200 836 : : : : Changes from: January 23, 2024 : : 270 320 10 45 30 0 0 0 85 0 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 63.1 10.7 19.6 1.5 0.0 0.0 0.0 8.0 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 32,668 : : Positions : : 18,820 21,109 0 1,160 3,024 0 225 0 3,530 0 2,415 : : : : Changes from: January 23, 2024 : : -640 3,385 0 -200 -440 0 0 0 2,580 -1,245 1,145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 64.6 0.0 3.6 9.3 0.0 0.7 0.0 10.8 0.0 7.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 31,735 : : Positions : : 18,804 19,328 65 1,665 2,679 0 225 0 2,510 0 2,623 : : : : Changes from: January 23, 2024 : : -580 3,410 65 -215 -425 0 0 0 2,110 -1,600 1,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 60.9 0.2 5.2 8.4 0.0 0.7 0.0 7.9 0.0 8.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 26,531 : : Positions : : 19,000 17,440 575 7,731 200 180 300 70 5,351 0 15 : : : : Changes from: January 23, 2024 : : 315 180 0 0 0 0 0 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 65.7 2.2 29.1 0.8 0.7 1.1 0.3 20.2 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 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 47,209 : : Positions : : 28,761 27,084 10,245 3,239 3,454 302 1,398 2 0 7,381 1,352 : : : : Changes from: January 23, 2024 : : 1,299 -1,281 -1,770 -125 1,255 0 -300 0 0 1,235 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 57.4 21.7 6.9 7.3 0.6 3.0 0.0 0.0 15.6 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 . . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 42,324 : : Positions : : 27,031 21,327 7,856 4,070 4,114 0 898 2 0 8,514 1,255 : : : : Changes from: January 23, 2024 : : 1,517 -1,028 -1,990 -225 1,671 0 -300 0 0 1,080 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 50.4 18.6 9.6 9.7 0.0 2.1 0.0 0.0 20.1 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 4 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 37,301 : : Positions : : 20,223 30,019 2,856 1,194 1,318 1,218 0 0 6,296 0 1,929 : : : : Changes from: January 23, 2024 : : -590 -285 515 134 -12 -300 0 0 140 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 80.5 7.7 3.2 3.5 3.3 0.0 0.0 16.9 0.0 5.2 : : : : 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 30, 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 33,971 : : Positions : : 16,033 27,394 5,426 774 415 718 80 0 5,569 0 2,561 : : : : Changes from: January 23, 2024 : : -251 -521 395 -10 9 -300 0 0 -375 0 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 80.6 16.0 2.3 1.2 2.1 0.2 0.0 16.4 0.0 7.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 99,718 : : Positions : : 45,424 49,790 28,850 28,125 2,476 775 0 425 10,045 7,252 46 : : : : Changes from: January 23, 2024 : : 738 673 110 0 0 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 49.9 28.9 28.2 2.5 0.8 0.0 0.4 10.1 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . 4 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 98,198 : : Positions : : 41,278 47,884 29,381 27,766 2,421 775 60 425 11,215 6,952 63 : : : : Changes from: January 23, 2024 : : 1,028 303 170 660 -50 0 0 0 -235 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 48.8 29.9 28.3 2.5 0.8 0.1 0.4 11.4 7.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 15 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.APS_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DMZ Open Interest is 15,962 : : Positions : : 13,030 13,585 700 630 65 0 0 0 420 700 114 : : : : Changes from: January 23, 2024 : : 420 420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 85.1 4.4 3.9 0.4 0.0 0.0 0.0 2.6 4.4 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 23,564 : : Positions : : 13,025 18,303 2,160 767 1,283 290 600 0 3,460 0 766 : : : : Changes from: January 23, 2024 : : 1,440 980 -510 0 350 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 77.7 9.2 3.3 5.4 1.2 2.5 0.0 14.7 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 4 . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 21,464 : : Positions : : 11,268 16,128 2,275 795 1,380 290 600 0 2,860 0 766 : : : : Changes from: January 23, 2024 : : 1,440 980 -530 -20 370 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 75.1 10.6 3.7 6.4 1.4 2.8 0.0 13.3 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 23, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 30, 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 23, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 29,675 : : Positions : : 18,820 9,425 1,670 16,285 1,445 2,660 100 295 2,850 0 86 : : : : Changes from: January 23, 2024 : : -345 -345 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 31.8 5.6 54.9 4.9 9.0 0.3 1.0 9.6 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 30, 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 29,460 : : Positions : : 19,195 10,020 1,670 15,120 1,620 1,800 100 440 2,765 0 101 : : : : Changes from: January 23, 2024 : : -360 -360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 34.0 5.7 51.3 5.5 6.1 0.3 1.5 9.4 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 30, 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 36,251 : : Positions : : 31,204 20,114 209 12,279 1,119 0 0 0 2,034 1,790 75 : : : : Changes from: January 23, 2024 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 55.5 0.6 33.9 3.1 0.0 0.0 0.0 5.6 4.9 0.2 : : : : 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 30, 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 14,961 : : Positions : : 12,345 8,750 280 3,083 264 0 925 0 350 1,115 250 : : : : Changes from: January 23, 2024 : : 140 -30 0 0 0 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 58.5 1.9 20.6 1.8 0.0 6.2 0.0 2.3 7.5 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 30, 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 14,898 : : Positions : : 12,375 8,720 320 3,183 185 0 925 0 350 1,115 250 : : : : Changes from: January 23, 2024 : : 135 -35 0 0 0 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 58.5 2.1 21.4 1.2 0.0 6.2 0.0 2.3 7.5 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 30, 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 45,160 : : Positions : : 18,770 33,021 16,292 6,645 1,540 0 200 0 4,997 0 23 : : : : Changes from: January 23, 2024 : : 1,800 600 650 1,650 0 0 0 0 -210 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 73.1 36.1 14.7 3.4 0.0 0.4 0.0 11.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 17 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 42,805 : : Positions : : 16,291 31,122 17,262 4,785 1,525 35 0 350 4,612 1,500 463 : : : : Changes from: January 23, 2024 : : 1,800 900 950 1,650 0 0 0 0 -210 0 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 72.7 40.3 11.2 3.6 0.1 0.0 0.8 10.8 3.5 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 16 . 5 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 136,297 : : Positions : : 93,538 113,676 35,667 4,470 2,197 50 5,685 0 297 5,782 1,151 : : : : Changes from: January 23, 2024 : : 5,775 10,220 4,020 -155 -55 0 0 0 -40 -310 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 83.4 26.2 3.3 1.6 0.0 4.2 0.0 0.2 4.2 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 9 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 125,080 : : Positions : : 85,376 101,461 34,094 5,657 1,148 105 6,385 0 0 6,282 640 : : : : Changes from: January 23, 2024 : : 6,125 10,205 4,020 -180 -80 55 400 0 0 -255 335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 81.1 27.3 4.5 0.9 0.1 5.1 0.0 0.0 5.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 8 . . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 23, 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 30, 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 23, 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 30, 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 27,810 : : Positions : : 24,511 7,826 1,325 16,572 165 0 62 0 0 1,751 0 : : : : Changes from: January 23, 2024 : : 160 160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 28.1 4.8 59.6 0.6 0.0 0.2 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 27,540 : : Positions : : 24,559 7,681 1,205 16,720 60 0 62 0 0 1,811 0 : : : : Changes from: January 23, 2024 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 27.9 4.4 60.7 0.2 0.0 0.2 0.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 44,424 : : Positions : : 32,983 18,477 6,210 19,925 1,254 500 0 0 885 1,761 521 : : : : Changes from: January 23, 2024 : : 240 260 -100 -15 25 0 0 0 50 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 41.6 14.0 44.9 2.8 1.1 0.0 0.0 2.0 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 11 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 46,427 : : Positions : : 34,182 21,095 6,403 19,010 1,377 500 0 0 885 1,791 641 : : : : Changes from: January 23, 2024 : : 215 235 -75 10 -9 0 0 0 50 -55 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 45.4 13.8 40.9 3.0 1.1 0.0 0.0 1.9 3.9 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 59,325 : : Positions : : 39,723 36,881 7,240 11,075 1,995 675 25 0 4,218 3,960 606 : : : : Changes from: January 23, 2024 : : 1,035 1,765 240 50 -115 0 0 0 0 -540 306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 62.2 12.2 18.7 3.4 1.1 0.0 0.0 7.1 6.7 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 13 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 56,880 : : Positions : : 39,328 33,531 4,684 10,934 1,952 575 25 0 3,653 3,910 606 : : : : Changes from: January 23, 2024 : : 760 1,805 50 -240 75 200 0 0 0 -555 306 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 59.0 8.2 19.2 3.4 1.0 0.0 0.0 6.4 6.9 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 13 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 220,613 : : Positions : : 127,484 122,961 22,765 22,566 5,837 1,557 625 860 9,120 14,439 3,947 : : : : Changes from: January 23, 2024 : : 9,288 4,358 -250 2,960 -1,324 0 0 0 -560 1,160 606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 55.7 10.3 10.2 2.6 0.7 0.3 0.4 4.1 6.5 1.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 29 5 4 7 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 211,531 : : Positions : : 118,799 125,978 21,214 10,787 9,039 3,017 325 750 6,714 12,364 4,650 : : : : Changes from: January 23, 2024 : : 9,660 5,142 -945 1,850 -1,136 200 0 0 -945 590 959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 59.6 10.0 5.1 4.3 1.4 0.2 0.4 3.2 5.8 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 28 6 . 7 . . . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 59,508 : : Positions : : 36,533 34,991 6,890 9,811 6,595 0 500 0 2,419 100 201 : : : : Changes from: January 23, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 58.8 11.6 16.5 11.1 0.0 0.8 0.0 4.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 56,459 : : Positions : : 34,565 34,681 4,740 5,869 7,651 100 450 0 1,835 100 326 : : : : Changes from: January 23, 2024 : : -900 -50 900 -50 50 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 61.4 8.4 10.4 13.6 0.2 0.8 0.0 3.3 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 4 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 44,708 : : Positions : : 28,480 34,813 11,939 5,280 1,084 0 400 0 355 0 155 : : : : Changes from: January 23, 2024 : : 1,975 275 180 2,220 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 77.9 26.7 11.8 2.4 0.0 0.9 0.0 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 5 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 43,928 : : Positions : : 29,456 33,540 9,453 4,760 1,085 0 329 210 30 0 268 : : : : Changes from: January 23, 2024 : : 3,039 -1,380 -1,620 3,180 125 0 -141 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 76.4 21.5 10.8 2.5 0.0 0.7 0.5 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 223,238 : : Positions : : 122,644 109,652 27,039 30,881 19,431 1,185 0 100 125 10,831 7,734 : : : : Changes from: January 23, 2024 : : 441 4,506 2,305 -1,545 675 -25 0 100 0 -240 -367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 49.1 12.1 13.8 8.7 0.5 0.0 0.0 0.1 4.9 3.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 4 5 8 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 169,292 : : Positions : : 84,595 100,037 19,274 14,066 18,165 1,035 101 240 12,285 3,425 1,280 : : : : Changes from: January 23, 2024 : : 344 5,028 3,595 -770 775 55 101 -30 -190 -550 413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 59.1 11.4 8.3 10.7 0.6 0.1 0.1 7.3 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 26 4 5 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 85,703 : : Positions : : 60,159 47,339 3,030 18,639 7,090 900 300 50 2,400 321 89 : : : : Changes from: January 23, 2024 : : 867 980 0 0 0 0 0 0 0 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 55.2 3.5 21.7 8.3 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 30, 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 79,184 : : Positions : : 58,009 44,975 3,650 16,314 5,485 600 300 0 0 300 0 : : : : Changes from: January 23, 2024 : : 1,010 1,120 0 0 295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 56.8 4.6 20.6 6.9 0.8 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . 4 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 30, 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 23, 2024 : : 0 0 0 0 0 0 0 0 0 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 30, 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 23, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 30, 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 15,925 : : Positions : : 9,010 9,455 2,440 1,610 2,145 1,770 0 300 0 2,135 240 : : : : Changes from: January 23, 2024 : : 60 60 0 0 0 200 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 59.4 15.3 10.1 13.5 11.1 0.0 1.9 0.0 13.4 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 30, 2024