Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 26,822 : : Positions : : 20,735 24,083 3,814 1,295 1,125 703 22 74 255 158 21 : : : : Changes from: August 8, 2023 : : 440 175 -71 151 20 -109 -19 14 31 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 89.8 14.2 4.8 4.2 2.6 0.1 0.3 1.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 19,959 : : Positions : : 13,791 15,365 1,139 2,224 2,211 1,778 0 0 800 99 50 : : : : Changes from: August 8, 2023 : : 270 345 93 83 -38 5 0 0 15 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 77.0 5.7 11.1 11.1 8.9 0.0 0.0 4.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 209,314 : : Positions : : 125,787 135,744 16,173 6,260 17,785 15,402 14,390 14,401 5,392 6,530 13,907 : : : : Changes from: August 8, 2023 : : 599 881 441 9 -35 375 -23 -38 -294 -101 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 64.9 7.7 3.0 8.5 7.4 6.9 6.9 2.6 3.1 6.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 32 33 5 4 8 7 10 8 12 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 81,281 : : Positions : : 65,255 60,097 5,960 9,499 3,519 1,054 3,513 3,138 1,540 1,052 282 : : : : Changes from: August 8, 2023 : : 538 -174 -849 -153 265 -254 -769 269 -120 531 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 73.9 7.3 11.7 4.3 1.3 4.3 3.9 1.9 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 19 . . 4 . 5 4 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 61,197 : : Positions : : 48,686 46,807 8,762 4,893 1,250 0 6,608 469 586 178 900 : : : : Changes from: August 8, 2023 : : 12 -160 -35 -240 129 0 133 -105 -244 95 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 76.5 14.3 8.0 2.0 0.0 10.8 0.8 1.0 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 51,218 : : Positions : : 35,105 28,999 6,569 3,941 7,213 0 6,920 650 805 2,697 359 : : : : Changes from: August 8, 2023 : : -164 -171 35 300 -214 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 56.6 12.8 7.7 14.1 0.0 13.5 1.3 1.6 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 5 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 59,554 : : Positions : : 40,915 30,300 7,224 4,700 9,083 0 11,949 0 1,245 2,553 666 : : : : Changes from: August 8, 2023 : : -119 697 86 -42 108 0 -150 0 379 -109 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 50.9 12.1 7.9 15.3 0.0 20.1 0.0 2.1 4.3 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 21 5 4 6 0 7 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 61,233 : : Positions : : 44,357 28,841 12,800 21,039 1,539 0 0 0 2,080 9,799 15 : : : : Changes from: August 8, 2023 : : 131 156 25 -1 -25 0 0 0 -1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 47.1 20.9 34.4 2.5 0.0 0.0 0.0 3.4 16.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 16 5 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 75,804 : : Positions : : 55,900 32,132 13,888 30,243 2,903 50 0 0 2,621 10,336 65 : : : : Changes from: August 8, 2023 : : 410 340 -110 -40 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 42.4 18.3 39.9 3.8 0.1 0.0 0.0 3.5 13.6 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 16 5 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 34,862 : : Positions : : 23,483 32,835 10,354 0 562 0 300 0 260 980 0 : : : : Changes from: August 8, 2023 : : 1,052 455 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 94.2 29.7 0.0 1.6 0.0 0.9 0.0 0.7 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 36,235 : : Positions : : 28,321 29,084 4,729 3,435 2,857 0 0 0 0 805 0 : : : : Changes from: August 8, 2023 : : -328 272 0 0 0 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 80.3 13.1 9.5 7.9 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 33,192 : : Positions : : 24,466 21,098 7,339 3,562 1,092 0 5,575 0 100 1,865 0 : : : : Changes from: August 8, 2023 : : 840 840 0 2 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 63.6 22.1 10.7 3.3 0.0 16.8 0.0 0.3 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 31,163 : : Positions : : 23,607 18,951 4,270 4,072 2,565 0 5,575 0 350 0 0 : : : : Changes from: August 8, 2023 : : 1,200 1,200 0 2 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 60.8 13.7 13.1 8.2 0.0 17.9 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 173,145 : : Positions : : 91,253 90,443 32,544 44,351 20,019 15,536 319 5,647 2,050 7,247 4,928 : : : : Changes from: August 8, 2023 : : 2,944 -1,199 -3,064 -946 174 -1,121 5 289 41 663 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 52.2 18.8 25.6 11.6 9.0 0.2 3.3 1.2 4.2 2.8 : : : : Number of Traders in Each Category Total Traders: 75 : : 32 37 . . 6 12 . 7 5 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 32,606 : : Positions : : 17,938 17,627 10,208 9,189 3,590 420 0 0 0 1,995 0 : : : : Changes from: August 8, 2023 : : -64 1 0 -65 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 54.1 31.3 28.2 11.0 1.3 0.0 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 30,998 : : Positions : : 15,750 18,174 11,243 7,479 3,145 420 0 0 0 1,995 0 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 58.6 36.3 24.1 10.1 1.4 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 37,194 : : Positions : : 13,333 23,126 22,260 4,837 1,576 0 5,747 0 0 1,800 0 : : : : Changes from: August 8, 2023 : : 0 7 140 143 -43 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 62.2 59.8 13.0 4.2 0.0 15.5 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 32,970 : : Positions : : 15,060 19,136 16,138 4,372 1,745 0 5,747 0 0 1,850 0 : : : : Changes from: August 8, 2023 : : 10 0 93 103 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 58.0 48.9 13.3 5.3 0.0 17.4 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 5 . 5 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 119,907 : : Positions : : 61,932 79,801 30,394 26,953 10,158 9,760 676 1,032 5,580 150 175 : : : : Changes from: August 8, 2023 : : 3,120 1,080 -3,541 -1,603 100 0 0 0 -50 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 66.6 25.3 22.5 8.5 8.1 0.6 0.9 4.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 23 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 42,090 : : Positions : : 27,949 40,176 12,553 25 579 0 297 28 385 776 70 : : : : Changes from: August 8, 2023 : : 1,139 565 0 0 0 0 0 0 0 600 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 95.5 29.8 0.1 1.4 0.0 0.7 0.1 0.9 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 16 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,449 : : Positions : : 31,739 35,911 5,440 1,376 2,428 903 360 0 635 1,125 0 : : : : Changes from: August 8, 2023 : : 178 -519 -1,176 96 841 0 0 0 0 -575 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 86.6 13.1 3.3 5.9 2.2 0.9 0.0 1.5 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 34,329 : : Positions : : 22,747 32,078 7,483 235 1,763 0 0 0 2,044 0 0 : : : : Changes from: August 8, 2023 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 93.4 21.8 0.7 5.1 0.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 6 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 36,668 : : Positions : : 21,088 34,406 11,589 1,197 812 57 0 0 2,471 0 0 : : : : Changes from: August 8, 2023 : : 80 32 0 50 -48 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 93.8 31.6 3.3 2.2 0.2 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 73,109 : : Positions : : 59,857 58,686 10,102 8,028 1,595 0 2,491 360 620 1,476 105 : : : : Changes from: August 8, 2023 : : 383 400 18 59 -24 0 -2 0 65 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 80.3 13.8 11.0 2.2 0.0 3.4 0.5 0.8 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 23 5 . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 97,224 : : Positions : : 78,643 77,997 11,037 7,939 2,351 470 2,548 580 3,005 4,642 459 : : : : Changes from: August 8, 2023 : : 749 1,517 204 -125 -20 36 -120 19 297 0 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 80.2 11.4 8.2 2.4 0.5 2.6 0.6 3.1 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 23 4 . 5 . 7 4 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 46,960 : : Positions : : 32,356 31,994 13,492 11,051 567 81 2,648 149 0 350 75 : : : : Changes from: August 8, 2023 : : 48 280 80 -210 60 0 77 -50 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 68.1 28.7 23.5 1.2 0.2 5.6 0.3 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 13 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,282 : : Positions : : 33,536 31,315 11,576 9,214 90 0 3,518 0 0 1,100 25 : : : : Changes from: August 8, 2023 : : 60 150 -60 0 60 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 69.2 25.6 20.3 0.2 0.0 7.8 0.0 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 47,782 : : Positions : : 40,871 29,441 2,096 14,311 1,942 793 0 1,442 25 0 0 : : : : Changes from: August 8, 2023 : : -615 -50 325 -300 -279 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 61.6 4.4 30.0 4.1 1.7 0.0 3.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,976 : : Positions : : 41,400 29,137 3,191 13,521 3,237 0 2,370 1,242 25 125 0 : : : : Changes from: August 8, 2023 : : -161 92 -85 -225 85 0 -105 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 58.3 6.4 27.1 6.5 0.0 4.7 2.5 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 21 . 4 7 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 11,574 : : Positions : : 7,714 10,964 3,093 0 313 0 0 0 0 80 0 : : : : Changes from: August 8, 2023 : : 0 25 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 94.7 26.7 0.0 2.7 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 38,183 : : Positions : : 33,820 36,415 2,364 576 270 0 666 10 1,129 0 15 : : : : Changes from: August 8, 2023 : : 806 790 -5 -12 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 95.4 6.2 1.5 0.7 0.0 1.7 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 32,088 : : Positions : : 28,569 30,617 1,560 0 577 0 223 0 870 49 43 : : : : Changes from: August 8, 2023 : : 683 600 -75 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 95.4 4.9 0.0 1.8 0.0 0.7 0.0 2.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 28,573 : : Positions : : 22,670 19,445 3,928 3,958 1,192 0 1,979 121 0 1,574 0 : : : : Changes from: August 8, 2023 : : 226 -76 -30 77 23 0 170 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 68.1 13.7 13.9 4.2 0.0 6.9 0.4 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 5 . 5 0 5 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,488 : : Positions : : 14,866 14,588 3,402 3,013 823 94 346 302 0 662 129 : : : : Changes from: August 8, 2023 : : 33 55 0 -20 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 71.2 16.6 14.7 4.0 0.5 1.7 1.5 0.0 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,882 : : Positions : : 5,051 10,816 5,824 0 664 0 292 0 230 50 0 : : : : Changes from: August 8, 2023 : : 280 95 -185 0 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 91.0 49.0 0.0 5.6 0.0 2.5 0.0 1.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 4 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 8,875 : : Positions : : 3,544 8,347 5,156 0 0 0 288 0 175 0 0 : : : : Changes from: August 8, 2023 : : -75 -190 125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 94.1 58.1 0.0 0.0 0.0 3.2 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,890 : : Positions : : 7,305 11,200 2,610 1,897 2,638 2,992 0 0 125 130 25 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 70.5 16.4 11.9 16.6 18.8 0.0 0.0 0.8 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 13,910 : : Positions : : 6,790 10,475 4,080 825 2,455 220 0 0 125 105 50 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 75.3 29.3 5.9 17.6 1.6 0.0 0.0 0.9 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 36,541 : : Positions : : 19,238 12,930 13,908 21,973 1,588 100 0 0 675 0 0 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 35.4 38.1 60.1 4.3 0.3 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 5 . 5 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 38,793 : : Positions : : 20,473 12,665 15,140 24,690 1,438 100 0 0 650 0 0 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 32.6 39.0 63.6 3.7 0.3 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 6 4 4 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 92,925 : : Positions : : 67,439 60,042 9,936 8,639 4,675 0 6,523 240 9,976 11,783 396 : : : : Changes from: August 8, 2023 : : 12 -42 25 176 -38 0 -122 0 29 49 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 64.6 10.7 9.3 5.0 0.0 7.0 0.3 10.7 12.7 0.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 28 . 6 7 0 5 . 4 9 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 104,865 : : Positions : : 74,216 60,909 13,388 9,283 4,525 82 8,986 887 10,629 19,143 711 : : : : Changes from: August 8, 2023 : : 76 -741 -163 394 50 -379 72 379 -51 -232 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 58.1 12.8 8.9 4.3 0.1 8.6 0.8 10.1 18.3 0.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 32 32 4 5 7 . 12 5 5 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 367,489 : : Positions : : 177,594 188,777 36,320 11,838 48,213 32,054 15,599 37,406 5,294 35,395 29,594 : : : : Changes from: August 8, 2023 : : 2,566 3,412 1,858 -240 168 -782 -1,169 1,610 -3,639 -2,182 1,319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 51.4 9.9 3.2 13.1 8.7 4.2 10.2 1.4 9.6 8.1 : : : : Number of Traders in Each Category Total Traders: 108 : : 45 37 6 5 10 11 17 16 13 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 20,991 : : Positions : : 16,872 9,709 30 7,442 1,389 700 1,631 85 1,597 735 0 : : : : Changes from: August 8, 2023 : : 100 600 0 0 0 595 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 46.3 0.1 35.5 6.6 3.3 7.8 0.4 7.6 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 9 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 18,284 : : Positions : : 14,150 10,401 947 6,101 1,572 120 130 70 1,152 0 0 : : : : Changes from: August 8, 2023 : : 100 0 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 56.9 5.2 33.4 8.6 0.7 0.7 0.4 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IA Open Interest is 2,875 : : Positions : : 520 1,640 170 190 0 1,445 550 15 240 25 210 : : : : Changes from: August 8, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 57.0 5.9 6.6 0.0 50.3 19.1 0.5 8.3 0.9 7.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 10 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 32,408 : : Positions : : 20,250 19,300 1,260 4,095 1,615 3,945 1,748 1,153 2,235 2,565 1,305 : : : : Changes from: August 8, 2023 : : 7,390 3,905 -2,260 3,045 1,380 376 -114 98 444 -910 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 59.6 3.9 12.6 5.0 12.2 5.4 3.6 6.9 7.9 4.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 24 28 . . . 4 . 6 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 57,502 : : Positions : : 41,476 33,712 5,083 4,020 5,887 980 3,357 717 100 6,677 2,890 : : : : Changes from: August 8, 2023 : : 65 227 331 60 0 -20 25 10 0 55 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 58.6 8.8 7.0 10.2 1.7 5.8 1.2 0.2 11.6 5.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 23 . . 4 4 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 48,933 : : Positions : : 24,385 34,444 13,788 3,133 2,647 1,818 6,785 74 5,440 1,240 600 : : : : Changes from: August 8, 2023 : : 350 245 0 568 0 0 0 0 400 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 70.4 28.2 6.4 5.4 3.7 13.9 0.2 11.1 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 17 . . . 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 73,413 : : Positions : : 48,105 45,389 10,779 15,660 2,336 110 0 0 2,249 348 256 : : : : Changes from: August 8, 2023 : : -95 995 900 -190 0 0 0 0 0 0 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 61.8 14.7 21.3 3.2 0.1 0.0 0.0 3.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 66,417 : : Positions : : 43,837 36,973 7,766 16,840 2,087 0 0 0 2,144 0 159 : : : : Changes from: August 8, 2023 : : -480 540 925 -120 0 0 0 0 -25 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 55.7 11.7 25.4 3.1 0.0 0.0 0.0 3.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 29,983 : : Positions : : 19,884 18,028 1,850 3,465 1,875 55 375 35 115 0 625 : : : : Changes from: August 8, 2023 : : -1,219 -240 -259 -1,155 230 -425 0 35 0 -355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 60.1 6.2 11.6 6.3 0.2 1.3 0.1 0.4 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 27,216 : : Positions : : 19,018 16,582 1,145 3,035 1,946 55 375 35 0 185 590 : : : : Changes from: August 8, 2023 : : -1,475 -336 -159 -1,140 315 -425 0 35 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 60.9 4.2 11.2 7.2 0.2 1.4 0.1 0.0 0.7 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 20,716 : : Positions : : 13,965 12,470 1,025 7,806 0 2,145 0 25 2,741 0 25 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 60.2 4.9 37.7 0.0 10.4 0.0 0.1 13.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . 4 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTR Open Interest is 17,865 : : Positions : : 11,235 13,625 1,025 3,800 265 2,145 0 25 2,670 0 0 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 76.3 5.7 21.3 1.5 12.0 0.0 0.1 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 43,325 : : Positions : : 24,516 21,900 13,193 5,100 1,022 285 5,155 261 0 5,584 1,551 : : : : Changes from: August 8, 2023 : : 62 -88 0 0 0 0 75 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 50.5 30.5 11.8 2.4 0.7 11.9 0.6 0.0 12.9 3.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 38,698 : : Positions : : 22,631 17,369 11,506 4,655 1,321 0 5,125 120 0 6,854 1,320 : : : : Changes from: August 8, 2023 : : 87 -63 0 0 0 0 75 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 44.9 29.7 12.0 3.4 0.0 13.2 0.3 0.0 17.7 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 16,655 : : Positions : : 12,742 11,893 1,055 1,692 1,732 0 540 0 0 75 50 : : : : Changes from: August 8, 2023 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.4 6.3 10.2 10.4 0.0 3.2 0.0 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 16,349 : : Positions : : 12,646 12,412 720 1,446 2,016 0 0 0 75 0 0 : : : : Changes from: August 8, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 75.9 4.4 8.8 12.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 31,601 : : Positions : : 14,665 27,239 2,241 1,127 2,538 2,985 255 60 8,274 0 130 : : : : Changes from: August 8, 2023 : : 210 480 0 0 0 75 0 0 195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 86.2 7.1 3.6 8.0 9.4 0.8 0.2 26.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 29,559 : : Positions : : 12,809 27,033 4,878 1,420 135 2,485 305 15 8,209 0 130 : : : : Changes from: August 8, 2023 : : 210 495 0 0 0 75 0 0 195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 91.5 16.5 4.8 0.5 8.4 1.0 0.1 27.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 98,650 : : Positions : : 41,040 53,573 25,279 20,174 3,134 0 75 600 14,045 6,507 45 : : : : Changes from: August 8, 2023 : : -41 324 410 -250 -75 0 0 0 -270 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 54.3 25.6 20.5 3.2 0.0 0.1 0.6 14.2 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 4 4 5 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 97,903 : : Positions : : 37,571 54,847 24,453 17,461 4,015 0 75 600 16,725 6,171 45 : : : : Changes from: August 8, 2023 : : -101 264 410 -250 -75 0 0 0 -270 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 56.0 25.0 17.8 4.1 0.0 0.1 0.6 17.1 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 16 4 4 5 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,046 : : Positions : : 9,536 14,057 3,984 1,059 1,166 550 1,000 90 2,980 1,350 118 : : : : Changes from: August 8, 2023 : : -167 679 275 -16 18 350 0 90 -15 -80 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 63.8 18.1 4.8 5.3 2.5 4.5 0.4 13.5 6.1 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 21,620 : : Positions : : 8,923 13,698 3,885 1,095 1,130 550 1,000 90 2,980 1,325 120 : : : : Changes from: August 8, 2023 : : -85 675 275 20 0 350 0 90 -15 -80 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 63.4 18.0 5.1 5.2 2.5 4.6 0.4 13.8 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 7 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 20,936 : : Positions : : 19,672 2,919 645 11,655 225 0 0 0 0 6,052 0 : : : : Changes from: August 8, 2023 : : 10 0 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 13.9 3.1 55.7 1.1 0.0 0.0 0.0 0.0 28.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,385 : : Positions : : 18,605 2,628 670 11,625 265 0 0 0 0 5,722 0 : : : : Changes from: August 8, 2023 : : 10 0 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 12.9 3.3 57.0 1.3 0.0 0.0 0.0 0.0 28.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 27,533 : : Positions : : 18,440 7,405 2,525 16,450 947 895 0 790 1,655 0 245 : : : : Changes from: August 8, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 26.9 9.2 59.7 3.4 3.3 0.0 2.9 6.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 29,808 : : Positions : : 23,480 16,980 1,171 7,759 1,110 0 150 0 2,833 2,650 75 : : : : Changes from: August 8, 2023 : : 500 0 0 200 -20 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 57.0 3.9 26.0 3.7 0.0 0.5 0.0 9.5 8.9 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 25,963 : : Positions : : 20,585 12,870 1,189 9,495 425 0 100 0 2,271 2,310 0 : : : : Changes from: August 8, 2023 : : 500 0 0 200 -20 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 49.6 4.6 36.6 1.6 0.0 0.4 0.0 8.7 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 6 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 40,807 : : Positions : : 12,188 26,014 15,592 9,595 330 0 450 0 8,782 0 0 : : : : Changes from: August 8, 2023 : : 0 10 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 63.7 38.2 23.5 0.8 0.0 1.1 0.0 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 4 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 39,833 : : Positions : : 12,181 26,657 16,282 6,535 280 0 450 0 8,512 3,000 0 : : : : Changes from: August 8, 2023 : : 0 10 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 66.9 40.9 16.4 0.7 0.0 1.1 0.0 21.4 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 123,366 : : Positions : : 81,355 102,607 33,278 1,565 2,245 0 4,420 0 0 6,075 1,145 : : : : Changes from: August 8, 2023 : : 175 300 -125 -350 215 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 83.2 27.0 1.3 1.8 0.0 3.6 0.0 0.0 4.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 5 . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 109,771 : : Positions : : 70,977 88,847 31,209 2,410 1,495 25 4,420 0 0 6,890 485 : : : : Changes from: August 8, 2023 : : 260 535 -25 -250 180 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 80.9 28.4 2.2 1.4 0.0 4.0 0.0 0.0 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 4 . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 14,698 : : Positions : : 10,147 6,341 2,543 5,121 901 0 0 0 0 1,850 0 : : : : Changes from: August 8, 2023 : : 0 0 -29 -29 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 43.1 17.3 34.8 6.1 0.0 0.0 0.0 0.0 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 13,836 : : Positions : : 9,225 5,760 2,753 4,990 727 0 0 0 0 1,850 0 : : : : Changes from: August 8, 2023 : : 0 160 0 -160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 41.6 19.9 36.1 5.3 0.0 0.0 0.0 0.0 13.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 25,412 : : Positions : : 21,580 5,810 725 15,574 322 0 0 0 0 1,716 0 : : : : Changes from: August 8, 2023 : : 120 240 120 -20 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 22.9 2.9 61.3 1.3 0.0 0.0 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 48,956 : : Positions : : 33,729 21,893 8,498 16,588 2,754 1,075 0 0 25 4,436 748 : : : : Changes from: August 8, 2023 : : 1,154 774 -345 -255 57 0 0 0 0 110 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 44.7 17.4 33.9 5.6 2.2 0.0 0.0 0.1 9.1 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 47,536 : : Positions : : 32,166 21,025 7,913 15,255 4,000 1,000 0 0 25 4,377 876 : : : : Changes from: August 8, 2023 : : 1,160 780 -345 -255 34 0 0 0 0 110 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 44.2 16.6 32.1 8.4 2.1 0.0 0.0 0.1 9.2 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 9 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 58,962 : : Positions : : 38,008 35,676 2,781 4,734 5,426 1,540 2,500 0 5,560 5,160 167 : : : : Changes from: August 8, 2023 : : 155 710 150 -175 220 0 0 0 0 -230 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 60.5 4.7 8.0 9.2 2.6 4.2 0.0 9.4 8.8 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 8 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,399 : : Positions : : 37,168 31,096 1,235 6,150 4,869 700 2,375 0 5,058 4,940 161 : : : : Changes from: August 8, 2023 : : 255 405 0 145 -25 0 25 0 0 -320 161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 57.2 2.3 11.3 9.0 1.3 4.4 0.0 9.3 9.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 8 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 222,826 : : Positions : : 117,722 116,203 21,069 26,563 6,490 1,530 2,325 1,240 21,407 16,592 657 : : : : Changes from: August 8, 2023 : : -22 217 -111 720 101 0 -280 40 835 45 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 52.1 9.5 11.9 2.9 0.7 1.0 0.6 9.6 7.4 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 . 6 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 203,420 : : Positions : : 100,719 109,819 17,423 13,271 12,469 600 2,785 1,775 21,056 13,878 548 : : : : Changes from: August 8, 2023 : : 91 576 40 410 -84 280 -25 -165 595 45 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 54.0 8.6 6.5 6.1 0.3 1.4 0.9 10.4 6.8 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 26 . 5 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 55,150 : : Positions : : 33,111 31,761 5,955 7,255 6,525 0 200 0 580 0 0 : : : : Changes from: August 8, 2023 : : 55 -895 -1,350 -100 83 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 57.6 10.8 13.2 11.8 0.0 0.4 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 18 . 6 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 56,082 : : Positions : : 33,522 32,727 3,780 4,980 8,594 225 0 150 380 0 100 : : : : Changes from: August 8, 2023 : : -215 -790 -900 -25 840 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 58.4 6.7 8.9 15.3 0.4 0.0 0.3 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 39,692 : : Positions : : 21,727 30,875 10,969 1,566 2,504 0 0 50 0 25 0 : : : : Changes from: August 8, 2023 : : 410 1,010 600 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 77.8 27.6 3.9 6.3 0.0 0.0 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 4 . 6 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 38,255 : : Positions : : 20,527 29,155 10,428 935 1,807 0 425 0 0 25 0 : : : : Changes from: August 8, 2023 : : 540 1,215 675 0 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 76.2 27.3 2.4 4.7 0.0 1.1 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 211,434 : : Positions : : 115,948 94,024 16,068 33,223 22,621 1,050 0 895 652 6,646 6,278 : : : : Changes from: August 8, 2023 : : -1,081 -396 385 -1,150 -225 0 0 0 -575 275 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 44.5 7.6 15.7 10.7 0.5 0.0 0.4 0.3 3.1 3.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 5 . 7 . 0 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 172,463 : : Positions : : 90,357 92,782 10,745 20,415 14,130 6,033 0 140 7,785 1,838 5,282 : : : : Changes from: August 8, 2023 : : -511 -511 -300 -700 251 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 53.8 6.2 11.8 8.2 3.5 0.0 0.1 4.5 1.1 3.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 27 4 4 8 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 84,903 : : Positions : : 52,549 42,645 6,660 15,689 9,474 1,055 0 100 2,525 4,460 50 : : : : Changes from: August 8, 2023 : : -2,990 -865 344 -140 -889 -235 0 100 -25 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 50.2 7.8 18.5 11.2 1.2 0.0 0.1 3.0 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 78,724 : : Positions : : 49,839 38,985 4,155 11,714 9,640 855 0 0 0 4,150 0 : : : : Changes from: August 8, 2023 : : -2,200 -750 595 -140 -960 -135 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 49.5 5.3 14.9 12.2 1.1 0.0 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 15, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 14,441 : : Positions : : 8,466 8,296 2,335 1,125 1,700 1,900 75 0 0 3,235 0 : : : : Changes from: August 8, 2023 : : -10 690 0 -675 600 100 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 57.4 16.2 7.8 11.8 13.2 0.5 0.0 0.0 22.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . . . . . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 18, 2023