Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 26,120 : : Positions : : 16,389 22,486 6,144 1,387 1,118 1,445 154 450 90 272 9 : : : : Changes from: February 27, 2024 : : -932 -1,485 -349 -110 -66 -105 12 25 65 55 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 86.1 23.5 5.3 4.3 5.5 0.6 1.7 0.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . . . 6 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 17,183 : : Positions : : 10,264 12,184 2,318 2,056 1,683 561 363 695 1,441 0 175 : : : : Changes from: February 27, 2024 : : -943 -815 -184 12 -359 -161 -416 -109 137 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 70.9 13.5 12.0 9.8 3.3 2.1 4.0 8.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . . 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 209,646 : : Positions : : 118,600 135,789 7,994 10,157 18,435 9,267 16,530 11,275 35,501 9,037 7,828 : : : : Changes from: February 27, 2024 : : -8,113 -9,002 -2,950 -1,622 319 -95 1,191 423 2,138 479 -1,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 64.8 3.8 4.8 8.8 4.4 7.9 5.4 16.9 4.3 3.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 29 28 5 4 8 9 13 14 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 85,520 : : Positions : : 69,505 49,092 7,110 13,524 3,013 1,350 12,455 1,766 73 3,329 1,895 : : : : Changes from: February 27, 2024 : : 523 911 125 234 -538 150 205 42 -407 -475 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 57.4 8.3 15.8 3.5 1.6 14.6 2.1 0.1 3.9 2.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 24 . . 4 . 11 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 69,384 : : Positions : : 49,379 46,265 11,792 8,719 1,389 87 7,360 2,665 1,243 105 2,626 : : : : Changes from: February 27, 2024 : : 74 -54 -498 -340 63 -247 -290 149 30 30 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 66.7 17.0 12.6 2.0 0.1 10.6 3.8 1.8 0.2 3.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 . 4 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 47,835 : : Positions : : 31,734 22,427 2,585 2,299 11,911 540 7,850 250 200 2,236 388 : : : : Changes from: February 27, 2024 : : -3,045 -1,997 -355 -861 271 435 15 -65 150 -293 -204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 46.9 5.4 4.8 24.9 1.1 16.4 0.5 0.4 4.7 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 57,686 : : Positions : : 37,058 26,008 7,907 3,425 10,235 274 14,899 470 195 1,732 729 : : : : Changes from: February 27, 2024 : : -3,218 -2,210 -76 -71 -1,606 -102 -795 350 19 -85 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 45.1 13.7 5.9 17.7 0.5 25.8 0.8 0.3 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 17 20 6 . 7 4 8 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 51,878 : : Positions : : 37,462 20,823 10,262 17,823 1,453 0 495 0 1,314 10,911 361 : : : : Changes from: February 27, 2024 : : -2,481 -2,204 -391 -1,351 -361 0 -133 0 -851 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 40.1 19.8 34.4 2.8 0.0 1.0 0.0 2.5 21.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 16 5 4 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 59,474 : : Positions : : 43,024 20,687 11,667 25,460 1,513 50 50 0 1,811 11,371 361 : : : : Changes from: February 27, 2024 : : -2,968 -2,416 -903 -1,975 -304 0 -52 0 -1,016 -136 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 34.8 19.6 42.8 2.5 0.1 0.1 0.0 3.0 19.1 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 15 5 4 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 30,581 : : Positions : : 21,544 27,477 6,748 204 1,997 35 0 75 0 734 30 : : : : Changes from: February 27, 2024 : : 575 250 -325 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 89.8 22.1 0.7 6.5 0.1 0.0 0.2 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 31,176 : : Positions : : 22,510 21,656 3,392 3,459 2,299 2,450 628 0 50 2,373 177 : : : : Changes from: February 27, 2024 : : -893 -846 99 0 -60 0 52 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 69.5 10.9 11.1 7.4 7.9 2.0 0.0 0.2 7.6 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 30,953 : : Positions : : 20,966 20,480 1,957 3,768 4,930 2,270 0 50 662 1,665 0 : : : : Changes from: February 27, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 66.2 6.3 12.2 15.9 7.3 0.0 0.2 2.1 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 29,503 : : Positions : : 19,630 18,713 2,317 6,518 3,882 2,270 0 50 937 225 0 : : : : Changes from: February 27, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 63.4 7.9 22.1 13.2 7.7 0.0 0.2 3.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 201,851 : : Positions : : 88,143 120,539 29,514 28,746 25,548 40,584 3,624 6,106 4,659 10,454 6,314 : : : : Changes from: February 27, 2024 : : 1,112 4,424 1,524 -618 602 1,800 98 22 -224 175 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 59.7 14.6 14.2 12.7 20.1 1.8 3.0 2.3 5.2 3.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 32 34 . . 6 8 7 8 5 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 37,669 : : Positions : : 23,808 14,850 10,076 9,184 3,300 0 7,090 0 0 3,075 0 : : : : Changes from: February 27, 2024 : : 600 300 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 39.4 26.7 24.4 8.8 0.0 18.8 0.0 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 35,959 : : Positions : : 21,258 15,620 11,416 7,384 3,000 0 6,715 0 0 3,075 0 : : : : Changes from: February 27, 2024 : : 720 420 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 43.4 31.7 20.5 8.3 0.0 18.7 0.0 0.0 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 34,522 : : Positions : : 15,272 20,323 15,433 5,295 2,016 25 4,312 88 501 1,585 420 : : : : Changes from: February 27, 2024 : : 35 11 0 35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 58.9 44.7 15.3 5.8 0.1 12.5 0.3 1.5 4.6 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 32,138 : : Positions : : 17,532 18,147 10,758 4,996 2,107 25 4,312 88 501 1,585 420 : : : : Changes from: February 27, 2024 : : 35 15 0 31 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 56.5 33.5 15.5 6.6 0.1 13.4 0.3 1.6 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 133,662 : : Positions : : 59,322 102,303 30,259 7,549 15,759 18,100 2,108 1,478 5,935 1,451 2,253 : : : : Changes from: February 27, 2024 : : 530 2,336 325 -6 6 1,350 -50 0 0 -75 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 76.5 22.6 5.6 11.8 13.5 1.6 1.1 4.4 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 18 24 4 . 6 . 4 . 4 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 33,055 : : Positions : : 22,221 29,992 8,550 425 1,725 0 51 50 150 580 155 : : : : Changes from: February 27, 2024 : : -187 -452 -300 0 0 0 0 0 0 -35 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 90.7 25.9 1.3 5.2 0.0 0.2 0.2 0.5 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 35,861 : : Positions : : 25,419 28,638 4,324 600 2,679 2,450 1,033 0 52 2,500 122 : : : : Changes from: February 27, 2024 : : -461 -628 28 240 2 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 79.9 12.1 1.7 7.5 6.8 2.9 0.0 0.1 7.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 27,460 : : Positions : : 20,539 19,891 4,717 6,709 140 0 280 0 1,710 0 0 : : : : Changes from: February 27, 2024 : : -1,153 -1,902 -362 1,353 0 0 -641 0 -201 -645 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 72.4 17.2 24.4 0.5 0.0 1.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 29,936 : : Positions : : 20,619 23,685 4,966 3,598 2,023 125 140 0 2,037 50 0 : : : : Changes from: February 27, 2024 : : -463 -1,828 -1,855 23 1,393 0 -50 0 -239 -836 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 79.1 16.6 12.0 6.8 0.4 0.5 0.0 6.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 13 4 4 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 76,013 : : Positions : : 57,283 60,238 10,999 5,593 1,497 0 4,562 470 1,557 1,474 1,227 : : : : Changes from: February 27, 2024 : : -2,174 265 107 637 83 0 90 6 810 -79 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 79.2 14.5 7.4 2.0 0.0 6.0 0.6 2.0 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 22 25 5 4 6 0 7 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 107,738 : : Positions : : 79,971 86,626 11,360 4,247 2,399 453 8,232 1,903 6,704 1,745 1,413 : : : : Changes from: February 27, 2024 : : -2,430 451 60 427 95 192 438 -111 1,171 185 -414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 80.4 10.5 3.9 2.2 0.4 7.6 1.8 6.2 1.6 1.3 : : : : Number of Traders in Each Category Total Traders: 70 : : 26 28 6 . 7 . 12 5 8 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 43,565 : : Positions : : 26,602 31,722 14,208 5,659 510 980 4,066 393 157 675 310 : : : : Changes from: February 27, 2024 : : -273 -30 -12 30 0 65 100 10 157 -60 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 72.8 32.6 13.0 1.2 2.2 9.3 0.9 0.4 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 13 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 40,165 : : Positions : : 24,485 26,048 14,289 7,665 546 57 4,471 0 0 885 290 : : : : Changes from: February 27, 2024 : : -350 -60 12 0 0 0 -9 0 0 -156 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 64.9 35.6 19.1 1.4 0.1 11.1 0.0 0.0 2.2 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 8 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 52,061 : : Positions : : 41,946 34,620 4,601 12,553 1,893 2,040 1,361 960 60 0 0 : : : : Changes from: February 27, 2024 : : -3,656 -1,718 -256 -1,666 -252 186 -108 -234 -44 -519 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 66.5 8.8 24.1 3.6 3.9 2.6 1.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 56,696 : : Positions : : 44,459 35,881 3,047 11,116 5,145 2,320 2,787 949 100 509 5 : : : : Changes from: February 27, 2024 : : -4,435 -1,643 -134 -1,670 -245 172 -147 -172 -125 -1,238 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 63.3 5.4 19.6 9.1 4.1 4.9 1.7 0.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 18 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 34,518 : : Positions : : 30,410 30,750 2,189 445 233 645 60 0 0 2,027 0 : : : : Changes from: February 27, 2024 : : -3,042 -2,523 435 -135 -380 68 -122 0 0 -252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 89.1 6.3 1.3 0.7 1.9 0.2 0.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 31,614 : : Positions : : 27,252 29,631 1,244 145 257 1,388 25 0 0 392 358 : : : : Changes from: February 27, 2024 : : -1,701 -2,045 -374 -16 -220 -110 -56 0 0 13 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 93.7 3.9 0.5 0.8 4.4 0.1 0.0 0.0 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 29,915 : : Positions : : 22,281 19,739 4,061 5,569 1,311 264 1,133 584 71 465 816 : : : : Changes from: February 27, 2024 : : -2,517 -952 173 -517 267 -45 -568 -55 -40 -417 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 66.0 13.6 18.6 4.4 0.9 3.8 2.0 0.2 1.6 2.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 19 . 4 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 23,185 : : Positions : : 17,301 15,232 2,724 4,062 1,455 0 1,011 150 27 148 435 : : : : Changes from: February 27, 2024 : : -2,240 -823 -489 -479 213 0 -365 -15 0 -754 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 65.7 11.7 17.5 6.3 0.0 4.4 0.6 0.1 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . 4 4 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 11,290 : : Positions : : 5,575 9,426 4,690 904 905 0 0 50 40 0 0 : : : : Changes from: February 27, 2024 : : -138 -954 -476 340 -50 0 0 0 10 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 83.5 41.5 8.0 8.0 0.0 0.0 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 4 . . 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 7,610 : : Positions : : 2,505 7,610 5,045 0 0 0 0 0 0 0 0 : : : : Changes from: February 27, 2024 : : -523 -825 -307 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 100.0 66.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 4 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 16,240 : : Positions : : 8,610 12,185 2,198 1,650 2,285 2,772 0 0 160 0 0 : : : : Changes from: February 27, 2024 : : 2,505 2,345 -17 83 -213 -70 0 -50 -83 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 75.0 13.5 10.2 14.1 17.1 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 15,430 : : Positions : : 9,060 11,885 3,940 920 2,055 0 450 0 160 0 0 : : : : Changes from: February 27, 2024 : : 2,385 2,345 135 165 -295 -70 -50 -50 -83 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 77.0 25.5 6.0 13.3 0.0 2.9 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 30,619 : : Positions : : 15,667 10,590 13,014 19,257 621 0 0 0 635 0 0 : : : : Changes from: February 27, 2024 : : -68 150 -388 -548 -82 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 34.6 42.5 62.9 2.0 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 5 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 31,655 : : Positions : : 16,124 10,187 13,576 20,697 621 0 0 0 725 0 0 : : : : Changes from: February 27, 2024 : : -53 125 -393 -548 -82 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 32.2 42.9 65.4 2.0 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 76,567 : : Positions : : 42,581 60,168 5,472 6,947 3,735 2,415 2,694 978 20,651 1,440 453 : : : : Changes from: February 27, 2024 : : -6,410 -1,624 440 -2,060 -323 536 -500 -252 -214 -1,518 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 78.6 7.1 9.1 4.9 3.2 3.5 1.3 27.0 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 29 . 6 7 4 4 . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 88,063 : : Positions : : 49,253 61,161 7,542 11,909 3,351 3,744 5,755 528 22,776 4,567 487 : : : : Changes from: February 27, 2024 : : -8,880 -3,269 863 -2,311 -684 287 123 -149 -321 -2,621 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 69.5 8.6 13.5 3.8 4.3 6.5 0.6 25.9 5.2 0.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 32 . 7 7 5 6 . 7 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 378,323 : : Positions : : 176,876 205,157 34,126 14,585 33,179 32,992 37,856 31,017 24,059 10,077 45,749 : : : : Changes from: February 27, 2024 : : -9,170 -12,775 -6,975 -1,646 429 1,808 3,153 -132 6,736 3,436 -7,368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 54.2 9.0 3.9 8.8 8.7 10.0 8.2 6.4 2.7 12.1 : : : : Number of Traders in Each Category Total Traders: 117 : : 42 39 7 4 10 11 24 17 18 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 14,885 : : Positions : : 12,484 4,050 270 5,610 669 70 2,839 0 1,032 1,665 52 : : : : Changes from: February 27, 2024 : : -1,369 -936 -11 -402 -24 0 -100 0 -63 7 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 27.2 1.8 37.7 4.5 0.5 19.1 0.0 6.9 11.2 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 5 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 13,469 : : Positions : : 11,219 3,765 450 5,399 699 70 2,235 0 761 1,319 52 : : : : Changes from: February 27, 2024 : : -1,292 -730 -101 -386 -10 0 -300 0 -53 7 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 28.0 3.3 40.1 5.2 0.5 16.6 0.0 5.7 9.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 6 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 7,915 : : Positions : : 3,950 5,620 1,145 270 130 1,505 330 185 525 725 135 : : : : Changes from: February 27, 2024 : : 415 -1,195 -425 270 95 -1,350 -165 185 -250 -150 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 71.0 14.5 3.4 1.6 19.0 4.2 2.3 6.6 9.2 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 25 . . . . . . 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 61,120 : : Positions : : 44,387 35,241 3,375 7,984 4,557 2,810 1,577 2,216 908 6,672 2,457 : : : : Changes from: February 27, 2024 : : 1,180 284 0 536 -300 0 0 0 -280 75 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 57.7 5.5 13.1 7.5 4.6 2.6 3.6 1.5 10.9 4.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 21 . . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 63,464 : : Positions : : 30,560 43,226 13,458 5,937 4,624 2,258 3,352 1,122 8,784 2,834 2,165 : : : : Changes from: February 27, 2024 : : 706 382 -65 0 70 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 68.1 21.2 9.4 7.3 3.6 5.3 1.8 13.8 4.5 3.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 20 . . 6 . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 24,035 : : Positions : : 14,545 17,245 2,715 5,555 1,000 1,725 0 0 4,050 0 0 : : : : Changes from: February 27, 2024 : : 285 325 40 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 71.7 11.3 23.1 4.2 7.2 0.0 0.0 16.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 70,646 : : Positions : : 46,715 46,278 5,968 11,578 2,858 0 0 0 5,460 511 596 : : : : Changes from: February 27, 2024 : : 1,192 398 -856 -476 45 -25 0 0 -320 -122 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 65.5 8.4 16.4 4.0 0.0 0.0 0.0 7.7 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 65,551 : : Positions : : 45,317 40,937 3,643 12,849 2,000 0 0 0 4,940 100 616 : : : : Changes from: February 27, 2024 : : 890 -154 -804 -256 163 0 0 0 -325 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 62.5 5.6 19.6 3.1 0.0 0.0 0.0 7.5 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 27,787 : : Positions : : 16,420 18,807 0 2,003 1,835 0 125 100 4,365 0 585 : : : : Changes from: February 27, 2024 : : -949 -1,355 0 899 -1,189 -50 0 0 540 0 -1,044 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 67.7 0.0 7.2 6.6 0.0 0.4 0.4 15.7 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 26,490 : : Positions : : 16,059 16,861 0 2,648 1,660 0 225 0 3,795 0 675 : : : : Changes from: February 27, 2024 : : -1,400 -1,481 -145 784 -939 -50 0 0 875 0 -1,164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 63.7 0.0 10.0 6.3 0.0 0.8 0.0 14.3 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 25,732 : : Positions : : 16,766 18,040 800 6,927 180 250 250 0 7,091 0 0 : : : : Changes from: February 27, 2024 : : -397 1,280 250 -402 -10 35 -25 -35 1,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 70.1 3.1 26.9 0.7 1.0 1.0 0.0 27.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 44,069 : : Positions : : 27,091 23,528 10,905 3,922 1,485 260 1,400 0 0 9,505 805 : : : : Changes from: February 27, 2024 : : -1,547 -805 183 227 -1,587 -17 1 -1 0 -809 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 53.4 24.7 8.9 3.4 0.6 3.2 0.0 0.0 21.6 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 4 6 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 39,627 : : Positions : : 25,634 19,066 8,945 4,475 1,643 0 900 0 0 10,185 825 : : : : Changes from: February 27, 2024 : : -1,628 -250 568 230 -1,902 0 1 -1 0 -1,012 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 48.1 22.6 11.3 4.1 0.0 2.3 0.0 0.0 25.7 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 20,029 : : Positions : : 15,917 13,969 1,475 3,605 2,155 0 0 0 0 0 0 : : : : Changes from: February 27, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 69.7 7.4 18.0 10.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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.N.Y.C._month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 19,598 : : Positions : : 15,135 13,782 1,610 3,123 2,537 0 0 0 0 0 0 : : : : Changes from: February 27, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 70.3 8.2 15.9 12.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 34,474 : : Positions : : 17,306 26,703 4,805 1,125 230 1,150 0 0 4,120 0 3,830 : : : : Changes from: February 27, 2024 : : -369 -2,966 -598 73 -160 -34 0 0 -1,804 0 695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 77.5 13.9 3.3 0.7 3.3 0.0 0.0 12.0 0.0 11.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 32,661 : : Positions : : 14,024 26,366 5,860 510 270 650 0 0 6,030 0 3,028 : : : : Changes from: February 27, 2024 : : -1,039 -1,756 -498 23 -145 -34 -45 0 -107 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 80.7 17.9 1.6 0.8 2.0 0.0 0.0 18.5 0.0 9.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 94,466 : : Positions : : 40,844 47,467 29,972 23,017 5,380 875 725 325 6,345 6,909 455 : : : : Changes from: February 27, 2024 : : -4,109 -3,840 -2,680 -5,384 2,904 50 25 -50 -2,340 67 277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 50.2 31.7 24.4 5.7 0.9 0.8 0.3 6.7 7.3 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 15 4 4 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 91,395 : : Positions : : 36,780 44,819 30,305 22,822 5,075 875 775 325 6,995 6,574 505 : : : : Changes from: February 27, 2024 : : -3,048 -3,096 -2,496 -5,017 2,604 50 -60 -50 -2,600 93 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 49.0 33.2 25.0 5.6 1.0 0.8 0.4 7.7 7.2 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 15 5 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 23,454 : : Positions : : 13,259 19,438 3,535 561 1,133 0 300 0 3,025 425 311 : : : : Changes from: February 27, 2024 : : -708 -1,195 -230 -103 0 -265 -150 0 -195 260 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 82.9 15.1 2.4 4.8 0.0 1.3 0.0 12.9 1.8 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 5 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 21,400 : : Positions : : 11,458 17,283 3,660 585 1,225 0 300 0 2,425 425 311 : : : : Changes from: February 27, 2024 : : -730 -1,185 -225 -105 0 -265 -150 0 -195 260 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 80.8 17.1 2.7 5.7 0.0 1.4 0.0 11.3 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 5 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 22,683 : : Positions : : 21,729 5,256 360 13,865 180 0 0 0 0 3,252 0 : : : : Changes from: February 27, 2024 : : -1,579 -450 -30 -850 0 0 0 0 0 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 23.2 1.6 61.1 0.8 0.0 0.0 0.0 0.0 14.3 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 March 5, 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 22,507 : : Positions : : 21,572 5,200 360 13,850 180 0 0 0 0 3,097 0 : : : : Changes from: February 27, 2024 : : -1,555 -445 -30 -845 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 23.1 1.6 61.5 0.8 0.0 0.0 0.0 0.0 13.8 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 March 5, 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 38,777 : : Positions : : 29,261 23,360 644 12,535 773 900 0 0 4,505 935 296 : : : : Changes from: February 27, 2024 : : -1,055 -623 -20 -336 -64 0 0 0 -176 -200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 60.2 1.7 32.3 2.0 2.3 0.0 0.0 11.6 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 33,283 : : Positions : : 25,165 16,690 215 14,438 664 900 0 0 3,930 660 276 : : : : Changes from: February 27, 2024 : : -867 -480 5 -359 -86 0 0 0 -125 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 50.1 0.6 43.4 2.0 2.7 0.0 0.0 11.8 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 15,077 : : Positions : : 12,735 8,385 80 3,487 334 0 915 0 300 1,140 250 : : : : Changes from: February 27, 2024 : : 375 -50 -40 502 -25 0 -5 0 -25 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 55.6 0.5 23.1 2.2 0.0 6.1 0.0 2.0 7.6 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 14,787 : : Positions : : 12,560 8,110 80 3,537 255 0 965 0 300 1,140 250 : : : : Changes from: February 27, 2024 : : 130 -290 -60 477 -25 0 -5 0 -25 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 54.8 0.5 23.9 1.7 0.0 6.5 0.0 2.0 7.7 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 March 5, 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 45,288 : : Positions : : 20,527 27,307 16,522 12,850 1,015 0 150 0 3,667 150 0 : : : : Changes from: February 27, 2024 : : -1,169 -2,117 -450 360 -175 0 0 0 -100 0 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 60.3 36.5 28.4 2.2 0.0 0.3 0.0 8.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 42,588 : : Positions : : 18,649 26,809 16,822 10,335 1,275 0 150 0 3,562 900 0 : : : : Changes from: February 27, 2024 : : -1,157 -1,810 -465 300 -420 -235 150 -150 225 -300 -613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 62.9 39.5 24.3 3.0 0.0 0.4 0.0 8.4 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 15 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 139,825 : : Positions : : 99,391 119,975 31,494 2,887 2,287 1,440 6,045 200 35 3,645 1,026 : : : : Changes from: February 27, 2024 : : -5,523 -5,365 -2,492 -974 75 -40 -120 0 -247 -1,646 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 85.8 22.5 2.1 1.6 1.0 4.3 0.1 0.0 2.6 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 13 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 133,120 : : Positions : : 94,869 107,860 30,370 4,800 1,118 1,740 5,445 650 85 9,055 487 : : : : Changes from: February 27, 2024 : : -5,043 -4,810 -2,112 -291 -175 235 -220 -300 10 -1,646 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 81.0 22.8 3.6 0.8 1.3 4.1 0.5 0.1 6.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 11,742 : : Positions : : 7,926 6,776 2,195 3,460 670 0 0 0 0 660 0 : : : : Changes from: February 27, 2024 : : -443 -440 -246 -140 -28 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 57.7 18.7 29.5 5.7 0.0 0.0 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 11,387 : : Positions : : 7,705 6,375 2,135 3,580 596 0 0 0 0 660 0 : : : : Changes from: February 27, 2024 : : -430 -395 -244 -180 -15 0 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 56.0 18.7 31.4 5.2 0.0 0.0 0.0 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 31,592 : : Positions : : 27,157 13,209 1,115 14,482 1,065 0 50 0 0 1,066 0 : : : : Changes from: February 27, 2024 : : -698 -10 -165 -441 0 0 -62 0 0 -150 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 41.8 3.5 45.8 3.4 0.0 0.2 0.0 0.0 3.4 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 March 5, 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 31,517 : : Positions : : 27,398 13,284 1,115 14,643 960 0 50 0 0 1,116 0 : : : : Changes from: February 27, 2024 : : -707 20 -45 -435 0 0 -62 0 0 -155 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 42.1 3.5 46.5 3.0 0.0 0.2 0.0 0.0 3.5 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 March 5, 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 46,549 : : Positions : : 36,288 21,713 5,815 19,917 1,114 300 0 0 585 1,165 484 : : : : Changes from: February 27, 2024 : : -2,130 -1,695 -235 -769 -16 -100 0 0 -175 -183 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 46.6 12.5 42.8 2.4 0.6 0.0 0.0 1.3 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 10 . 5 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 49,053 : : Positions : : 38,267 24,933 5,876 18,870 1,414 300 0 0 585 1,220 605 : : : : Changes from: February 27, 2024 : : -1,296 -927 -124 -583 3 -100 0 0 -175 -183 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 50.8 12.0 38.5 2.9 0.6 0.0 0.0 1.2 2.5 1.2 : : : : 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 March 5, 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 78,399 : : Positions : : 48,203 58,301 11,484 8,425 3,149 950 2,025 0 10,025 1,950 234 : : : : Changes from: February 27, 2024 : : -2,810 -1,205 233 -735 -623 -325 50 0 -360 -1,395 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 74.4 14.6 10.7 4.0 1.2 2.6 0.0 12.8 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 11 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 74,865 : : Positions : : 47,218 53,756 8,174 7,094 3,427 900 3,075 0 9,156 1,615 406 : : : : Changes from: February 27, 2024 : : -2,895 -1,160 356 -820 -594 -175 250 -200 -332 -1,350 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 71.8 10.9 9.5 4.6 1.2 4.1 0.0 12.2 2.2 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 11 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 241,947 : : Positions : : 149,907 126,934 19,728 27,245 5,517 2,610 2,745 670 7,419 23,100 3,088 : : : : Changes from: February 27, 2024 : : -8,492 -3,329 -776 -2,611 208 -162 -300 80 932 -1,813 -1,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 52.5 8.2 11.3 2.3 1.1 1.1 0.3 3.1 9.5 1.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 27 4 5 6 4 . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 227,328 : : Positions : : 135,706 128,439 18,155 17,199 7,967 3,615 2,695 1,095 10,839 20,027 1,988 : : : : Changes from: February 27, 2024 : : -8,934 -4,312 -417 -1,913 -522 -302 -150 -35 2,096 -1,052 -2,244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 56.5 8.0 7.6 3.5 1.6 1.2 0.5 4.8 8.8 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 28 5 4 6 4 . 4 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 54,516 : : Positions : : 39,047 27,487 930 13,290 7,595 0 0 0 1,200 0 35 : : : : Changes from: February 27, 2024 : : 2,827 -1,322 -3,550 407 -15 0 -250 0 -512 -50 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 50.4 1.7 24.4 13.9 0.0 0.0 0.0 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . 6 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 52,531 : : Positions : : 36,561 27,757 1,030 11,130 7,135 150 0 0 1,286 0 100 : : : : Changes from: February 27, 2024 : : 2,115 -1,025 -1,278 1,950 -1,665 0 -250 0 -212 -50 -113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 52.8 2.0 21.2 13.6 0.3 0.0 0.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . 7 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 39,191 : : Positions : : 21,373 31,474 11,421 940 3,686 0 250 0 0 0 0 : : : : Changes from: February 27, 2024 : : -1,997 -1,423 483 -45 106 0 -75 0 -180 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 80.3 29.1 2.4 9.4 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 38,902 : : Positions : : 23,779 31,194 8,196 0 3,781 0 491 0 0 0 0 : : : : Changes from: February 27, 2024 : : -1,340 -1,003 299 -130 473 0 247 -210 0 -145 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 80.2 21.1 0.0 9.7 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 5 0 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 214,162 : : Positions : : 116,481 115,511 24,486 23,306 20,321 425 640 60 315 2,661 12,086 : : : : Changes from: February 27, 2024 : : -6,875 -989 899 -3,597 -879 -385 640 -40 240 -2,215 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 53.9 11.4 10.9 9.5 0.2 0.3 0.0 0.1 1.2 5.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 5 4 8 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 163,057 : : Positions : : 80,076 97,842 15,254 6,058 21,079 965 829 342 11,412 3,253 4,933 : : : : Changes from: February 27, 2024 : : -5,119 -3,691 -995 -2,824 377 -220 673 102 456 -91 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 60.0 9.4 3.7 12.9 0.6 0.5 0.2 7.0 2.0 3.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 4 5 8 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 92,417 : : Positions : : 68,125 55,879 3,170 18,124 6,928 850 150 50 2,400 322 89 : : : : Changes from: February 27, 2024 : : 7,864 8,625 95 -545 335 -25 -150 0 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 60.5 3.4 19.6 7.5 0.9 0.2 0.1 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 90,599 : : Positions : : 70,784 58,845 3,190 15,159 6,090 550 150 0 0 300 0 : : : : Changes from: February 27, 2024 : : 7,370 8,575 -205 -1,285 540 -25 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 65.0 3.5 16.7 6.7 0.6 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . 5 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 10,441 : : Positions : : 7,622 4,085 110 4,637 1,219 1,340 222 0 0 234 0 : : : : Changes from: February 27, 2024 : : -297 -352 25 -170 -184 -195 0 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 39.1 1.1 44.4 11.7 12.8 2.1 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 5 . 5 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 15,220 : : Positions : : 8,450 9,380 2,380 1,240 2,120 1,720 75 300 0 1,835 240 : : : : Changes from: February 27, 2024 : : 20 -30 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 61.6 15.6 8.1 13.9 11.3 0.5 2.0 0.0 12.1 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . . . . . . 0 4 . : ----------------------------------------------------------------------------------------------------------------
Updated March 08, 2024