Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 27,464 : : Positions : : 17,221 23,816 6,717 1,642 804 1,957 50 120 109 614 208 : : : : Changes from: January 16, 2024 : : -46 507 740 302 41 56 -25 57 -36 -85 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 86.7 24.5 6.0 2.9 7.1 0.2 0.4 0.4 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 23 . . . 6 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 19,433 : : Positions : : 11,806 13,389 2,499 1,879 2,045 1,447 1,409 277 1,063 180 244 : : : : Changes from: January 16, 2024 : : 168 243 118 -267 60 -7 119 218 -208 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 68.9 12.9 9.7 10.5 7.4 7.3 1.4 5.5 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . . 5 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 206,091 : : Positions : : 123,053 143,493 6,629 12,295 19,804 11,653 8,453 8,575 30,080 7,131 6,103 : : : : Changes from: January 16, 2024 : : 10,394 11,339 -1,705 963 2,112 -710 2,152 -165 7,959 1,478 -695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 69.6 3.2 6.0 9.6 5.7 4.1 4.2 14.6 3.5 3.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 30 32 4 7 9 8 12 13 8 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 84,614 : : Positions : : 69,379 53,340 7,498 13,724 2,893 1,394 9,367 1,879 652 2,430 738 : : : : Changes from: January 16, 2024 : : 1,102 -560 -582 990 -15 -88 -61 191 41 112 -323 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 63.0 8.9 16.2 3.4 1.6 11.1 2.2 0.8 2.9 0.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 20 23 . . 4 . 8 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 71,538 : : Positions : : 51,595 49,989 11,692 9,529 1,071 589 6,243 2,905 1,929 75 1,685 : : : : Changes from: January 16, 2024 : : 620 248 -13 1,220 90 245 148 -153 799 0 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 69.9 16.3 13.3 1.5 0.8 8.7 4.1 2.7 0.1 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 14 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 47,776 : : Positions : : 34,340 22,544 2,891 4,682 8,533 106 8,200 300 310 2,644 795 : : : : Changes from: January 16, 2024 : : 36 222 15 -504 674 -20 -43 0 -378 -22 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 47.2 6.1 9.8 17.9 0.2 17.2 0.6 0.6 5.5 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 19 5 4 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 60,800 : : Positions : : 40,442 26,204 8,645 6,671 9,311 105 15,581 0 647 1,720 1,113 : : : : Changes from: January 16, 2024 : : 2,118 -544 281 552 284 30 2,193 0 -236 0 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 43.1 14.2 11.0 15.3 0.2 25.6 0.0 1.1 2.8 1.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 17 21 6 . 8 . 8 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 58,305 : : Positions : : 42,927 24,630 9,199 20,573 2,180 0 176 0 2,990 10,315 361 : : : : Changes from: January 16, 2024 : : 688 91 -34 -54 63 0 133 0 -174 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 42.2 15.8 35.3 3.7 0.0 0.3 0.0 5.1 17.7 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 14 5 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 6,469 : : Positions : : 5,774 4,046 300 500 0 0 450 100 250 1,350 0 : : : : Changes from: January 16, 2024 : : -4,149 -5,409 -1,300 -650 0 -364 -1,100 -350 -250 950 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 62.6 4.6 7.7 0.0 0.0 7.0 1.5 3.9 20.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 9 . . 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 67,680 : : Positions : : 50,371 25,360 10,573 28,693 2,303 50 0 0 3,482 10,815 457 : : : : Changes from: January 16, 2024 : : 504 202 226 -28 -58 0 0 0 -204 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 37.5 15.6 42.4 3.4 0.1 0.0 0.0 5.1 16.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 15 6 4 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,578 : : Positions : : 22,331 28,910 8,193 400 1,613 35 0 75 0 1,444 91 : : : : Changes from: January 16, 2024 : : 245 0 -15 0 15 0 0 0 -60 170 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 88.7 25.1 1.2 5.0 0.1 0.0 0.2 0.0 4.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 31,387 : : Positions : : 24,273 23,898 3,540 3,809 2,302 50 222 0 486 208 225 : : : : Changes from: January 16, 2024 : : 140 40 -20 50 0 50 55 0 -45 -10 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 76.1 11.3 12.1 7.3 0.2 0.7 0.0 1.5 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 28,191 : : Positions : : 19,604 19,539 1,956 3,360 3,742 2,460 0 0 300 1,490 0 : : : : Changes from: January 16, 2024 : : 160 755 0 -175 250 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 69.3 6.9 11.9 13.3 8.7 0.0 0.0 1.1 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 27,537 : : Positions : : 19,011 18,585 2,436 6,060 2,722 2,460 0 0 600 50 0 : : : : Changes from: January 16, 2024 : : 10 605 0 -175 250 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 67.5 8.8 22.0 9.9 8.9 0.0 0.0 2.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 187,432 : : Positions : : 89,473 104,099 35,419 38,197 21,728 26,045 2,223 6,244 3,011 10,182 4,384 : : : : Changes from: January 16, 2024 : : 4,341 6,324 -66 -3,150 4,317 1,798 619 1,086 -338 1,819 317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 55.5 18.9 20.4 11.6 13.9 1.2 3.3 1.6 5.4 2.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 32 32 4 . 6 8 7 7 . 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 35,836 : : Positions : : 21,633 14,712 10,823 9,204 2,700 0 7,530 0 0 1,500 0 : : : : Changes from: January 16, 2024 : : 600 0 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 41.1 30.2 25.7 7.5 0.0 21.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 33,882 : : Positions : : 18,649 15,618 12,113 7,404 2,400 0 6,780 0 0 1,500 0 : : : : Changes from: January 16, 2024 : : 600 0 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 46.1 35.8 21.9 7.1 0.0 20.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 33,145 : : Positions : : 12,482 20,455 17,347 5,242 1,033 0 4,344 88 841 720 720 : : : : Changes from: January 16, 2024 : : 310 6 -642 69 325 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 61.7 52.3 15.8 3.1 0.0 13.1 0.3 2.5 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 30,267 : : Positions : : 14,612 17,750 12,217 4,942 1,135 0 4,344 88 841 720 720 : : : : Changes from: January 16, 2024 : : 300 26 -612 69 325 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 58.6 40.4 16.3 3.7 0.0 14.4 0.3 2.8 2.4 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 125,625 : : Positions : : 60,478 91,551 31,005 13,058 12,094 15,835 1,940 1,428 2,570 3,068 1,613 : : : : Changes from: January 16, 2024 : : 1,081 3,038 -200 -3,172 3,120 900 311 0 -900 515 940 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 72.9 24.7 10.4 9.6 12.6 1.5 1.1 2.0 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 22 . . 5 . 4 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 35,237 : : Positions : : 23,654 31,397 9,433 600 1,722 0 75 0 150 1,271 70 : : : : Changes from: January 16, 2024 : : 201 100 -54 -50 54 0 0 0 -50 31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 89.1 26.8 1.7 4.9 0.0 0.2 0.0 0.4 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 35,661 : : Positions : : 26,638 30,830 4,347 553 2,491 50 1,118 0 1,332 150 244 : : : : Changes from: January 16, 2024 : : -25 -12 -63 16 28 50 20 0 -13 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 86.5 12.2 1.6 7.0 0.1 3.1 0.0 3.7 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 32,279 : : Positions : : 24,507 22,703 5,130 5,033 442 0 3,195 0 2,120 546 0 : : : : Changes from: January 16, 2024 : : 860 -461 -410 1,380 55 0 -442 0 -24 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 70.3 15.9 15.6 1.4 0.0 9.9 0.0 6.6 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 14 4 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 31,786 : : Positions : : 21,334 27,357 7,235 2,705 619 50 100 0 2,349 645 0 : : : : Changes from: January 16, 2024 : : 1,319 -440 -340 1,360 55 0 0 0 0 60 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 86.1 22.8 8.5 1.9 0.2 0.3 0.0 7.4 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 5 . 5 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 78,783 : : Positions : : 65,248 63,498 8,708 6,272 1,493 0 4,229 487 1,095 1,082 1,422 : : : : Changes from: January 16, 2024 : : 1,072 1,267 415 -355 90 0 -34 59 -385 210 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 80.6 11.1 8.0 1.9 0.0 5.4 0.6 1.4 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 23 5 4 5 0 5 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 107,150 : : Positions : : 88,444 88,735 9,852 6,189 1,334 35 7,130 1,480 4,742 807 845 : : : : Changes from: January 16, 2024 : : 2,203 1,845 379 -152 32 -143 -529 238 -787 468 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 82.8 9.2 5.8 1.2 0.0 6.7 1.4 4.4 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 67 : : 23 24 5 4 6 . 11 6 10 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 44,343 : : Positions : : 29,722 32,149 12,763 5,819 437 636 4,922 380 50 225 255 : : : : Changes from: January 16, 2024 : : 760 930 229 -75 0 0 22 -42 50 125 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 72.5 28.8 13.1 1.0 1.4 11.1 0.9 0.1 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 41,324 : : Positions : : 28,037 27,485 12,730 8,396 240 25 4,415 3 0 745 40 : : : : Changes from: January 16, 2024 : : 175 675 465 -75 0 0 40 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 66.5 30.8 20.3 0.6 0.1 10.7 0.0 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 8 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 58,056 : : Positions : : 48,815 37,585 5,783 13,969 1,582 0 2,614 975 273 759 65 : : : : Changes from: January 16, 2024 : : 850 1,219 1,096 712 -110 0 49 25 0 -40 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 64.7 10.0 24.1 2.7 0.0 4.5 1.7 0.5 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 63,709 : : Positions : : 52,411 39,229 4,378 11,975 4,898 0 4,029 907 325 2,422 104 : : : : Changes from: January 16, 2024 : : 358 1,303 1,159 276 55 0 -43 0 0 -19 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 61.6 6.9 18.8 7.7 0.0 6.3 1.4 0.5 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 4 4 6 0 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 39,145 : : Positions : : 35,688 34,862 1,893 693 681 64 209 43 0 2,285 22 : : : : Changes from: January 16, 2024 : : -116 49 367 10 -37 -36 14 18 0 282 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 89.1 4.8 1.8 1.7 0.2 0.5 0.1 0.0 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 33,034 : : Positions : : 29,372 31,287 1,912 221 580 91 50 0 0 57 425 : : : : Changes from: January 16, 2024 : : 278 573 227 -134 193 0 0 0 -174 7 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 94.7 5.8 0.7 1.8 0.3 0.2 0.0 0.0 0.2 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 31,268 : : Positions : : 23,585 19,926 4,962 6,560 720 195 1,500 367 0 981 837 : : : : Changes from: January 16, 2024 : : 729 704 -118 -355 114 -26 250 -29 0 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 63.7 15.9 21.0 2.3 0.6 4.8 1.2 0.0 3.1 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 21 . . 4 . 4 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 23,576 : : Positions : : 17,444 14,369 4,343 5,250 539 0 1,027 180 0 1,190 300 : : : : Changes from: January 16, 2024 : : 742 966 87 -365 69 0 111 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 60.9 18.4 22.3 2.3 0.0 4.4 0.8 0.0 5.0 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 15 4 . . 0 6 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,909 : : Positions : : 4,865 10,581 5,334 248 1,040 0 0 0 585 0 0 : : : : Changes from: January 16, 2024 : : 715 791 1 85 10 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 88.8 44.8 2.1 8.7 0.0 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 8,530 : : Positions : : 3,020 8,485 5,325 0 0 0 25 0 160 0 0 : : : : Changes from: January 16, 2024 : : 520 435 100 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 99.5 62.4 0.0 0.0 0.0 0.3 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 14,430 : : Positions : : 5,700 11,075 2,963 685 2,370 2,772 30 120 326 0 0 : : : : Changes from: January 16, 2024 : : 0 0 0 50 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 76.7 20.5 4.7 16.4 19.2 0.2 0.8 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 7 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 13,765 : : Positions : : 6,190 10,675 5,295 685 1,655 0 480 120 326 0 0 : : : : Changes from: January 16, 2024 : : 0 0 0 50 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 77.6 38.5 5.0 12.0 0.0 3.5 0.9 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 7 4 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 31,554 : : Positions : : 15,899 10,596 13,909 19,993 785 0 0 0 275 0 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 33.6 44.1 63.4 2.5 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 80,383 : : Positions : : 52,228 56,341 8,150 11,572 3,841 1,677 1,551 1,128 12,372 5,114 601 : : : : Changes from: January 16, 2024 : : 2,189 1,003 -80 213 0 -508 96 180 -232 -27 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 70.1 10.1 14.4 4.8 2.1 1.9 1.4 15.4 6.4 0.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 29 26 . 8 7 5 . 4 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 90,675 : : Positions : : 60,294 57,992 9,776 12,560 3,204 2,679 4,723 627 13,052 10,487 670 : : : : Changes from: January 16, 2024 : : 3,110 692 -277 734 -78 -381 297 54 -187 512 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 64.0 10.8 13.9 3.5 3.0 5.2 0.7 14.4 11.6 0.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 31 28 . 8 7 . 7 4 10 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 374,230 : : Positions : : 184,986 224,634 33,125 17,916 33,551 43,878 16,765 21,896 11,638 14,076 44,793 : : : : Changes from: January 16, 2024 : : 2,702 9,702 835 -121 -1,108 3,658 2,087 640 -443 -4,833 9,559 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 60.0 8.9 4.8 9.0 11.7 4.5 5.9 3.1 3.8 12.0 : : : : Number of Traders in Each Category Total Traders: 110 : : 41 36 6 6 10 13 17 14 16 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,443 : : Positions : : 14,719 5,445 307 6,135 778 70 3,327 0 1,165 1,668 66 : : : : Changes from: January 16, 2024 : : -25 590 0 0 0 0 -370 0 0 -245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 31.2 1.8 35.2 4.5 0.4 19.1 0.0 6.7 9.6 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 6 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,797 : : Positions : : 13,131 4,981 652 5,887 794 70 2,768 0 871 1,277 66 : : : : Changes from: January 16, 2024 : : 0 365 0 0 0 0 -181 0 0 -184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 31.5 4.1 37.3 5.0 0.4 17.5 0.0 5.5 8.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 6 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IA Open Interest is 4,791 : : Positions : : 2,525 2,390 590 600 200 75 240 15 655 795 20 : : : : Changes from: January 16, 2024 : : -1,445 -1,315 -600 -200 75 -75 -1,025 -251 -140 -115 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 49.9 12.3 12.5 4.2 1.6 5.0 0.3 13.7 16.6 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 23,805 : : Positions : : 15,760 9,575 1,060 1,740 640 1,660 1,898 1,135 1,890 7,213 665 : : : : Changes from: January 16, 2024 : : -2,515 -2,080 -1,405 -310 -125 507 -587 -155 -490 -950 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 40.2 4.5 7.3 2.7 7.0 8.0 4.8 7.9 30.3 2.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 24 . . . . 5 5 8 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 60,108 : : Positions : : 43,574 36,390 2,765 7,507 5,794 1,897 1,580 2,253 1,183 4,031 2,177 : : : : Changes from: January 16, 2024 : : 1,076 1,343 65 10 100 70 -335 185 25 294 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 60.5 4.6 12.5 9.6 3.2 2.6 3.7 2.0 6.7 3.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 21 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 59,241 : : Positions : : 30,555 41,638 14,399 4,791 4,040 2,509 3,897 218 5,374 2,620 1,635 : : : : Changes from: January 16, 2024 : : 556 2,621 1,233 12 102 -19 -30 23 1,100 275 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 70.3 24.3 8.1 6.8 4.2 6.6 0.4 9.1 4.4 2.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 18 . 4 4 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 25,200 : : Positions : : 15,760 17,990 2,700 5,830 1,140 1,800 0 0 3,800 0 0 : : : : Changes from: January 16, 2024 : : 1,800 800 0 1,200 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 71.4 10.7 23.1 4.5 7.1 0.0 0.0 15.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 70,856 : : Positions : : 42,912 46,603 9,795 11,980 1,790 50 0 0 5,955 555 532 : : : : Changes from: January 16, 2024 : : 585 705 -750 -5 30 0 0 0 815 -50 -428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.8 13.8 16.9 2.5 0.1 0.0 0.0 8.4 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 66,069 : : Positions : : 42,167 41,515 7,055 12,965 997 0 0 0 5,215 200 898 : : : : Changes from: January 16, 2024 : : 903 263 -1,100 -30 30 0 0 0 330 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 62.8 10.7 19.6 1.5 0.0 0.0 0.0 7.9 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 29,603 : : Positions : : 19,460 17,724 0 1,360 3,464 0 225 0 950 1,245 1,270 : : : : Changes from: January 16, 2024 : : 630 -290 -600 320 435 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 59.9 0.0 4.6 11.7 0.0 0.8 0.0 3.2 4.2 4.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 28,665 : : Positions : : 19,384 15,918 0 1,880 3,104 0 225 0 400 1,600 1,123 : : : : Changes from: January 16, 2024 : : 1,080 -570 -250 1,320 211 0 0 0 0 75 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 55.5 0.0 6.6 10.8 0.0 0.8 0.0 1.4 5.6 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 10 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 26,351 : : Positions : : 18,685 17,260 575 7,731 200 180 300 70 5,486 0 15 : : : : Changes from: January 16, 2024 : : 300 120 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 65.5 2.2 29.3 0.8 0.7 1.1 0.3 20.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 46,576 : : Positions : : 27,462 28,365 12,015 3,364 2,199 302 1,698 2 0 6,146 1,511 : : : : Changes from: January 16, 2024 : : 1,465 5 -1,700 -160 1,536 0 0 0 0 -80 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 60.9 25.8 7.2 4.7 0.6 3.6 0.0 0.0 13.2 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 . . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 41,518 : : Positions : : 25,514 22,355 9,846 4,295 2,443 0 1,198 2 0 7,434 1,365 : : : : Changes from: January 16, 2024 : : 1,520 10 -1,534 0 1,758 0 0 0 0 -30 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 53.8 23.7 10.3 5.9 0.0 2.9 0.0 0.0 17.9 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 4 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 37,493 : : Positions : : 20,813 30,304 2,341 1,060 1,330 1,518 0 0 6,156 0 1,849 : : : : Changes from: January 16, 2024 : : -250 -365 0 -57 -243 0 0 0 -295 0 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 80.8 6.2 2.8 3.5 4.0 0.0 0.0 16.4 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 34,088 : : Positions : : 16,284 27,915 5,031 784 406 1,018 80 0 5,944 0 2,153 : : : : Changes from: January 16, 2024 : : 0 -120 0 100 -70 0 0 0 -20 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 81.9 14.8 2.3 1.2 3.0 0.2 0.0 17.4 0.0 6.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 99,045 : : Positions : : 44,686 49,117 28,740 28,125 2,476 775 0 425 10,220 7,252 46 : : : : Changes from: January 16, 2024 : : 950 690 740 425 0 0 0 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 49.6 29.0 28.4 2.5 0.8 0.0 0.4 10.3 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . 4 4 . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 97,200 : : Positions : : 40,250 47,581 29,211 27,106 2,471 775 60 425 11,450 6,952 48 : : : : Changes from: January 16, 2024 : : 853 533 740 425 0 0 60 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 49.0 30.1 27.9 2.5 0.8 0.1 0.4 11.8 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.APS_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DMZ Open Interest is 15,542 : : Positions : : 12,610 13,165 700 630 65 0 0 0 420 700 114 : : : : Changes from: January 16, 2024 : : 530 1,625 505 -530 -115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 84.7 4.5 4.1 0.4 0.0 0.0 0.0 2.7 4.5 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,234 : : Positions : : 11,585 17,323 2,670 767 933 290 600 0 3,410 0 766 : : : : Changes from: January 16, 2024 : : 160 185 25 75 -15 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 77.9 12.0 3.4 4.2 1.3 2.7 0.0 15.3 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 20,134 : : Positions : : 9,828 15,148 2,805 815 1,010 290 600 0 2,810 0 766 : : : : Changes from: January 16, 2024 : : 160 185 0 50 5 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 75.2 13.9 4.0 5.0 1.4 3.0 0.0 14.0 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 25,898 : : Positions : : 24,833 6,156 420 15,510 180 0 0 0 0 3,902 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 23.8 1.6 59.9 0.7 0.0 0.0 0.0 0.0 15.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 25,662 : : Positions : : 24,627 6,090 420 15,485 180 0 0 0 0 3,697 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 23.7 1.6 60.3 0.7 0.0 0.0 0.0 0.0 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 30,020 : : Positions : : 19,165 9,770 1,670 16,285 1,445 2,660 100 295 2,850 0 86 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 32.5 5.6 54.2 4.8 8.9 0.3 1.0 9.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 29,820 : : Positions : : 19,555 10,380 1,670 15,120 1,620 1,800 100 440 2,765 0 101 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 34.8 5.6 50.7 5.4 6.0 0.3 1.5 9.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 35,981 : : Positions : : 30,904 19,814 209 12,279 1,119 0 0 0 2,034 1,790 75 : : : : Changes from: January 16, 2024 : : 1,921 1,706 -90 0 -36 0 0 0 0 125 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 55.1 0.6 34.1 3.1 0.0 0.0 0.0 5.7 5.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 14,816 : : Positions : : 12,205 8,780 280 3,083 264 0 925 0 350 945 250 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 59.3 1.9 20.8 1.8 0.0 6.2 0.0 2.4 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 14,753 : : Positions : : 12,240 8,755 320 3,183 185 0 925 0 350 945 250 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 59.3 2.2 21.6 1.3 0.0 6.3 0.0 2.4 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 42,782 : : Positions : : 16,970 32,421 15,642 4,995 1,540 0 200 0 5,207 0 0 : : : : Changes from: January 16, 2024 : : 550 0 125 550 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 75.8 36.6 11.7 3.6 0.0 0.5 0.0 12.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 9 17 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 40,045 : : Positions : : 14,491 30,222 16,312 3,135 1,525 35 0 350 4,822 1,500 253 : : : : Changes from: January 16, 2024 : : 527 17 0 550 0 35 -500 350 -495 0 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 75.5 40.7 7.8 3.8 0.1 0.0 0.9 12.0 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 16 . 5 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 126,327 : : Positions : : 87,763 103,456 31,647 4,625 2,252 50 5,685 0 337 6,092 781 : : : : Changes from: January 16, 2024 : : 555 -125 50 -215 0 0 0 0 0 945 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 81.9 25.1 3.7 1.8 0.0 4.5 0.0 0.3 4.8 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 9 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 114,620 : : Positions : : 79,251 91,256 30,074 5,837 1,228 50 5,985 0 0 6,537 305 : : : : Changes from: January 16, 2024 : : 305 -25 50 -565 0 0 0 0 0 945 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.6 26.2 5.1 1.1 0.0 5.2 0.0 0.0 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 9 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 12,218 : : Positions : : 8,282 6,511 2,082 3,740 772 0 0 0 0 900 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 53.3 17.0 30.6 6.3 0.0 0.0 0.0 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 5 . 5 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 11,772 : : Positions : : 7,900 5,985 1,888 3,940 667 0 0 0 0 900 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 50.8 16.0 33.5 5.7 0.0 0.0 0.0 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 27,600 : : Positions : : 24,351 7,666 1,325 16,572 165 0 62 0 0 1,751 0 : : : : Changes from: January 16, 2024 : : -25 68 0 -155 0 0 62 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 27.8 4.8 60.0 0.6 0.0 0.2 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 6 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 27,400 : : Positions : : 24,469 7,591 1,205 16,720 60 0 62 0 0 1,811 0 : : : : Changes from: January 16, 2024 : : -25 68 0 -155 0 0 62 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 27.7 4.4 61.0 0.2 0.0 0.2 0.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 6 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 44,204 : : Positions : : 32,743 18,217 6,310 19,940 1,229 500 0 0 835 1,816 521 : : : : Changes from: January 16, 2024 : : 240 -67 -350 30 300 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 41.2 14.3 45.1 2.8 1.1 0.0 0.0 1.9 4.1 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 46,212 : : Positions : : 33,967 20,860 6,478 19,000 1,386 500 0 0 835 1,846 637 : : : : Changes from: January 16, 2024 : : 225 -55 -380 0 300 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 45.1 14.0 41.1 3.0 1.1 0.0 0.0 1.8 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 57,859 : : Positions : : 38,688 35,116 7,000 11,025 2,110 675 25 0 4,218 4,500 300 : : : : Changes from: January 16, 2024 : : 995 365 0 575 -300 0 0 0 -30 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 60.7 12.1 19.1 3.6 1.2 0.0 0.0 7.3 7.8 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 12 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 55,489 : : Positions : : 38,568 31,726 4,634 11,174 1,877 375 25 0 3,653 4,465 300 : : : : Changes from: January 16, 2024 : : 1,245 265 -175 750 -185 0 0 0 -30 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 57.2 8.4 20.1 3.4 0.7 0.0 0.0 6.6 8.0 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 12 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 212,830 : : Positions : : 118,196 118,603 23,015 19,606 7,161 1,557 625 860 9,680 13,279 3,341 : : : : Changes from: January 16, 2024 : : 2,392 -16 1,155 4,690 -1,191 62 0 0 1,170 105 -525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 55.7 10.8 9.2 3.4 0.7 0.3 0.4 4.5 6.2 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 28 5 4 7 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 202,536 : : Positions : : 109,139 120,836 22,159 8,937 10,175 2,817 325 750 7,659 11,774 3,691 : : : : Changes from: January 16, 2024 : : 2,110 522 1,605 4,065 -1,924 37 0 0 765 105 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 59.7 10.9 4.4 5.0 1.4 0.2 0.4 3.8 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 25 27 6 . 7 . . . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 59,508 : : Positions : : 36,533 34,991 6,890 9,811 6,595 0 500 0 2,419 100 201 : : : : Changes from: January 16, 2024 : : 45 620 150 -325 198 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 58.8 11.6 16.5 11.1 0.0 0.8 0.0 4.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 56,409 : : Positions : : 35,465 34,731 3,840 5,919 7,601 100 450 0 1,935 100 226 : : : : Changes from: January 16, 2024 : : -195 -119 -20 -45 45 0 0 0 51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 61.6 6.8 10.5 13.5 0.2 0.8 0.0 3.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 17 4 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 42,423 : : Positions : : 26,505 34,538 11,759 3,060 1,084 0 500 0 355 0 155 : : : : Changes from: January 16, 2024 : : -395 -1,515 -145 1,100 0 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 81.4 27.7 7.2 2.6 0.0 1.2 0.0 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 5 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 42,369 : : Positions : : 26,417 34,920 11,073 1,580 960 0 470 190 30 0 268 : : : : Changes from: January 16, 2024 : : -805 -1,405 0 1,100 -30 0 -700 190 -200 0 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 82.4 26.1 3.7 2.3 0.0 1.1 0.4 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 217,693 : : Positions : : 122,203 105,146 24,734 32,426 18,756 1,210 0 0 125 11,071 8,101 : : : : Changes from: January 16, 2024 : : -660 7,185 7,526 1,402 -3,858 250 0 0 0 -1,440 1,900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 48.3 11.4 14.9 8.6 0.6 0.0 0.0 0.1 5.1 3.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 25 4 5 8 . 0 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 163,786 : : Positions : : 84,251 95,009 15,679 14,836 17,390 980 0 270 12,475 3,975 867 : : : : Changes from: January 16, 2024 : : -2,297 4,242 5,148 479 -2,674 250 0 0 1,640 1 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 58.0 9.6 9.1 10.6 0.6 0.0 0.2 7.6 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 26 4 5 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 84,620 : : Positions : : 59,291 46,359 3,030 18,639 7,090 900 300 50 2,400 323 89 : : : : Changes from: January 16, 2024 : : 202 205 0 20 -130 0 0 0 0 -23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 54.8 3.6 22.0 8.4 1.1 0.4 0.1 2.8 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 77,709 : : Positions : : 56,999 43,855 3,650 16,314 5,190 600 300 0 0 300 0 : : : : Changes from: January 16, 2024 : : 715 695 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 56.4 4.7 21.0 6.7 0.8 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . 4 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #064IAZ Open Interest is 11,728 : : Positions : : 8,091 4,739 207 5,049 1,440 1,580 222 0 260 234 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 40.4 1.8 43.1 12.3 13.5 1.9 0.0 2.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 5 . 4 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 368 MWh : CFTC Code #064IBA Open Interest is 14,883 : : Positions : : 11,426 5,464 60 8,202 912 1,590 0 5 260 0 0 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 36.7 0.4 55.1 6.1 10.7 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 5 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV RT OFF-PEAK MINI - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #064IBJ Open Interest is 15,224 : : Positions : : 14,160 5,128 0 8,976 0 0 800 0 0 0 0 : : : : Changes from: January 16, 2024 : : -3,176 -1,840 0 -1,008 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 33.7 0.0 59.0 0.0 0.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 0 5 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 23, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 15,665 : : Positions : : 8,950 9,395 2,440 1,610 2,145 1,570 0 300 0 1,935 240 : : : : Changes from: January 16, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 60.0 15.6 10.3 13.7 10.0 0.0 1.9 0.0 12.4 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 26, 2024