Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 27,747 : : Positions : : 17,321 23,971 6,493 1,497 1,184 1,550 142 425 25 217 46 : : : : Changes from: February 20, 2024 : : 139 103 47 51 105 -161 8 150 0 -87 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 86.4 23.4 5.4 4.3 5.6 0.5 1.5 0.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . . . 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 18,882 : : Positions : : 11,207 12,999 2,502 2,044 2,042 722 779 804 1,304 0 201 : : : : Changes from: February 20, 2024 : : -191 236 -116 206 -125 -349 -731 238 355 0 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 68.8 13.3 10.8 10.8 3.8 4.1 4.3 6.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . . . 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 219,201 : : Positions : : 126,713 144,791 10,944 11,779 18,116 9,362 15,339 10,852 33,363 8,558 9,460 : : : : Changes from: February 20, 2024 : : 655 1,862 383 -1,007 1,715 530 698 87 381 386 588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 66.1 5.0 5.4 8.3 4.3 7.0 5.0 15.2 3.9 4.3 : : : : Number of Traders in Each Category Total Traders: 85 : : 32 33 5 5 9 9 13 13 9 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 84,998 : : Positions : : 68,982 48,181 6,985 13,290 3,551 1,200 12,250 1,724 480 3,804 1,922 : : : : Changes from: February 20, 2024 : : 3,324 549 233 309 -624 0 1,541 106 -484 663 705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 56.7 8.2 15.6 4.2 1.4 14.4 2.0 0.6 4.5 2.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 20 23 . . 4 . 11 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 69,849 : : Positions : : 49,305 46,319 12,290 9,059 1,326 334 7,650 2,516 1,213 75 2,815 : : : : Changes from: February 20, 2024 : : 882 -248 -150 -446 -11 19 1,332 -268 -172 0 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 66.3 17.6 13.0 1.9 0.5 11.0 3.6 1.7 0.1 4.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 . 4 . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 50,686 : : Positions : : 34,779 24,424 2,940 3,160 11,640 105 7,835 315 50 2,529 592 : : : : Changes from: February 20, 2024 : : 1,811 2,923 -25 -1,565 1,586 0 -200 0 0 -19 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 48.2 5.8 6.2 23.0 0.2 15.5 0.6 0.1 5.0 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 20 . 5 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 62,219 : : Positions : : 40,276 28,218 7,983 3,496 11,841 376 15,694 120 176 1,817 791 : : : : Changes from: February 20, 2024 : : 41 2,087 70 -1,989 1,234 65 70 0 5 -30 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 45.4 12.8 5.6 19.0 0.6 25.2 0.2 0.3 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 17 23 5 4 7 5 8 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 55,863 : : Positions : : 39,943 23,027 10,653 19,174 1,814 0 628 0 2,165 10,823 361 : : : : Changes from: February 20, 2024 : : 3,141 472 65 2,073 -275 0 200 0 -1 660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 41.2 19.1 34.3 3.2 0.0 1.1 0.0 3.9 19.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 16 5 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 64,405 : : Positions : : 45,992 23,103 12,570 27,435 1,817 50 102 0 2,827 11,507 429 : : : : Changes from: February 20, 2024 : : 2,917 173 -105 2,172 -275 0 6 0 6 660 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 35.9 19.5 42.6 2.8 0.1 0.2 0.0 4.4 17.9 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 15 6 4 7 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 30,331 : : Positions : : 20,969 27,227 7,073 204 1,997 35 0 75 0 734 30 : : : : Changes from: February 20, 2024 : : 266 87 -325 -146 381 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 89.8 23.3 0.7 6.6 0.1 0.0 0.2 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 32,030 : : Positions : : 23,403 22,502 3,293 3,459 2,359 2,450 576 0 50 2,373 177 : : : : Changes from: February 20, 2024 : : 167 -274 -756 -325 297 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 70.3 10.3 10.8 7.4 7.6 1.8 0.0 0.2 7.4 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 30,953 : : Positions : : 20,966 20,480 1,957 3,768 4,930 2,270 0 50 662 1,665 0 : : : : Changes from: February 20, 2024 : : 0 300 0 50 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 66.2 6.3 12.2 15.9 7.3 0.0 0.2 2.1 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 29,503 : : Positions : : 19,630 18,713 2,317 6,518 3,882 2,270 0 50 937 225 0 : : : : Changes from: February 20, 2024 : : 0 300 0 50 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 63.4 7.9 22.1 13.2 7.7 0.0 0.2 3.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 196,741 : : Positions : : 87,031 116,115 27,990 29,365 24,946 38,784 3,527 6,084 4,882 10,279 6,100 : : : : Changes from: February 20, 2024 : : 1,379 2,192 -2,067 1,042 817 2,005 393 -107 2,210 -277 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 59.0 14.2 14.9 12.7 19.7 1.8 3.1 2.5 5.2 3.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 32 34 4 . 6 7 7 8 5 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 37,069 : : Positions : : 23,208 14,550 10,076 9,184 3,300 0 7,090 0 0 2,775 0 : : : : Changes from: February 20, 2024 : : 60 0 0 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 39.3 27.2 24.8 8.9 0.0 19.1 0.0 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 35,239 : : Positions : : 20,538 15,200 11,416 7,384 3,000 0 6,715 0 0 2,775 0 : : : : Changes from: February 20, 2024 : : 330 50 0 0 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 43.1 32.4 21.0 8.5 0.0 19.1 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 34,476 : : Positions : : 15,237 20,312 15,433 5,260 2,016 25 4,312 88 501 1,585 420 : : : : Changes from: February 20, 2024 : : 60 -66 -63 129 -43 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 58.9 44.8 15.3 5.8 0.1 12.5 0.3 1.5 4.6 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 32,092 : : Positions : : 17,497 18,132 10,758 4,965 2,107 25 4,312 88 501 1,585 420 : : : : Changes from: February 20, 2024 : : 60 -21 -38 109 -23 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 56.5 33.5 15.5 6.6 0.1 13.4 0.3 1.6 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 131,431 : : Positions : : 58,792 99,967 29,934 7,555 15,753 16,750 2,158 1,478 5,935 1,526 2,233 : : : : Changes from: February 20, 2024 : : 1,864 3,271 -5 1,773 -90 600 375 0 3,010 50 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 76.1 22.8 5.7 12.0 12.7 1.6 1.1 4.5 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 18 24 4 . 6 . 4 . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 33,507 : : Positions : : 22,408 30,444 8,850 425 1,725 0 51 50 150 615 120 : : : : Changes from: February 20, 2024 : : 257 293 -133 -100 0 0 0 0 50 -15 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 90.9 26.4 1.3 5.1 0.0 0.2 0.1 0.4 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 36,295 : : Positions : : 25,880 29,266 4,296 360 2,677 2,450 1,093 0 52 2,500 122 : : : : Changes from: February 20, 2024 : : 328 -268 -511 -25 114 0 60 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.6 11.8 1.0 7.4 6.8 3.0 0.0 0.1 6.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 29,210 : : Positions : : 21,692 21,793 5,079 5,356 140 0 921 0 1,911 645 0 : : : : Changes from: February 20, 2024 : : 347 384 -349 0 0 0 -80 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 74.6 17.4 18.3 0.5 0.0 3.2 0.0 6.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 13 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 31,134 : : Positions : : 21,082 25,513 6,821 3,575 630 125 190 0 2,276 886 0 : : : : Changes from: February 20, 2024 : : 43 60 0 0 0 75 10 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 81.9 21.9 11.5 2.0 0.4 0.6 0.0 7.3 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 13 5 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 74,655 : : Positions : : 59,457 59,973 10,892 4,956 1,414 0 4,472 464 747 1,553 1,263 : : : : Changes from: February 20, 2024 : : 697 308 101 -67 -32 0 391 0 -114 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 80.3 14.6 6.6 1.9 0.0 6.0 0.6 1.0 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 25 5 . 5 0 7 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 106,047 : : Positions : : 82,401 86,175 11,300 3,820 2,304 261 7,795 2,014 5,533 1,560 1,827 : : : : Changes from: February 20, 2024 : : 1,376 634 76 -255 288 33 1,537 153 454 15 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 81.3 10.7 3.6 2.2 0.2 7.4 1.9 5.2 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 68 : : 26 29 6 . 7 . 10 5 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 43,385 : : Positions : : 26,875 31,752 14,220 5,629 510 915 3,966 383 0 735 390 : : : : Changes from: February 20, 2024 : : 30 130 30 228 -61 149 -93 78 0 -75 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 73.2 32.8 13.0 1.2 2.1 9.1 0.9 0.0 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 12 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 39,974 : : Positions : : 24,835 26,108 14,277 7,665 546 57 4,480 0 0 1,041 134 : : : : Changes from: February 20, 2024 : : -20 225 125 -66 0 -20 0 0 0 -84 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 65.3 35.7 19.2 1.4 0.1 11.2 0.0 0.0 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 8 8 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 56,311 : : Positions : : 45,602 36,338 4,857 14,219 2,145 1,854 1,469 1,194 104 519 95 : : : : Changes from: February 20, 2024 : : -838 -90 45 -645 -13 0 80 0 0 -141 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 64.5 8.6 25.3 3.8 3.3 2.6 2.1 0.2 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 61,737 : : Positions : : 48,894 37,524 3,181 12,786 5,390 2,148 2,934 1,121 225 1,747 100 : : : : Changes from: February 20, 2024 : : -811 -120 0 -732 -20 10 91 0 50 7 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 60.8 5.2 20.7 8.7 3.5 4.8 1.8 0.4 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 . 5 6 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 37,518 : : Positions : : 33,452 33,273 1,754 580 613 577 182 0 0 2,279 0 : : : : Changes from: February 20, 2024 : : 320 482 17 0 -10 150 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 88.7 4.7 1.5 1.6 1.5 0.5 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 33,638 : : Positions : : 28,953 31,676 1,618 161 477 1,498 81 0 0 379 385 : : : : Changes from: February 20, 2024 : : 355 1,387 -180 -60 97 1,092 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 94.2 4.8 0.5 1.4 4.5 0.2 0.0 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 32,211 : : Positions : : 24,798 20,691 3,888 6,086 1,044 309 1,701 639 111 882 854 : : : : Changes from: February 20, 2024 : : 574 769 163 85 -228 135 28 39 0 33 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 64.2 12.1 18.9 3.2 1.0 5.3 2.0 0.3 2.7 2.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 . 4 4 . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 25,392 : : Positions : : 19,541 16,055 3,213 4,541 1,242 0 1,376 165 27 902 472 : : : : Changes from: February 20, 2024 : : 430 255 -30 -25 5 0 130 0 -11 34 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 63.2 12.7 17.9 4.9 0.0 5.4 0.6 0.1 3.6 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 18 . . 4 0 6 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,976 : : Positions : : 5,713 10,380 5,166 564 955 0 0 50 30 0 5 : : : : Changes from: February 20, 2024 : : 83 -4 -52 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 86.7 43.1 4.7 8.0 0.0 0.0 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 4 . . 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 8,435 : : Positions : : 3,028 8,435 5,352 0 0 0 0 0 0 0 0 : : : : Changes from: February 20, 2024 : : 20 200 160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 100.0 63.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 4 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 14,090 : : Positions : : 6,105 9,840 2,215 1,567 2,498 2,842 0 50 243 0 0 : : : : Changes from: February 20, 2024 : : 300 0 -298 2 298 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 69.8 15.7 11.1 17.7 20.2 0.0 0.4 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 13,330 : : Positions : : 6,675 9,540 3,805 755 2,350 70 500 50 243 0 0 : : : : Changes from: February 20, 2024 : : 300 0 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 71.6 28.5 5.7 17.6 0.5 3.8 0.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 31,114 : : Positions : : 15,735 10,440 13,402 19,805 703 0 0 0 585 0 0 : : : : Changes from: February 20, 2024 : : 0 0 1 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 33.6 43.1 63.7 2.3 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 8 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 32,175 : : Positions : : 16,177 10,062 13,969 21,245 703 0 0 0 675 0 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 31.3 43.4 66.0 2.2 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 7 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 82,871 : : Positions : : 48,991 61,792 5,032 9,007 4,058 1,879 3,194 1,230 20,865 2,958 495 : : : : Changes from: February 20, 2024 : : -325 276 33 -431 -20 80 103 181 123 -17 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 74.6 6.1 10.9 4.9 2.3 3.9 1.5 25.2 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 31 . 8 7 6 6 . 6 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 97,222 : : Positions : : 58,133 64,430 6,679 14,220 4,035 3,457 5,632 677 23,097 7,188 720 : : : : Changes from: February 20, 2024 : : -243 984 791 -380 25 155 552 -275 526 66 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 66.3 6.9 14.6 4.2 3.6 5.8 0.7 23.8 7.4 0.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 34 . 8 7 6 6 5 6 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 393,058 : : Positions : : 186,046 217,932 41,101 16,231 32,750 31,184 34,703 31,150 17,323 6,641 53,117 : : : : Changes from: February 20, 2024 : : 6,955 3,513 -1,231 -1,685 2,887 -345 3,925 2,214 -301 -286 2,782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 55.4 10.5 4.1 8.3 7.9 8.8 7.9 4.4 1.7 13.5 : : : : Number of Traders in Each Category Total Traders: 119 : : 43 42 8 4 10 12 22 19 17 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 16,359 : : Positions : : 13,853 4,986 281 6,012 693 70 2,939 0 1,095 1,658 59 : : : : Changes from: February 20, 2024 : : 40 -135 0 0 0 0 47 0 0 128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 30.5 1.7 36.8 4.2 0.4 18.0 0.0 6.7 10.1 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 6 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 14,907 : : Positions : : 12,511 4,495 551 5,785 709 70 2,535 0 814 1,312 59 : : : : Changes from: February 20, 2024 : : 90 -85 0 0 0 0 63 0 0 112 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 30.2 3.7 38.8 4.8 0.5 17.0 0.0 5.5 8.8 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 7 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 9,775 : : Positions : : 3,535 6,815 1,570 0 35 2,855 495 0 775 875 205 : : : : Changes from: February 20, 2024 : : -2,010 -3,820 430 -70 -665 -2,010 15 -20 -1,140 -1,395 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 69.7 16.1 0.0 0.4 29.2 5.1 0.0 7.9 9.0 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 16 4 0 . 4 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 60,202 : : Positions : : 43,207 34,957 3,375 7,448 4,857 2,810 1,577 2,216 1,188 6,597 2,147 : : : : Changes from: February 20, 2024 : : 905 969 -77 -137 67 60 0 0 10 36 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 58.1 5.6 12.4 8.1 4.7 2.6 3.7 2.0 11.0 3.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 21 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 62,918 : : Positions : : 29,854 42,844 13,523 5,937 4,554 2,258 3,352 1,122 8,784 2,594 2,165 : : : : Changes from: February 20, 2024 : : 619 10 -145 0 94 -161 -352 351 -100 521 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 68.1 21.5 9.4 7.2 3.6 5.3 1.8 14.0 4.1 3.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 19 . . 5 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 23,750 : : Positions : : 14,260 16,920 2,675 5,555 1,040 1,725 0 0 4,050 0 0 : : : : Changes from: February 20, 2024 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 71.2 11.3 23.4 4.4 7.3 0.0 0.0 17.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 70,811 : : Positions : : 45,523 45,880 6,824 12,054 2,813 25 0 0 5,780 633 596 : : : : Changes from: February 20, 2024 : : 1,150 -320 -1,225 470 389 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 64.8 9.6 17.0 4.0 0.0 0.0 0.0 8.2 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 65,861 : : Positions : : 44,427 41,091 4,447 13,105 1,837 0 0 0 5,265 150 616 : : : : Changes from: February 20, 2024 : : 1,120 -200 -1,225 370 860 0 0 0 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 62.4 6.8 19.9 2.8 0.0 0.0 0.0 8.0 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 30,686 : : Positions : : 17,369 20,162 0 1,104 3,024 50 125 100 3,825 0 1,629 : : : : Changes from: February 20, 2024 : : 0 450 0 -450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 65.7 0.0 3.6 9.9 0.2 0.4 0.3 12.5 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 29,935 : : Positions : : 17,459 18,342 145 1,864 2,599 50 225 0 2,920 0 1,839 : : : : Changes from: February 20, 2024 : : 0 450 0 -450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 61.3 0.5 6.2 8.7 0.2 0.8 0.0 9.8 0.0 6.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 24,994 : : Positions : : 17,163 16,760 550 7,329 190 215 275 35 6,091 0 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 67.1 2.2 29.3 0.8 0.9 1.1 0.1 24.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTR Open Interest is 21,915 : : Positions : : 13,755 17,925 560 3,270 85 215 0 35 6,070 0 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 81.8 2.6 14.9 0.4 1.0 0.0 0.2 27.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 47,020 : : Positions : : 28,638 24,333 10,722 3,695 3,072 277 1,399 1 0 10,314 555 : : : : Changes from: February 20, 2024 : : 430 145 -70 -425 80 0 0 0 0 640 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 51.8 22.8 7.9 6.5 0.6 3.0 0.0 0.0 21.9 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 4 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 42,398 : : Positions : : 27,262 19,316 8,377 4,245 3,545 0 899 1 0 11,197 575 : : : : Changes from: February 20, 2024 : : 930 645 -130 -485 86 0 0 0 0 640 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 45.6 19.8 10.0 8.4 0.0 2.1 0.0 0.0 26.4 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 36,987 : : Positions : : 17,675 29,669 5,403 1,052 390 1,184 0 0 5,924 0 3,135 : : : : Changes from: February 20, 2024 : : 320 720 480 50 -363 0 0 0 -30 0 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 80.2 14.6 2.8 1.1 3.2 0.0 0.0 16.0 0.0 8.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 34,862 : : Positions : : 15,063 28,122 6,358 487 415 684 45 0 6,137 0 3,208 : : : : Changes from: February 20, 2024 : : 320 720 480 50 -25 0 0 0 -30 0 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 80.7 18.2 1.4 1.2 2.0 0.1 0.0 17.6 0.0 9.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 100,166 : : Positions : : 44,953 51,307 32,652 28,401 2,476 825 700 375 8,685 6,842 178 : : : : Changes from: February 20, 2024 : : 2,555 1,187 405 1,620 0 0 275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 51.2 32.6 28.4 2.5 0.8 0.7 0.4 8.7 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 4 4 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 96,600 : : Positions : : 39,828 47,915 32,801 27,839 2,471 825 835 375 9,595 6,481 229 : : : : Changes from: February 20, 2024 : : 2,087 894 580 1,620 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 49.6 34.0 28.8 2.6 0.9 0.9 0.4 9.9 6.7 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 15 5 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 15,208 : : Positions : : 11,990 12,592 810 528 65 0 0 0 415 1,060 57 : : : : Changes from: February 20, 2024 : : 132 -68 150 0 0 0 0 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 82.8 5.3 3.5 0.4 0.0 0.0 0.0 2.7 7.0 0.4 : : : : 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 February 27, 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 25,282 : : Positions : : 13,967 20,633 3,765 664 1,133 265 450 0 3,220 165 571 : : : : Changes from: February 20, 2024 : : 500 825 325 0 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 81.6 14.9 2.6 4.5 1.0 1.8 0.0 12.7 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 23,220 : : Positions : : 12,188 18,468 3,885 690 1,225 265 450 0 2,620 165 571 : : : : Changes from: February 20, 2024 : : 500 825 325 0 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 79.5 16.7 3.0 5.3 1.1 1.9 0.0 11.3 0.7 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 24,318 : : Positions : : 23,308 5,706 390 14,715 180 0 0 0 0 3,577 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 23.5 1.6 60.5 0.7 0.0 0.0 0.0 0.0 14.7 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 February 27, 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 24,112 : : Positions : : 23,127 5,645 390 14,695 180 0 0 0 0 3,397 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 23.4 1.6 60.9 0.7 0.0 0.0 0.0 0.0 14.1 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 February 27, 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 28,668 : : Positions : : 18,245 7,775 1,455 16,260 1,960 2,575 50 295 2,005 0 86 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 27.1 5.1 56.7 6.8 9.0 0.2 1.0 7.0 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 February 27, 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 28,443 : : Positions : : 18,570 8,365 1,455 15,095 2,375 1,755 50 440 1,925 0 101 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 29.4 5.1 53.1 8.4 6.2 0.2 1.5 6.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 39,982 : : Positions : : 30,316 23,983 664 12,871 837 900 0 0 4,681 1,135 246 : : : : Changes from: February 20, 2024 : : 100 75 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 60.0 1.7 32.2 2.1 2.3 0.0 0.0 11.7 2.8 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 34,438 : : Positions : : 26,032 17,170 210 14,797 750 900 0 0 4,055 860 276 : : : : Changes from: February 20, 2024 : : 100 25 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 49.9 0.6 43.0 2.2 2.6 0.0 0.0 11.8 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 14,835 : : Positions : : 12,360 8,435 120 2,985 359 0 920 0 325 1,315 250 : : : : Changes from: February 20, 2024 : : 120 0 -120 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 56.9 0.8 20.1 2.4 0.0 6.2 0.0 2.2 8.9 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 . . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 14,805 : : Positions : : 12,430 8,400 140 3,060 280 0 970 0 325 1,315 250 : : : : Changes from: February 20, 2024 : : 120 0 -120 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 56.7 0.9 20.7 1.9 0.0 6.6 0.0 2.2 8.9 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 . . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 47,643 : : Positions : : 21,696 29,424 16,972 12,490 1,190 0 150 0 3,767 150 173 : : : : Changes from: February 20, 2024 : : -40 -490 -450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 61.8 35.6 26.2 2.5 0.0 0.3 0.0 7.9 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 16 . 5 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 45,708 : : Positions : : 19,806 28,619 17,287 10,035 1,695 235 0 150 3,337 1,200 613 : : : : Changes from: February 20, 2024 : : 260 -190 -450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 62.6 37.8 22.0 3.7 0.5 0.0 0.3 7.3 2.6 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 . 6 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 148,297 : : Positions : : 104,914 125,340 33,986 3,861 2,212 1,480 6,165 200 282 5,291 1,221 : : : : Changes from: February 20, 2024 : : 829 669 160 20 135 0 0 0 0 300 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 84.5 22.9 2.6 1.5 1.0 4.2 0.1 0.2 3.6 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 13 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 140,931 : : Positions : : 99,912 112,670 32,482 5,091 1,293 1,505 5,665 950 75 10,701 662 : : : : Changes from: February 20, 2024 : : 1,166 -294 -150 10 145 0 -675 600 0 1,975 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 79.9 23.0 3.6 0.9 1.1 4.0 0.7 0.1 7.6 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 12,530 : : Positions : : 8,369 7,216 2,441 3,600 698 0 0 0 0 780 0 : : : : Changes from: February 20, 2024 : : 1,110 1,110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 57.6 19.5 28.7 5.6 0.0 0.0 0.0 0.0 6.2 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 February 27, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 12,147 : : Positions : : 8,135 6,770 2,379 3,760 611 0 0 0 0 780 0 : : : : Changes from: February 20, 2024 : : 1,145 1,145 225 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 55.7 19.6 31.0 5.0 0.0 0.0 0.0 0.0 6.4 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 February 27, 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 32,337 : : Positions : : 27,855 13,219 1,280 14,923 1,065 0 112 0 0 1,216 142 : : : : Changes from: February 20, 2024 : : 5,360 5,035 100 425 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 40.9 4.0 46.1 3.3 0.0 0.3 0.0 0.0 3.8 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 6 . 5 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 32,252 : : Positions : : 28,105 13,264 1,160 15,078 960 0 112 0 0 1,271 140 : : : : Changes from: February 20, 2024 : : 5,535 5,185 100 425 155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 41.1 3.6 46.8 3.0 0.0 0.3 0.0 0.0 3.9 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 6 . 5 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 49,523 : : Positions : : 38,418 23,408 6,050 20,686 1,130 400 0 0 760 1,348 521 : : : : Changes from: February 20, 2024 : : 225 -130 -300 80 -29 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 47.3 12.2 41.8 2.3 0.8 0.0 0.0 1.5 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 51,165 : : Positions : : 39,563 25,860 6,000 19,453 1,411 400 0 0 760 1,403 641 : : : : Changes from: February 20, 2024 : : 100 -330 -332 98 -148 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 50.5 11.7 38.0 2.8 0.8 0.0 0.0 1.5 2.7 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 82,722 : : Positions : : 51,013 59,506 11,251 9,160 3,772 1,275 1,975 0 10,385 3,345 124 : : : : Changes from: February 20, 2024 : : 485 -430 -855 35 840 0 100 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 71.9 13.6 11.1 4.6 1.5 2.4 0.0 12.6 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 13 . 4 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 79,189 : : Positions : : 50,113 54,916 7,818 7,914 4,021 1,075 2,825 200 9,488 2,965 254 : : : : Changes from: February 20, 2024 : : 490 -425 -700 190 710 0 100 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 69.3 9.9 10.0 5.1 1.4 3.6 0.3 12.0 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 13 . 5 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 253,712 : : Positions : : 158,399 130,263 20,504 29,856 5,309 2,772 3,045 590 6,487 24,913 4,378 : : : : Changes from: February 20, 2024 : : 4,401 5,901 400 -425 -682 100 0 0 575 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 51.3 8.1 11.8 2.1 1.1 1.2 0.2 2.6 9.8 1.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 30 4 5 7 4 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 242,340 : : Positions : : 144,640 132,751 18,572 19,112 8,489 3,917 2,845 1,130 8,743 21,079 4,232 : : : : Changes from: February 20, 2024 : : 2,503 5,608 665 -690 -786 -575 0 330 2,325 0 -1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 54.8 7.7 7.9 3.5 1.6 1.2 0.5 3.6 8.7 1.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 29 5 4 7 4 . 5 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 55,872 : : Positions : : 36,220 28,809 4,480 12,883 7,610 0 250 0 1,712 50 123 : : : : Changes from: February 20, 2024 : : 1,474 -1,706 -1,600 1,580 610 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 51.6 8.0 23.1 13.6 0.0 0.4 0.0 3.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 6 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 53,987 : : Positions : : 34,446 28,782 2,308 9,180 8,800 150 250 0 1,498 50 213 : : : : Changes from: February 20, 2024 : : 1,620 -1,715 -1,697 1,688 767 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 53.3 4.3 17.0 16.3 0.3 0.5 0.0 2.8 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 . 6 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 40,953 : : Positions : : 23,370 32,897 10,938 985 3,580 0 325 0 180 0 155 : : : : Changes from: February 20, 2024 : : -125 125 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 80.3 26.7 2.4 8.7 0.0 0.8 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 6 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 40,028 : : Positions : : 25,119 32,197 7,897 130 3,308 0 244 210 0 145 123 : : : : Changes from: February 20, 2024 : : -400 -100 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 80.4 19.7 0.3 8.3 0.0 0.6 0.5 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 5 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 224,941 : : Positions : : 123,356 116,500 23,587 26,903 21,200 810 0 100 75 4,876 11,994 : : : : Changes from: February 20, 2024 : : -1,097 1,228 1,024 -1,226 1,600 0 0 0 0 105 1,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 51.8 10.5 12.0 9.4 0.4 0.0 0.0 0.0 2.2 5.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 25 5 4 8 . 0 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 173,768 : : Positions : : 85,195 101,533 16,249 8,882 20,702 1,185 156 240 10,956 3,344 4,937 : : : : Changes from: February 20, 2024 : : -25 2,430 610 -2,250 2,346 0 0 0 391 796 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 58.4 9.4 5.1 11.9 0.7 0.1 0.1 6.3 1.9 2.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 26 4 5 8 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 85,003 : : Positions : : 60,261 47,254 3,075 18,669 6,593 875 300 50 2,400 318 89 : : : : Changes from: February 20, 2024 : : -138 -145 0 0 0 0 0 0 0 7 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 55.6 3.6 22.0 7.8 1.0 0.4 0.1 2.8 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 83,564 : : Positions : : 63,414 50,270 3,395 16,444 5,550 575 300 0 0 300 0 : : : : Changes from: February 20, 2024 : : -145 -145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 60.2 4.1 19.7 6.6 0.7 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 5 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 11,147 : : Positions : : 7,919 4,437 85 4,807 1,403 1,535 222 0 55 234 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 39.8 0.8 43.1 12.6 13.8 2.0 0.0 0.5 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 6 . 5 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 14,272 : : Positions : : 11,249 5,162 85 8,057 753 1,540 0 0 55 0 0 : : : : Changes from: February 20, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 36.2 0.6 56.5 5.3 10.8 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 6 . 5 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 27, 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 15,200 : : Positions : : 8,430 9,410 2,380 1,240 2,120 1,720 75 300 0 1,785 240 : : : : Changes from: February 20, 2024 : : 25 -50 0 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 61.9 15.7 8.2 13.9 11.3 0.5 2.0 0.0 11.7 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 27, 2024