Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 26,420 : : Positions : : 19,740 23,535 4,405 1,138 1,164 519 125 135 240 155 113 : : : : Changes from: September 5, 2023 : : 520 1,028 530 -104 93 -30 5 76 2 19 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 89.1 16.7 4.3 4.4 2.0 0.5 0.5 0.9 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . . 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 19,415 : : Positions : : 13,385 14,557 839 1,848 2,678 1,490 0 0 737 112 215 : : : : Changes from: September 5, 2023 : : 285 521 461 75 -186 17 0 0 -143 32 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 75.0 4.3 9.5 13.8 7.7 0.0 0.0 3.8 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 201,753 : : Positions : : 122,941 136,393 15,154 8,499 15,794 10,789 9,146 15,647 11,190 6,192 9,754 : : : : Changes from: September 5, 2023 : : -2,587 -4,395 -1,048 1,939 -2,183 -1,281 -5,532 466 -800 -763 517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 67.6 7.5 4.2 7.8 5.3 4.5 7.8 5.5 3.1 4.8 : : : : Number of Traders in Each Category Total Traders: 76 : : 32 33 4 5 8 5 12 10 9 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 78,837 : : Positions : : 62,886 56,519 6,787 9,428 2,466 1,547 5,379 3,030 1,375 1,460 387 : : : : Changes from: September 5, 2023 : : -3,914 -4,067 -82 -548 -765 -368 50 -159 -265 -121 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.7 8.6 12.0 3.1 2.0 6.8 3.8 1.7 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 25 20 . . 4 . 8 5 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 60,947 : : Positions : : 48,077 46,152 9,743 5,424 1,321 0 6,781 315 475 464 453 : : : : Changes from: September 5, 2023 : : -2,335 -1,536 -18 440 -223 -78 -1,321 20 75 70 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 75.7 16.0 8.9 2.2 0.0 11.1 0.5 0.8 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 15 . . 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 50,441 : : Positions : : 34,265 28,286 6,472 3,870 7,290 0 6,920 580 800 2,695 354 : : : : Changes from: September 5, 2023 : : -769 -305 350 -81 -297 0 0 -70 20 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 56.1 12.8 7.7 14.5 0.0 13.7 1.1 1.6 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 5 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 60,065 : : Positions : : 39,981 31,736 8,993 4,623 8,362 505 11,938 0 1,176 2,548 650 : : : : Changes from: September 5, 2023 : : -1,260 -131 1,072 -264 -397 5 -4 0 -25 17 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 52.8 15.0 7.7 13.9 0.8 19.9 0.0 2.0 4.2 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 20 6 . 6 . 7 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 59,575 : : Positions : : 43,095 27,457 12,237 21,152 1,516 0 0 0 1,999 9,435 15 : : : : Changes from: September 5, 2023 : : -1,612 -1,189 -468 45 -178 0 0 0 -151 -106 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 46.1 20.5 35.5 2.5 0.0 0.0 0.0 3.4 15.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 5 4 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 73,944 : : Positions : : 54,525 30,544 13,523 30,635 2,602 50 0 0 2,528 9,973 90 : : : : Changes from: September 5, 2023 : : -2,670 -1,591 -195 -393 -581 0 0 0 -143 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 41.3 18.3 41.4 3.5 0.1 0.0 0.0 3.4 13.5 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 17 5 4 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 35,913 : : Positions : : 23,929 32,831 10,736 445 975 0 300 0 260 1,222 0 : : : : Changes from: September 5, 2023 : : -893 23 942 240 18 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 91.4 29.9 1.2 2.7 0.0 0.8 0.0 0.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 35,082 : : Positions : : 27,992 28,431 3,863 3,298 2,904 0 0 0 0 400 0 : : : : Changes from: September 5, 2023 : : -175 -966 -926 -130 -20 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 81.0 11.0 9.4 8.3 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 30,788 : : Positions : : 22,237 20,076 7,108 3,596 1,151 0 4,175 0 100 1,790 0 : : : : Changes from: September 5, 2023 : : -2,230 -1,072 -231 82 59 0 -1,400 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 65.2 23.1 11.7 3.7 0.0 13.6 0.0 0.3 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 28,951 : : Positions : : 21,567 18,556 4,088 3,596 2,624 0 4,175 0 300 0 0 : : : : Changes from: September 5, 2023 : : -2,041 -445 -182 -428 59 0 -1,400 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 64.1 14.1 12.4 9.1 0.0 14.4 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 169,415 : : Positions : : 82,143 91,896 32,766 43,173 19,915 22,728 71 4,080 1,672 5,032 5,107 : : : : Changes from: September 5, 2023 : : -10,743 1,382 222 -1,091 -703 7,478 -268 -2,274 71 -2,838 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 54.2 19.3 25.5 11.8 13.4 0.0 2.4 1.0 3.0 3.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 31 31 . 4 6 12 . 6 6 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 35,594 : : Positions : : 21,541 14,655 10,036 9,048 3,600 0 6,255 0 0 1,836 0 : : : : Changes from: September 5, 2023 : : 3,564 -3,012 -162 -130 -5 -420 6,255 0 0 -159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 41.2 28.2 25.4 10.1 0.0 17.6 0.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 34,012 : : Positions : : 19,359 15,237 11,101 7,344 3,140 0 6,255 0 0 1,836 0 : : : : Changes from: September 5, 2023 : : 3,609 -2,937 -142 -135 -5 -420 6,255 0 0 -159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 44.8 32.6 21.6 9.2 0.0 18.4 0.0 0.0 5.4 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 September 12, 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 36,514 : : Positions : : 13,201 22,942 21,922 4,967 1,366 0 5,481 0 0 1,650 0 : : : : Changes from: September 5, 2023 : : -762 -814 -338 130 -210 0 -266 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 62.8 60.0 13.6 3.7 0.0 15.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 32,228 : : Positions : : 14,911 19,120 15,957 4,527 1,333 0 5,481 0 0 1,650 0 : : : : Changes from: September 5, 2023 : : -779 -646 -181 155 -412 0 -266 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 59.3 49.5 14.0 4.1 0.0 17.0 0.0 0.0 5.1 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 September 12, 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 121,275 : : Positions : : 56,885 82,034 29,254 26,044 10,129 17,763 676 1,192 5,087 100 125 : : : : Changes from: September 5, 2023 : : -5,701 1,256 -492 -787 -29 7,153 0 160 -493 -50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 67.6 24.1 21.5 8.4 14.6 0.6 1.0 4.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 22 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 42,418 : : Positions : : 28,359 39,010 12,288 671 1,018 0 350 0 360 1,175 70 : : : : Changes from: September 5, 2023 : : -1,003 -1,211 229 496 64 0 3 -28 -25 -116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 92.0 29.0 1.6 2.4 0.0 0.8 0.0 0.8 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 40,183 : : Positions : : 31,023 34,961 5,576 1,459 2,477 0 450 135 600 540 0 : : : : Changes from: September 5, 2023 : : -795 -1,628 43 13 -3 -993 150 110 -35 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 87.0 13.9 3.6 6.2 0.0 1.1 0.3 1.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 33,708 : : Positions : : 22,865 31,642 7,011 125 1,693 0 0 0 1,900 0 0 : : : : Changes from: September 5, 2023 : : -448 -789 -457 -110 -70 0 0 0 -144 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 93.9 20.8 0.4 5.0 0.0 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 6 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 35,103 : : Positions : : 20,750 33,268 10,724 705 812 0 70 0 2,256 0 0 : : : : Changes from: September 5, 2023 : : -970 -1,344 -941 -492 0 0 57 -57 -214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 94.8 30.6 2.0 2.3 0.0 0.2 0.0 6.4 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 September 12, 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 70,010 : : Positions : : 54,853 57,904 12,224 8,020 977 360 1,261 0 901 1,336 80 : : : : Changes from: September 5, 2023 : : -4,123 -2,508 -546 -668 -100 360 -920 -360 -273 -311 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.7 17.5 11.5 1.4 0.5 1.8 0.0 1.3 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 4 4 . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 92,195 : : Positions : : 72,484 78,237 12,681 7,861 1,639 558 937 496 2,918 1,526 764 : : : : Changes from: September 5, 2023 : : -5,222 -3,074 -1,262 -787 -31 329 -1,648 -455 -492 -1,158 -341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 84.9 13.8 8.5 1.8 0.6 1.0 0.5 3.2 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 25 4 . 4 . 7 5 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 43,407 : : Positions : : 29,538 30,142 12,723 9,238 740 25 2,516 180 0 388 96 : : : : Changes from: September 5, 2023 : : -3,117 -2,461 -1,223 -1,143 1 25 -601 -25 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 69.4 29.3 21.3 1.7 0.1 5.8 0.4 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 12 . 4 . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 43,284 : : Positions : : 32,083 30,171 11,021 8,774 80 0 3,309 0 0 865 75 : : : : Changes from: September 5, 2023 : : -1,549 -1,505 -555 -215 0 0 -369 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 69.7 25.5 20.3 0.2 0.0 7.6 0.0 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 48,325 : : Positions : : 40,498 30,124 3,090 14,349 1,910 905 0 1,330 0 0 0 : : : : Changes from: September 5, 2023 : : -706 -980 -63 13 16 112 0 -112 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 62.3 6.4 29.7 4.0 1.9 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 49,344 : : Positions : : 40,761 28,781 3,221 13,955 3,055 70 1,923 1,242 0 0 0 : : : : Changes from: September 5, 2023 : : -748 -1,011 -64 24 -249 57 -250 -57 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 58.3 6.5 28.3 6.2 0.1 3.9 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 20 . 4 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 11,301 : : Positions : : 7,901 10,188 2,118 0 883 0 0 0 0 0 0 : : : : Changes from: September 5, 2023 : : -662 -1,616 -565 0 0 0 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 90.2 18.7 0.0 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 37,101 : : Positions : : 33,545 35,619 2,163 514 135 75 485 10 512 0 15 : : : : Changes from: September 5, 2023 : : -964 -218 -159 -102 -135 0 -168 0 -32 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 96.0 5.8 1.4 0.4 0.2 1.3 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 31,306 : : Positions : : 27,854 29,991 1,514 0 592 0 173 0 895 44 18 : : : : Changes from: September 5, 2023 : : -1,564 -1,425 4 0 -35 0 -50 0 25 -5 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 95.8 4.8 0.0 1.9 0.0 0.6 0.0 2.9 0.1 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 September 12, 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 26,741 : : Positions : : 21,454 18,489 3,591 3,659 977 0 1,730 83 0 1,470 0 : : : : Changes from: September 5, 2023 : : -1,183 -1,652 82 -65 -210 0 -194 -68 0 -176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 69.1 13.4 13.7 3.7 0.0 6.5 0.3 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 19,259 : : Positions : : 14,451 14,013 3,251 2,726 461 14 380 208 0 768 75 : : : : Changes from: September 5, 2023 : : -325 -430 180 -120 -265 -69 34 -105 0 89 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 72.8 16.9 14.2 2.4 0.1 2.0 1.1 0.0 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 11,591 : : Positions : : 4,865 10,586 5,585 6 907 60 0 0 144 56 16 : : : : Changes from: September 5, 2023 : : 70 -245 -265 6 194 5 0 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 91.3 48.2 0.1 7.8 0.5 0.0 0.0 1.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 9,261 : : Positions : : 3,779 8,648 5,083 25 225 0 313 0 125 25 25 : : : : Changes from: September 5, 2023 : : 245 495 325 25 225 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 93.4 54.9 0.3 2.4 0.0 3.4 0.0 1.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 84,512 : : Positions : : 60,786 57,543 8,389 8,062 4,833 210 5,308 170 9,303 7,643 297 : : : : Changes from: September 5, 2023 : : -3,988 -1,476 -281 -841 -247 -16 -1,196 -120 -662 -1,525 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.1 9.9 9.5 5.7 0.2 6.3 0.2 11.0 9.0 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 26 . 7 7 . 4 . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 96,724 : : Positions : : 69,686 59,176 10,928 8,315 4,694 246 8,542 243 10,051 14,695 452 : : : : Changes from: September 5, 2023 : : -5,958 -2,028 -1,569 -1,100 -308 75 -432 -746 -848 -4,542 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 61.2 11.3 8.6 4.9 0.3 8.8 0.3 10.4 15.2 0.5 : : : : Number of Traders in Each Category Total Traders: 72 : : 32 30 4 5 7 . 8 5 . 10 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 352,344 : : Positions : : 173,105 186,249 35,029 12,501 45,478 28,169 18,140 36,868 5,823 25,408 27,053 : : : : Changes from: September 5, 2023 : : -285 -8,998 -1,326 2,258 -2,979 -3,599 -274 -760 782 2,122 -949 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 52.9 9.9 3.5 12.9 8.0 5.1 10.5 1.7 7.2 7.7 : : : : Number of Traders in Each Category Total Traders: 107 : : 42 36 7 4 10 10 19 16 13 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 18,733 : : Positions : : 14,807 9,123 120 7,076 1,224 655 762 80 1,424 396 0 : : : : Changes from: September 5, 2023 : : -917 -361 90 -316 -184 5 -784 -5 -173 -339 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 48.7 0.6 37.8 6.5 3.5 4.1 0.4 7.6 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 8 . 5 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 17,098 : : Positions : : 13,246 9,412 897 6,033 1,443 120 140 70 1,064 0 0 : : : : Changes from: September 5, 2023 : : -592 -270 -50 -18 -179 0 0 0 -88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 55.0 5.2 35.3 8.4 0.7 0.8 0.4 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 4 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 18,250 : : Positions : : 13,370 10,745 615 2,425 510 1,385 385 301 1,270 2,957 275 : : : : Changes from: September 5, 2023 : : -6,475 -5,050 -65 -775 -800 -802 -285 -928 -870 -2,043 -808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 58.9 3.4 13.3 2.8 7.6 2.1 1.6 7.0 16.2 1.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 28 23 . . . . . 5 6 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 55,115 : : Positions : : 41,062 31,732 2,561 3,011 6,678 1,025 4,789 736 65 5,234 2,661 : : : : Changes from: September 5, 2023 : : -3,965 -2,473 -582 -1,375 -206 18 1,132 -4 -100 -2,003 -510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 57.6 4.6 5.5 12.1 1.9 8.7 1.3 0.1 9.5 4.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 20 . . 4 . . 4 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 46,131 : : Positions : : 23,092 31,882 13,257 3,393 2,802 1,568 5,940 74 4,364 1,420 600 : : : : Changes from: September 5, 2023 : : -1,651 -2,848 -650 -330 5 -150 -845 0 -1,565 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 69.1 28.7 7.4 6.1 3.4 12.9 0.2 9.5 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 16 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 70,326 : : Positions : : 45,283 43,492 10,636 14,715 2,306 90 0 0 2,343 333 482 : : : : Changes from: September 5, 2023 : : -3,858 -3,549 -908 -1,325 -30 -20 0 0 -121 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 61.8 15.1 20.9 3.3 0.1 0.0 0.0 3.3 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 64,029 : : Positions : : 41,414 35,415 7,726 16,108 1,974 0 0 0 2,275 0 363 : : : : Changes from: September 5, 2023 : : -2,965 -2,385 -690 -1,287 -88 0 0 0 -59 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 55.3 12.1 25.2 3.1 0.0 0.0 0.0 3.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 30,586 : : Positions : : 19,986 18,929 1,201 2,910 1,322 85 375 0 860 0 330 : : : : Changes from: September 5, 2023 : : -816 -32 71 -465 -740 -75 0 0 345 -25 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 61.9 3.9 9.5 4.3 0.3 1.2 0.0 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 27,829 : : Positions : : 19,666 17,469 791 2,745 1,586 85 375 0 365 80 275 : : : : Changes from: September 5, 2023 : : -1,287 -268 366 -280 -870 -75 0 0 365 -130 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 62.8 2.8 9.9 5.7 0.3 1.3 0.0 1.3 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 20,497 : : Positions : : 14,760 12,155 965 7,658 0 1,130 200 100 2,766 0 0 : : : : Changes from: September 5, 2023 : : 175 -815 -60 -148 0 -940 155 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 59.3 4.7 37.4 0.0 5.5 1.0 0.5 13.5 0.0 0.0 : : : : 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 September 12, 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 16,805 : : Positions : : 11,260 12,665 965 3,820 200 1,230 0 0 2,670 0 0 : : : : Changes from: September 5, 2023 : : 25 -960 -60 20 -65 -915 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 75.4 5.7 22.7 1.2 7.3 0.0 0.0 15.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 43,274 : : Positions : : 23,291 21,545 14,002 4,018 1,037 527 4,135 239 0 7,834 1,212 : : : : Changes from: September 5, 2023 : : 137 -753 174 243 -65 122 -840 -22 0 1,810 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 49.8 32.4 9.3 2.4 1.2 9.6 0.6 0.0 18.1 2.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 39,411 : : Positions : : 22,677 17,700 11,786 3,509 1,477 0 4,025 120 0 9,089 960 : : : : Changes from: September 5, 2023 : : 971 -114 90 354 -94 0 -920 0 0 1,795 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 44.9 29.9 8.9 3.7 0.0 10.2 0.3 0.0 23.1 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 19,230 : : Positions : : 14,720 12,591 808 2,904 2,500 0 432 0 0 117 6 : : : : Changes from: September 5, 2023 : : -1,735 -1,263 253 -228 108 0 -108 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 65.5 4.2 15.1 13.0 0.0 2.2 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 34,411 : : Positions : : 15,066 29,810 2,641 1,493 2,212 2,955 315 0 10,454 0 70 : : : : Changes from: September 5, 2023 : : -111 1,683 180 241 -321 150 60 -60 1,755 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 86.6 7.7 4.3 6.4 8.6 0.9 0.0 30.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 32,315 : : Positions : : 13,132 29,321 5,173 1,680 205 2,455 320 0 10,149 0 70 : : : : Changes from: September 5, 2023 : : -199 1,405 145 130 70 150 15 -15 1,455 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 90.7 16.0 5.2 0.6 7.6 1.0 0.0 31.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 97,998 : : Positions : : 40,088 52,447 26,499 20,954 2,986 0 25 600 13,630 6,716 10 : : : : Changes from: September 5, 2023 : : -701 -1,194 -1,384 -1,245 -98 0 -50 0 -240 159 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 53.5 27.0 21.4 3.0 0.0 0.0 0.6 13.9 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 4 4 5 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 94,692 : : Positions : : 34,774 51,163 24,957 17,947 3,827 0 25 600 16,030 6,411 10 : : : : Changes from: September 5, 2023 : : -2,729 -3,911 -1,421 -934 -188 0 -50 0 -520 240 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 54.0 26.4 19.0 4.0 0.0 0.0 0.6 16.9 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 5 . 5 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 20,619 : : Positions : : 8,998 12,917 2,790 986 1,401 465 900 75 2,965 840 518 : : : : Changes from: September 5, 2023 : : -993 -1,335 -874 -73 0 15 -100 -15 -90 -435 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 62.6 13.5 4.8 6.8 2.3 4.4 0.4 14.4 4.1 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 20,617 : : Positions : : 8,640 12,843 2,755 1,032 1,285 465 900 75 2,965 820 520 : : : : Changes from: September 5, 2023 : : -813 -1,125 -810 -63 -10 15 -100 -15 -90 -430 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 62.3 13.4 5.0 6.2 2.3 4.4 0.4 14.4 4.0 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 22,194 : : Positions : : 20,988 3,457 600 12,560 200 0 0 0 0 5,892 0 : : : : Changes from: September 5, 2023 : : 1,316 538 -45 905 -25 0 0 0 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 15.6 2.7 56.6 0.9 0.0 0.0 0.0 0.0 26.5 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 September 12, 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 21,738 : : Positions : : 20,463 3,231 600 12,515 260 0 0 0 0 5,587 0 : : : : Changes from: September 5, 2023 : : 1,858 603 -70 890 -5 0 0 0 0 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 14.9 2.8 57.6 1.2 0.0 0.0 0.0 0.0 25.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 28,369 : : Positions : : 21,495 16,485 1,390 7,664 1,076 0 0 0 2,849 2,385 75 : : : : Changes from: September 5, 2023 : : -2,085 -775 14 -95 21 0 -150 0 16 -290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 58.1 4.9 27.0 3.8 0.0 0.0 0.0 10.0 8.4 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 4 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 24,923 : : Positions : : 19,637 12,190 1,206 9,742 460 0 0 0 2,364 2,075 0 : : : : Changes from: September 5, 2023 : : -1,023 -505 17 22 35 0 -100 0 93 -260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 48.9 4.8 39.1 1.8 0.0 0.0 0.0 9.5 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 10,308 : : Positions : : 8,600 4,005 100 4,090 250 90 125 0 0 1,290 0 : : : : Changes from: September 5, 2023 : : 357 -500 0 877 -250 25 -5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 38.9 1.0 39.7 2.4 0.9 1.2 0.0 0.0 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 41,750 : : Positions : : 11,874 28,294 17,171 8,110 505 0 360 0 8,467 0 0 : : : : Changes from: September 5, 2023 : : -954 -850 -861 -1,485 175 0 -90 0 -365 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 67.8 41.1 19.4 1.2 0.0 0.9 0.0 20.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 17 4 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 40,739 : : Positions : : 11,733 29,288 18,076 5,075 550 0 360 0 8,197 2,700 0 : : : : Changes from: September 5, 2023 : : -997 -343 -671 -1,525 225 0 -90 0 -340 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 71.9 44.4 12.5 1.4 0.0 0.9 0.0 20.1 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 120,596 : : Positions : : 80,232 101,267 32,655 950 2,075 0 4,515 5 0 5,885 1,095 : : : : Changes from: September 5, 2023 : : -3,538 -3,220 -1,418 -615 -65 0 -70 0 0 -945 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 84.0 27.1 0.8 1.7 0.0 3.7 0.0 0.0 4.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 5 . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 107,686 : : Positions : : 70,059 88,127 31,007 1,845 1,335 0 4,515 5 0 6,625 485 : : : : Changes from: September 5, 2023 : : -2,988 -2,180 -957 -590 -50 -25 -70 0 0 -1,030 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 81.8 28.8 1.7 1.2 0.0 4.2 0.0 0.0 6.2 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 4 . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 14,195 : : Positions : : 9,805 6,412 2,474 4,928 738 0 0 0 0 1,660 0 : : : : Changes from: September 5, 2023 : : -560 -207 -99 -283 -10 0 0 0 0 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 45.2 17.4 34.7 5.2 0.0 0.0 0.0 0.0 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 13,410 : : Positions : : 8,940 5,685 2,414 4,730 857 0 0 0 0 1,660 0 : : : : Changes from: September 5, 2023 : : -470 -140 -99 -260 -20 0 0 0 0 -190 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 42.4 18.0 35.3 6.4 0.0 0.0 0.0 0.0 12.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 24,135 : : Positions : : 20,552 5,043 840 14,491 310 0 275 0 0 2,156 45 : : : : Changes from: September 5, 2023 : : -1,063 -527 -130 -968 -17 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 20.9 3.5 60.0 1.3 0.0 1.1 0.0 0.0 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 5 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 23,890 : : Positions : : 20,553 5,268 695 14,637 210 0 275 0 0 1,936 10 : : : : Changes from: September 5, 2023 : : -981 -497 -130 -981 -5 0 0 0 0 320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 22.1 2.9 61.3 0.9 0.0 1.2 0.0 0.0 8.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 46,341 : : Positions : : 31,890 21,375 8,065 16,664 1,834 925 0 0 1,055 3,661 758 : : : : Changes from: September 5, 2023 : : -910 -373 -353 20 -945 -150 0 0 -30 -1,140 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 46.1 17.4 36.0 4.0 2.0 0.0 0.0 2.3 7.9 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 . 4 7 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 45,050 : : Positions : : 30,011 20,875 7,717 15,531 2,890 900 0 0 1,090 3,496 886 : : : : Changes from: September 5, 2023 : : -991 -5 -216 195 -1,149 -100 0 0 -80 -921 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 46.3 17.1 34.5 6.4 2.0 0.0 0.0 2.4 7.8 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 9 . 4 7 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 55,554 : : Positions : : 36,325 34,766 1,911 3,942 5,098 1,245 1,500 0 5,161 4,600 171 : : : : Changes from: September 5, 2023 : : -1,805 -1,735 -1,143 -697 -348 -220 -450 0 -399 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 62.6 3.4 7.1 9.2 2.2 2.7 0.0 9.3 8.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 9 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 52,500 : : Positions : : 36,557 30,621 546 5,256 4,838 525 2,125 0 4,694 4,415 171 : : : : Changes from: September 5, 2023 : : -1,535 -995 -820 -699 -32 -150 -300 0 -339 -850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 58.3 1.0 10.0 9.2 1.0 4.0 0.0 8.9 8.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 212,341 : : Positions : : 113,148 111,233 20,048 25,422 7,113 905 1,270 1,490 19,521 15,775 415 : : : : Changes from: September 5, 2023 : : -5,970 -3,359 -624 -3,831 494 -375 -335 -100 -2,794 -2,115 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 52.4 9.4 12.0 3.3 0.4 0.6 0.7 9.2 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 24 . 7 7 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 195,483 : : Positions : : 97,678 107,601 16,721 14,178 12,773 2,230 525 560 19,317 13,855 395 : : : : Changes from: September 5, 2023 : : -4,719 -2,590 -340 -606 212 835 -2,185 -910 -2,786 -1,371 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 55.0 8.6 7.3 6.5 1.1 0.3 0.3 9.9 7.1 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 24 . 6 7 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 56,570 : : Positions : : 34,894 31,126 6,172 10,851 5,519 0 150 0 1,505 0 0 : : : : Changes from: September 5, 2023 : : -1,207 -1,040 -363 -269 -86 0 -50 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 55.0 10.9 19.2 9.8 0.0 0.3 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . 6 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 59,595 : : Positions : : 37,547 34,555 3,183 6,980 8,261 150 0 150 950 95 205 : : : : Changes from: September 5, 2023 : : -1,336 -1,318 -572 -815 847 -75 0 0 -55 95 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 58.0 5.3 11.7 13.9 0.3 0.0 0.3 1.6 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 39,618 : : Positions : : 22,470 30,155 9,395 1,650 3,100 0 50 0 500 0 70 : : : : Changes from: September 5, 2023 : : -1,217 -935 -19 -106 -279 0 50 -50 500 -25 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 76.1 23.7 4.2 7.8 0.0 0.1 0.0 1.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 38,129 : : Positions : : 21,131 28,553 8,630 900 2,885 0 350 0 500 0 70 : : : : Changes from: September 5, 2023 : : -975 -611 -218 -25 -27 0 -75 0 500 -25 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 74.9 22.6 2.4 7.6 0.0 0.9 0.0 1.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 5 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 204,942 : : Positions : : 111,312 94,683 16,645 32,238 21,542 1,130 135 580 863 3,216 5,898 : : : : Changes from: September 5, 2023 : : -5,371 -3,693 -734 -911 -493 95 100 -330 294 -1,065 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 46.2 8.1 15.7 10.5 0.6 0.1 0.3 0.4 1.6 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 4 4 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 166,703 : : Positions : : 87,106 92,160 9,919 14,482 15,810 2,935 0 105 8,460 1,987 4,165 : : : : Changes from: September 5, 2023 : : -3,539 -4,246 -1,171 -2,476 963 -3,098 0 -35 675 -317 -1,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 55.3 6.0 8.7 9.5 1.8 0.0 0.1 5.1 1.2 2.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 4 4 8 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 80,678 : : Positions : : 49,324 42,795 6,830 14,734 8,989 1,520 0 100 2,500 2,645 50 : : : : Changes from: September 5, 2023 : : -3,325 120 390 -855 -935 465 0 0 -25 -1,765 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 53.0 8.5 18.3 11.1 1.9 0.0 0.1 3.1 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 75,389 : : Positions : : 47,254 39,315 4,675 10,884 8,765 1,320 0 0 0 3,050 0 : : : : Changes from: September 5, 2023 : : -2,660 255 620 -730 -1,000 465 0 0 0 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 52.1 6.2 14.4 11.6 1.8 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 12, 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 15,066 : : Positions : : 9,811 8,756 2,040 1,695 1,405 1,775 75 0 0 3,125 0 : : : : Changes from: September 5, 2023 : : 595 260 55 370 -145 -125 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 58.1 13.5 11.3 9.3 11.8 0.5 0.0 0.0 20.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . . . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 15, 2023