Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 28,404 : : Positions : : 18,877 24,959 6,308 1,668 1,047 1,201 127 172 330 257 143 : : : : Changes from: November 21, 2023 : : 160 88 35 93 -5 73 21 43 -60 0 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 87.9 22.2 5.9 3.7 4.2 0.4 0.6 1.2 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 23 . . . 5 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 20,369 : : Positions : : 14,029 15,409 2,471 2,595 1,923 853 0 1 628 155 286 : : : : Changes from: November 21, 2023 : : 513 59 -41 355 -17 -129 0 0 -7 0 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 75.6 12.1 12.7 9.4 4.2 0.0 0.0 3.1 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . . 4 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 187,599 : : Positions : : 111,018 140,707 14,945 7,164 16,224 15,931 5,580 6,604 16,633 4,968 6,037 : : : : Changes from: November 21, 2023 : : 1,927 -879 74 -173 238 127 552 -242 -1,196 1,095 -683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 75.0 8.0 3.8 8.6 8.5 3.0 3.5 8.9 2.6 3.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 28 34 4 5 8 6 13 10 10 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 87,079 : : Positions : : 72,194 55,781 6,046 13,871 3,738 1,857 9,104 1,739 315 1,338 1,091 : : : : Changes from: November 21, 2023 : : 1,500 878 85 -169 -56 -20 460 -47 -459 -77 404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 64.1 6.9 15.9 4.3 2.1 10.5 2.0 0.4 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 23 23 . . 5 4 8 5 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 70,262 : : Positions : : 53,397 50,889 10,807 7,055 1,401 180 6,480 2,032 850 816 1,465 : : : : Changes from: November 21, 2023 : : 11 254 72 265 30 -74 103 0 475 -145 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 72.4 15.4 10.0 2.0 0.3 9.2 2.9 1.2 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 49,297 : : Positions : : 35,602 25,331 3,651 5,464 7,350 50 7,094 611 828 2,824 553 : : : : Changes from: November 21, 2023 : : 508 -405 -845 157 120 0 -142 171 -64 -11 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.4 7.4 11.1 14.9 0.1 14.4 1.2 1.7 5.7 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 5 . 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 59,449 : : Positions : : 41,170 27,586 7,326 7,332 8,750 75 12,610 0 1,022 2,295 604 : : : : Changes from: November 21, 2023 : : 314 426 365 134 15 0 139 0 20 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 46.4 12.3 12.3 14.7 0.1 21.2 0.0 1.7 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 21 5 4 8 . 8 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 58,588 : : Positions : : 43,058 25,939 10,331 21,521 2,059 0 601 0 2,561 8,335 121 : : : : Changes from: November 21, 2023 : : 51 0 117 -223 48 0 392 0 1 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 44.3 17.6 36.7 3.5 0.0 1.0 0.0 4.4 14.2 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 18 4 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 69,962 : : Positions : : 51,924 28,706 11,333 29,607 2,791 50 100 0 3,236 8,585 111 : : : : Changes from: November 21, 2023 : : 289 -92 -5 276 5 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 41.0 16.2 42.3 4.0 0.1 0.1 0.0 4.6 12.3 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 16 5 4 7 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 33,065 : : Positions : : 21,959 30,068 9,840 368 1,007 0 290 0 110 1,220 0 : : : : Changes from: November 21, 2023 : : 13 13 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 90.9 29.8 1.1 3.0 0.0 0.9 0.0 0.3 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 33,205 : : Positions : : 26,641 25,953 3,184 3,496 3,048 0 117 0 0 510 0 : : : : Changes from: November 21, 2023 : : -89 -116 0 24 0 0 2 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 78.2 9.6 10.5 9.2 0.0 0.4 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 28,826 : : Positions : : 20,005 19,411 2,840 4,045 3,270 2,300 0 400 0 1,490 0 : : : : Changes from: November 21, 2023 : : 0 301 60 0 -40 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 67.3 9.9 14.0 11.3 8.0 0.0 1.4 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 28,315 : : Positions : : 19,455 18,240 3,020 6,745 2,550 2,300 0 400 350 0 50 : : : : Changes from: November 21, 2023 : : 0 300 60 0 -40 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 64.4 10.7 23.8 9.0 8.1 0.0 1.4 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 176,173 : : Positions : : 87,082 95,463 31,278 43,335 21,927 25,261 429 2,580 1,857 7,098 5,047 : : : : Changes from: November 21, 2023 : : 169 1,323 1,216 -415 -444 259 130 -105 -52 613 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 54.2 17.8 24.6 12.4 14.3 0.2 1.5 1.1 4.0 2.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 32 . . 6 12 . 6 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 35,603 : : Positions : : 20,994 14,525 10,937 9,464 2,836 0 6,830 0 0 1,518 0 : : : : Changes from: November 21, 2023 : : 150 0 100 0 0 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 40.8 30.7 26.6 8.0 0.0 19.2 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 34,260 : : Positions : : 18,467 15,698 12,547 7,674 2,410 0 6,530 0 0 1,518 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 45.8 36.6 22.4 7.0 0.0 19.1 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 32,718 : : Positions : : 11,319 21,170 20,407 5,226 896 0 4,266 48 0 1,100 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 64.7 62.4 16.0 2.7 0.0 13.0 0.1 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 28,932 : : Positions : : 13,165 17,640 14,707 4,836 964 0 4,266 48 0 1,100 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 61.0 50.8 16.7 3.3 0.0 14.7 0.2 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 5 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 121,686 : : Positions : : 61,177 86,865 29,390 20,763 9,186 16,288 842 676 3,954 2,165 247 : : : : Changes from: November 21, 2023 : : 925 960 300 -120 0 200 25 0 -300 280 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 71.4 24.2 17.1 7.5 13.4 0.7 0.6 3.2 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 20 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 38,382 : : Positions : : 24,612 35,339 12,031 715 910 0 150 0 260 1,030 120 : : : : Changes from: November 21, 2023 : : 105 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 92.1 31.3 1.9 2.4 0.0 0.4 0.0 0.7 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 39,042 : : Positions : : 30,451 32,370 4,258 1,063 3,077 0 1,686 50 800 590 0 : : : : Changes from: November 21, 2023 : : 266 -35 -172 0 115 0 245 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 82.9 10.9 2.7 7.9 0.0 4.3 0.1 2.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 4 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 31,398 : : Positions : : 22,148 26,935 5,977 2,953 1,041 0 75 0 2,071 0 0 : : : : Changes from: November 21, 2023 : : 86 101 15 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 85.8 19.0 9.4 3.3 0.0 0.2 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 5 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 32,923 : : Positions : : 21,325 30,459 7,749 1,265 803 0 0 0 2,554 0 0 : : : : Changes from: November 21, 2023 : : 75 51 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 92.5 23.5 3.8 2.4 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 5 . 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 76,464 : : Positions : : 62,185 60,447 10,950 6,897 966 0 3,038 360 0 3,024 1,301 : : : : Changes from: November 21, 2023 : : 1,590 1,866 105 29 51 0 -81 0 0 -142 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 79.1 14.3 9.0 1.3 0.0 4.0 0.5 0.0 4.0 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 23 4 5 5 0 . . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 100,114 : : Positions : : 79,081 82,444 11,570 6,434 1,846 250 5,806 941 4,491 754 1,384 : : : : Changes from: November 21, 2023 : : 1,736 2,125 485 -2 -87 0 761 -234 701 75 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 82.3 11.6 6.4 1.8 0.2 5.8 0.9 4.5 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 23 26 5 4 7 . 9 4 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 43,007 : : Positions : : 28,587 30,589 12,900 6,674 423 352 4,446 412 165 209 100 : : : : Changes from: November 21, 2023 : : 284 290 -42 -10 4 277 207 -65 65 107 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 71.1 30.0 15.5 1.0 0.8 10.3 1.0 0.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 43,327 : : Positions : : 29,981 28,852 12,730 9,070 310 99 4,125 0 0 858 107 : : : : Changes from: November 21, 2023 : : 175 225 5 -55 20 0 120 0 0 -105 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 66.6 29.4 20.9 0.7 0.2 9.5 0.0 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 49,615 : : Positions : : 41,932 32,565 4,059 12,693 1,723 800 1,177 525 0 298 60 : : : : Changes from: November 21, 2023 : : 235 310 35 -152 29 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 65.6 8.2 25.6 3.5 1.6 2.4 1.1 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 19 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 55,422 : : Positions : : 46,582 32,897 3,797 12,741 3,194 0 4,310 955 0 1,033 114 : : : : Changes from: November 21, 2023 : : 96 181 507 -10 10 0 277 0 0 -29 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 59.4 6.9 23.0 5.8 0.0 7.8 1.7 0.0 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 20 4 . 5 0 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 40,586 : : Positions : : 37,118 38,602 2,498 562 166 0 396 30 0 232 342 : : : : Changes from: November 21, 2023 : : 850 619 50 0 0 0 18 20 -104 147 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 95.1 6.2 1.4 0.4 0.0 1.0 0.1 0.0 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 32,095 : : Positions : : 28,764 31,172 1,912 0 330 0 143 0 930 160 15 : : : : Changes from: November 21, 2023 : : 453 581 0 0 0 0 0 0 120 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 97.1 6.0 0.0 1.0 0.0 0.4 0.0 2.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 29,946 : : Positions : : 22,458 20,859 4,541 5,115 718 783 1,304 529 228 1,228 117 : : : : Changes from: November 21, 2023 : : 220 632 83 -73 10 130 141 0 52 -219 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 69.7 15.2 17.1 2.4 2.6 4.4 1.8 0.8 4.1 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 19,757 : : Positions : : 14,040 13,756 3,654 3,454 518 0 677 180 495 410 73 : : : : Changes from: November 21, 2023 : : 132 153 80 -5 5 0 45 0 100 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 69.6 18.5 17.5 2.6 0.0 3.4 0.9 2.5 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 11,689 : : Positions : : 4,337 10,353 5,790 0 1,235 0 25 0 267 0 0 : : : : Changes from: November 21, 2023 : : -25 50 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 88.6 49.5 0.0 10.6 0.0 0.2 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 9,218 : : Positions : : 3,586 8,971 5,512 25 0 0 217 0 105 0 5 : : : : Changes from: November 21, 2023 : : 185 180 10 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 97.3 59.8 0.3 0.0 0.0 2.4 0.0 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 4 . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 8,336 : : Positions : : 3,825 6,247 2,183 270 1,024 0 140 605 319 50 0 : : : : Changes from: November 21, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 74.9 26.2 3.2 12.3 0.0 1.7 7.3 3.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 8,445 : : Positions : : 3,910 6,332 2,169 270 1,043 0 150 600 338 50 0 : : : : Changes from: November 21, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 75.0 25.7 3.2 12.4 0.0 1.8 7.1 4.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 15,525 : : Positions : : 6,465 11,395 2,635 1,192 2,718 2,992 100 0 516 0 0 : : : : Changes from: November 21, 2023 : : 65 0 -15 100 0 220 100 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 73.4 17.0 7.7 17.5 19.3 0.6 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 6 4 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 14,190 : : Positions : : 6,740 10,995 4,380 850 2,125 220 100 0 516 0 0 : : : : Changes from: November 21, 2023 : : 65 0 -15 100 0 220 100 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 77.5 30.9 6.0 15.0 1.6 0.7 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 6 5 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 32,431 : : Positions : : 16,664 10,910 13,400 20,274 1,202 0 0 0 690 0 0 : : : : Changes from: November 21, 2023 : : -10 0 -15 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 33.6 41.3 62.5 3.7 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 34,383 : : Positions : : 17,274 10,775 14,468 22,364 1,199 0 0 0 680 0 0 : : : : Changes from: November 21, 2023 : : -10 0 -15 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 31.3 42.1 65.0 3.5 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 86,636 : : Positions : : 58,590 57,692 9,586 10,769 4,819 198 4,019 1,398 9,888 5,830 1,539 : : : : Changes from: November 21, 2023 : : 1,201 2,591 75 -183 0 70 129 162 -91 -1,085 487 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 66.6 11.1 12.4 5.6 0.2 4.6 1.6 11.4 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 27 . 6 8 . 5 . . 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 96,067 : : Positions : : 64,715 59,980 10,963 12,882 4,152 1,006 6,283 2,254 11,098 8,643 1,518 : : : : Changes from: November 21, 2023 : : -588 1,083 286 -144 0 528 626 0 499 -715 234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 62.4 11.4 13.4 4.3 1.0 6.5 2.3 11.6 9.0 1.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 32 31 . 7 8 4 7 4 4 12 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 401,929 : : Positions : : 201,990 227,366 38,966 10,868 50,418 33,622 24,935 34,510 12,208 23,529 29,692 : : : : Changes from: November 21, 2023 : : 5,822 360 112 220 -414 736 2,100 1,065 -282 3,599 -2,086 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 56.6 9.7 2.7 12.5 8.4 6.2 8.6 3.0 5.9 7.4 : : : : Number of Traders in Each Category Total Traders: 113 : : 40 37 7 4 9 14 18 17 16 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 18,695 : : Positions : : 15,559 6,654 170 5,928 1,020 190 3,030 0 1,292 1,835 52 : : : : Changes from: November 21, 2023 : : 804 -150 0 0 0 0 350 0 0 515 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 35.6 0.9 31.7 5.5 1.0 16.2 0.0 6.9 9.8 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 17,342 : : Positions : : 14,012 6,907 692 5,488 1,206 190 2,256 0 972 1,409 52 : : : : Changes from: November 21, 2023 : : 804 -150 0 0 0 0 380 0 0 485 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 39.8 4.0 31.6 7.0 1.1 13.0 0.0 5.6 8.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 4,435 : : Positions : : 1,215 1,345 870 0 585 230 1,550 140 645 255 115 : : : : Changes from: November 21, 2023 : : -1,510 -1,290 -510 0 75 70 -250 70 160 -130 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 30.3 19.6 0.0 13.2 5.2 34.9 3.2 14.5 5.7 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 8 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 57,724 : : Positions : : 43,017 35,126 1,625 4,911 6,541 2,226 2,383 1,833 50 4,412 2,110 : : : : Changes from: November 21, 2023 : : -523 825 377 -1,113 401 0 100 -50 0 32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 60.9 2.8 8.5 11.3 3.9 4.1 3.2 0.1 7.6 3.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 19 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 59,694 : : Positions : : 32,888 38,651 13,652 7,837 2,996 2,600 4,323 175 6,284 4,799 606 : : : : Changes from: November 21, 2023 : : 60 300 340 0 0 0 50 -22 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 64.7 22.9 13.1 5.0 4.4 7.2 0.3 10.5 8.0 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 25,940 : : Positions : : 16,640 19,790 2,810 4,880 1,140 2,150 0 0 3,200 0 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 76.3 10.8 18.8 4.4 8.3 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 76,139 : : Positions : : 44,592 48,954 12,934 12,610 2,553 50 0 0 4,536 712 1,274 : : : : Changes from: November 21, 2023 : : 485 855 190 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 64.3 17.0 16.6 3.4 0.1 0.0 0.0 6.0 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 68,426 : : Positions : : 40,887 40,551 9,998 13,884 1,833 0 0 0 4,030 400 1,155 : : : : Changes from: November 21, 2023 : : 242 462 40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 59.3 14.6 20.3 2.7 0.0 0.0 0.0 5.9 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 29,736 : : Positions : : 18,510 18,746 648 1,300 2,392 70 275 0 935 0 169 : : : : Changes from: November 21, 2023 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 63.0 2.2 4.4 8.0 0.2 0.9 0.0 3.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 27,445 : : Positions : : 18,482 17,513 393 1,075 2,495 70 275 0 130 50 450 : : : : Changes from: November 21, 2023 : : 0 0 0 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 63.8 1.4 3.9 9.1 0.3 1.0 0.0 0.5 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 24,721 : : Positions : : 18,685 15,753 815 7,458 180 310 250 120 3,286 0 42 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 63.7 3.3 30.2 0.7 1.3 1.0 0.5 13.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 21,530 : : Positions : : 15,725 17,292 1,205 3,303 0 360 0 70 3,090 0 42 : : : : Changes from: November 21, 2023 : : 420 1,560 300 -840 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 80.3 5.6 15.3 0.0 1.7 0.0 0.3 14.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 48,871 : : Positions : : 31,465 27,954 11,834 3,278 739 416 3,233 64 0 8,954 1,015 : : : : Changes from: November 21, 2023 : : 110 70 60 10 30 0 0 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 57.2 24.2 6.7 1.5 0.9 6.6 0.1 0.0 18.3 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 42,858 : : Positions : : 29,071 21,162 9,214 4,011 1,124 0 2,913 72 0 10,149 704 : : : : Changes from: November 21, 2023 : : 310 20 10 10 50 0 0 0 0 290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 49.4 21.5 9.4 2.6 0.0 6.8 0.2 0.0 23.7 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 4 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 22,093 : : Positions : : 16,888 16,162 749 1,001 3,843 0 216 0 4 0 50 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.2 3.4 4.5 17.4 0.0 1.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 21,470 : : Positions : : 16,453 15,864 717 978 3,866 0 0 0 0 0 0 : : : : Changes from: November 21, 2023 : : 5 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 73.9 3.3 4.6 18.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 39,695 : : Positions : : 18,223 34,302 2,856 810 2,280 2,923 225 25 10,979 0 0 : : : : Changes from: November 21, 2023 : : 600 800 100 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 86.4 7.2 2.0 5.7 7.4 0.6 0.1 27.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 35,169 : : Positions : : 13,540 32,070 5,667 745 155 2,423 200 25 11,124 0 0 : : : : Changes from: November 21, 2023 : : 360 710 0 0 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 91.2 16.1 2.1 0.4 6.9 0.6 0.1 31.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 97,065 : : Positions : : 39,990 48,690 28,644 25,149 2,451 675 0 525 12,255 7,498 0 : : : : Changes from: November 21, 2023 : : 328 148 0 205 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 50.2 29.5 25.9 2.5 0.7 0.0 0.5 12.6 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 18 4 4 . . 0 . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 95,146 : : Positions : : 34,324 46,983 29,043 23,720 2,511 675 291 525 14,090 6,811 228 : : : : Changes from: November 21, 2023 : : -110 -10 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 49.4 30.5 24.9 2.6 0.7 0.3 0.6 14.8 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 5 . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 21,038 : : Positions : : 9,566 14,937 2,585 854 1,438 505 700 75 3,260 280 719 : : : : Changes from: November 21, 2023 : : -1,285 -535 230 -110 10 0 0 0 360 -50 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 71.0 12.3 4.1 6.8 2.4 3.3 0.4 15.5 1.3 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 5 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 20,720 : : Positions : : 9,153 14,657 2,740 936 1,310 505 700 75 3,260 270 721 : : : : Changes from: November 21, 2023 : : -1,235 -485 190 -150 50 0 0 0 360 -50 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 70.7 13.2 4.5 6.3 2.4 3.4 0.4 15.7 1.3 3.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 6 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 20,443 : : Positions : : 19,277 2,771 510 12,475 190 0 0 0 0 4,922 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 13.6 2.5 61.0 0.9 0.0 0.0 0.0 0.0 24.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,067 : : Positions : : 18,912 2,595 510 12,440 220 0 0 0 0 4,667 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 12.9 2.5 62.0 1.1 0.0 0.0 0.0 0.0 23.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 28,754 : : Positions : : 18,073 9,830 3,090 14,903 1,243 2,140 0 295 1,210 0 317 : : : : Changes from: November 21, 2023 : : 0 -150 0 150 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 34.2 10.7 51.8 4.3 7.4 0.0 1.0 4.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 28,709 : : Positions : : 18,523 10,440 3,090 13,628 1,458 1,110 0 630 1,125 0 357 : : : : Changes from: November 21, 2023 : : 0 -150 0 150 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 36.4 10.8 47.5 5.1 3.9 0.0 2.2 3.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 27,209 : : Positions : : 21,447 15,265 324 7,700 1,635 0 0 0 2,419 1,945 75 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 56.1 1.2 28.3 6.0 0.0 0.0 0.0 8.9 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 24,498 : : Positions : : 20,231 11,260 40 10,099 1,089 0 0 0 1,993 1,625 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 46.0 0.2 41.2 4.4 0.0 0.0 0.0 8.1 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 6 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 16,248 : : Positions : : 13,800 9,930 330 3,329 319 50 975 0 0 870 290 : : : : Changes from: November 21, 2023 : : 70 -45 -15 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 61.1 2.0 20.5 2.0 0.3 6.0 0.0 0.0 5.4 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 16,114 : : Positions : : 13,845 9,775 260 3,459 245 50 975 0 0 870 290 : : : : Changes from: November 21, 2023 : : 70 -45 -15 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 60.7 1.6 21.5 1.5 0.3 6.1 0.0 0.0 5.4 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 45,887 : : Positions : : 18,616 32,314 16,554 8,515 515 0 380 0 6,857 0 0 : : : : Changes from: November 21, 2023 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 70.4 36.1 18.6 1.1 0.0 0.8 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 42,661 : : Positions : : 16,291 30,824 17,044 6,090 715 0 380 0 6,662 2,100 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 72.3 40.0 14.3 1.7 0.0 0.9 0.0 15.6 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 127,953 : : Positions : : 87,810 105,296 32,743 3,628 2,285 280 5,625 0 320 6,502 824 : : : : Changes from: November 21, 2023 : : 745 600 50 265 -15 130 100 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 82.3 25.6 2.8 1.8 0.2 4.4 0.0 0.3 5.1 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 11 5 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 116,069 : : Positions : : 78,916 92,215 31,023 5,452 1,340 280 5,925 0 0 7,027 337 : : : : Changes from: November 21, 2023 : : 745 600 50 265 -15 130 100 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 79.4 26.7 4.7 1.2 0.2 5.1 0.0 0.0 6.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 13,453 : : Positions : : 9,030 6,753 2,414 4,240 808 0 0 0 0 1,280 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 50.2 17.9 31.5 6.0 0.0 0.0 0.0 0.0 9.5 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 November 28, 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 12,728 : : Positions : : 8,380 6,065 2,236 4,360 657 0 0 0 0 1,280 0 : : : : Changes from: November 21, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.7 17.6 34.3 5.2 0.0 0.0 0.0 0.0 10.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 28,111 : : Positions : : 24,025 7,879 1,490 16,304 165 40 150 0 35 1,966 5 : : : : Changes from: November 21, 2023 : : 235 160 25 125 0 0 0 0 35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 28.0 5.3 58.0 0.6 0.1 0.5 0.0 0.1 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 6 . 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 27,891 : : Positions : : 24,181 7,754 1,370 16,490 60 40 150 0 45 2,026 5 : : : : Changes from: November 21, 2023 : : 235 160 25 125 0 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 27.8 4.9 59.1 0.2 0.1 0.5 0.0 0.2 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 6 . 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 46,281 : : Positions : : 33,320 21,080 6,275 17,244 1,800 700 0 0 765 2,721 752 : : : : Changes from: November 21, 2023 : : 455 140 -110 155 -15 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 45.5 13.6 37.3 3.9 1.5 0.0 0.0 1.7 5.9 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 12 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 46,276 : : Positions : : 32,666 22,096 6,640 16,510 2,037 700 0 0 765 2,604 865 : : : : Changes from: November 21, 2023 : : 370 65 -145 110 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 47.7 14.3 35.7 4.4 1.5 0.0 0.0 1.7 5.6 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 58,819 : : Positions : : 36,568 37,841 7,621 8,081 2,827 1,170 0 0 4,661 4,194 161 : : : : Changes from: November 21, 2023 : : -10 -200 -50 0 0 50 0 0 0 190 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 64.3 13.0 13.7 4.8 2.0 0.0 0.0 7.9 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 12 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 55,512 : : Positions : : 35,667 34,456 4,904 6,985 3,048 700 0 0 4,179 4,104 161 : : : : Changes from: November 21, 2023 : : -60 -250 -50 0 20 50 0 0 0 190 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 62.1 8.8 12.6 5.5 1.3 0.0 0.0 7.5 7.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 13 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 222,539 : : Positions : : 125,502 119,769 21,153 26,163 8,061 1,135 1,735 1,210 14,502 14,649 1,311 : : : : Changes from: November 21, 2023 : : 1,017 277 235 -170 -20 100 150 -100 -760 335 212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 53.8 9.5 11.8 3.6 0.5 0.8 0.5 6.5 6.6 0.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 29 . 7 7 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 210,717 : : Positions : : 114,443 118,276 17,998 15,972 12,602 2,515 1,140 985 13,871 13,463 1,583 : : : : Changes from: November 21, 2023 : : 157 -778 235 -125 -35 100 150 -100 -1,010 235 606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 56.1 8.5 7.6 6.0 1.2 0.5 0.5 6.6 6.4 0.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 29 . 7 7 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 63,037 : : Positions : : 39,665 37,287 6,981 11,112 6,180 0 100 0 2,185 0 140 : : : : Changes from: November 21, 2023 : : 179 284 140 10 40 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 59.2 11.1 17.6 9.8 0.0 0.2 0.0 3.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . 6 7 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 61,083 : : Positions : : 38,482 37,470 3,731 6,339 8,388 50 71 200 1,677 0 313 : : : : Changes from: November 21, 2023 : : 100 -50 0 38 -100 -41 71 41 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 61.3 6.1 10.4 13.7 0.1 0.1 0.3 2.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . 6 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 43,551 : : Positions : : 29,096 35,125 8,579 2,440 2,340 0 350 0 530 0 155 : : : : Changes from: November 21, 2023 : : 230 255 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 80.7 19.7 5.6 5.4 0.0 0.8 0.0 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 44,218 : : Positions : : 29,588 35,168 7,254 570 2,789 0 1,250 0 530 0 155 : : : : Changes from: November 21, 2023 : : 595 295 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 79.5 16.4 1.3 6.3 0.0 2.8 0.0 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 216,200 : : Positions : : 123,524 97,308 18,855 33,763 21,367 435 70 210 175 12,109 6,119 : : : : Changes from: November 21, 2023 : : 1,190 1,570 70 -280 30 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 45.0 8.7 15.6 9.9 0.2 0.0 0.1 0.1 5.6 2.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 26 5 . 7 . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 166,305 : : Positions : : 85,804 91,023 14,092 14,858 17,312 857 0 50 11,349 6,437 1,648 : : : : Changes from: November 21, 2023 : : 793 1,378 -87 -400 110 112 0 -35 -120 -280 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 54.7 8.5 8.9 10.4 0.5 0.0 0.0 6.8 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 26 5 . 8 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 85,321 : : Positions : : 58,302 43,904 1,490 17,769 10,110 1,350 250 0 2,450 1,669 89 : : : : Changes from: November 21, 2023 : : 599 580 0 0 0 0 0 0 0 19 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 51.5 1.7 20.8 11.8 1.6 0.3 0.0 2.9 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 77,764 : : Positions : : 55,399 40,775 1,910 15,424 7,995 1,050 250 0 0 1,550 0 : : : : Changes from: November 21, 2023 : : 600 600 0 250 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 52.4 2.5 19.8 10.3 1.4 0.3 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 4 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #064IAZ Open Interest is 13,334 : : Positions : : 6,696 6,709 85 4,902 1,723 3,541 0 0 1,058 0 0 : : : : Changes from: November 21, 2023 : : 0 -50 0 350 -200 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 50.3 0.6 36.8 12.9 26.6 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 5 . 5 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 28, 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 17,281 : : Positions : : 10,301 9,710 2,590 2,151 2,140 1,730 50 240 0 2,710 240 : : : : Changes from: November 21, 2023 : : -30 360 0 -500 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 56.2 15.0 12.4 12.4 10.0 0.3 1.4 0.0 15.7 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 1, 2023