Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 26,193 : : Positions : : 16,577 22,780 6,092 1,357 1,069 1,555 160 351 75 238 39 : : : : Changes from: March 12, 2024 : : -19 303 176 0 -62 97 -15 -131 0 14 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 87.0 23.3 5.2 4.1 5.9 0.6 1.3 0.3 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 . . . 7 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 18,120 : : Positions : : 10,975 12,848 2,267 2,061 1,818 632 510 670 1,554 0 158 : : : : Changes from: March 12, 2024 : : 600 547 51 -65 190 -146 2 -34 -6 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 70.9 12.5 11.4 10.0 3.5 2.8 3.7 8.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . . . . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 221,873 : : Positions : : 124,993 140,559 8,837 12,903 18,967 11,745 20,756 8,336 39,336 10,811 8,869 : : : : Changes from: March 12, 2024 : : 5,785 6,403 1,318 907 1,473 490 2,855 -2,792 3,614 1,359 1,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 63.4 4.0 5.8 8.5 5.3 9.4 3.8 17.7 4.9 4.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 31 27 4 5 8 11 13 15 8 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 85,305 : : Positions : : 70,015 46,817 7,351 16,575 2,494 1,555 12,723 1,908 0 2,699 1,789 : : : : Changes from: March 12, 2024 : : 2,882 -254 553 2,250 -144 55 1,450 315 -567 -518 485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 54.9 8.6 19.4 2.9 1.8 14.9 2.2 0.0 3.2 2.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 23 . . 4 . 11 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 70,101 : : Positions : : 48,822 45,869 11,090 8,499 1,739 87 7,318 2,528 1,749 60 4,043 : : : : Changes from: March 12, 2024 : : 1,191 1,065 -64 569 110 5 190 -109 682 0 1,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 65.4 15.8 12.1 2.5 0.1 10.4 3.6 2.5 0.1 5.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 17 4 . 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 50,399 : : Positions : : 32,805 21,097 1,826 5,597 12,452 1,740 7,975 405 0 1,929 706 : : : : Changes from: March 12, 2024 : : 1,411 -1,323 -870 3,274 385 900 0 130 -207 -283 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 41.9 3.6 11.1 24.7 3.5 15.8 0.8 0.0 3.8 1.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . 6 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 62,110 : : Positions : : 39,703 26,827 6,145 6,347 11,041 604 13,678 1,745 987 1,181 1,042 : : : : Changes from: March 12, 2024 : : 2,708 920 -1,558 2,833 726 305 -1,180 800 613 -480 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 43.2 9.9 10.2 17.8 1.0 22.0 2.8 1.6 1.9 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 17 20 4 5 7 5 8 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 53,835 : : Positions : : 39,109 20,671 10,820 18,920 1,515 0 495 0 1,308 11,981 241 : : : : Changes from: March 12, 2024 : : 1,352 -92 260 449 42 0 0 0 -1 1,070 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 38.4 20.1 35.1 2.8 0.0 0.9 0.0 2.4 22.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 16 5 4 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 62,678 : : Positions : : 45,706 20,581 12,365 27,638 1,625 50 340 60 1,810 12,141 241 : : : : Changes from: March 12, 2024 : : 2,109 -96 280 1,500 123 0 290 60 -1 770 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 32.8 19.7 44.1 2.6 0.1 0.5 0.1 2.9 19.4 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 16 5 4 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 27,980 : : Positions : : 19,171 26,044 7,233 154 1,294 35 0 75 0 340 30 : : : : Changes from: March 12, 2024 : : 180 150 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 93.1 25.9 0.6 4.6 0.1 0.0 0.3 0.0 1.2 0.1 : : : : 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 19, 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 30,748 : : Positions : : 22,550 20,732 3,011 3,389 2,299 2,400 422 0 0 3,348 0 : : : : Changes from: March 12, 2024 : : 342 -256 0 0 0 0 0 0 0 588 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 67.4 9.8 11.0 7.5 7.8 1.4 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 30,010 : : Positions : : 20,224 20,054 1,838 3,276 4,930 2,200 0 50 662 1,640 0 : : : : Changes from: March 12, 2024 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 66.8 6.1 10.9 16.4 7.3 0.0 0.2 2.2 5.5 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 19, 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 28,542 : : Positions : : 18,894 18,374 2,198 5,926 3,882 2,200 0 50 912 200 0 : : : : Changes from: March 12, 2024 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 64.4 7.7 20.8 13.6 7.7 0.0 0.2 3.2 0.7 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 19, 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 196,745 : : Positions : : 83,706 121,671 28,375 25,443 25,570 41,114 3,599 5,659 4,755 7,951 6,673 : : : : Changes from: March 12, 2024 : : 1,632 2,944 -338 -739 368 909 382 -550 690 280 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 61.8 14.4 12.9 13.0 20.9 1.8 2.9 2.4 4.0 3.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 33 34 4 . 6 9 6 8 4 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 35,942 : : Positions : : 22,893 14,928 9,479 9,164 3,300 0 6,050 0 0 2,350 0 : : : : Changes from: March 12, 2024 : : 23 23 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 41.5 26.4 25.5 9.2 0.0 16.8 0.0 0.0 6.5 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 19, 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 34,519 : : Positions : : 20,380 15,605 10,869 7,364 3,000 0 6,050 0 0 2,350 0 : : : : Changes from: March 12, 2024 : : 23 23 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 45.2 31.5 21.3 8.7 0.0 17.5 0.0 0.0 6.8 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 19, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 33,253 : : Positions : : 15,109 19,156 14,624 5,262 2,016 25 4,400 0 486 1,530 405 : : : : Changes from: March 12, 2024 : : 300 -25 10 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 57.6 44.0 15.8 6.1 0.1 13.2 0.0 1.5 4.6 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 31,138 : : Positions : : 17,344 17,280 10,309 4,998 2,041 25 4,400 0 486 1,530 405 : : : : Changes from: March 12, 2024 : : 300 -25 10 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 55.5 33.1 16.1 6.6 0.1 14.1 0.0 1.6 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 130,917 : : Positions : : 56,828 100,942 29,399 6,314 15,922 18,720 1,955 1,478 5,830 1,432 2,053 : : : : Changes from: March 12, 2024 : : 245 1,385 -177 -52 177 800 75 0 600 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 77.1 22.5 4.8 12.2 14.3 1.5 1.1 4.5 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 16 23 . . 6 . 4 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 31,061 : : Positions : : 20,149 29,392 9,252 400 900 0 25 50 240 134 50 : : : : Changes from: March 12, 2024 : : 230 277 -5 0 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 94.6 29.8 1.3 2.9 0.0 0.1 0.2 0.8 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 35,741 : : Positions : : 25,510 27,992 4,050 705 2,596 2,700 575 5 50 3,542 0 : : : : Changes from: March 12, 2024 : : 506 399 207 0 10 300 -60 0 50 612 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 78.3 11.3 2.0 7.3 7.6 1.6 0.0 0.1 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 27,788 : : Positions : : 20,859 20,131 4,717 6,664 148 0 355 0 1,710 170 0 : : : : Changes from: March 12, 2024 : : 240 190 0 -75 8 0 75 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.4 17.0 24.0 0.5 0.0 1.3 0.0 6.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 30,163 : : Positions : : 20,796 23,832 4,966 3,628 2,073 125 140 0 2,037 50 0 : : : : Changes from: March 12, 2024 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 79.0 16.5 12.0 6.9 0.4 0.5 0.0 6.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 13 4 4 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 74,052 : : Positions : : 56,582 58,815 11,090 6,218 1,217 0 4,773 459 3,227 1,076 1,232 : : : : Changes from: March 12, 2024 : : 865 1,460 225 570 119 0 206 25 1,110 22 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 79.4 15.0 8.4 1.6 0.0 6.4 0.6 4.4 1.5 1.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 23 27 4 4 6 0 7 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 105,802 : : Positions : : 78,380 85,001 11,528 4,975 2,633 395 8,051 2,106 9,329 1,229 1,112 : : : : Changes from: March 12, 2024 : : 587 1,534 286 525 99 37 149 142 1,386 5 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 80.3 10.9 4.7 2.5 0.4 7.6 2.0 8.8 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 68 : : 25 29 6 . 6 . 12 5 9 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 41,303 : : Positions : : 25,240 29,951 13,860 5,587 485 611 3,902 463 417 725 180 : : : : Changes from: March 12, 2024 : : 75 25 -50 50 0 0 100 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 72.5 33.6 13.5 1.2 1.5 9.4 1.1 1.0 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 13 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 39,037 : : Positions : : 23,556 24,786 14,579 6,674 546 0 5,366 25 0 1,445 185 : : : : Changes from: March 12, 2024 : : 95 125 365 -660 0 0 1,025 0 0 15 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 63.5 37.3 17.1 1.4 0.0 13.7 0.1 0.0 3.7 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 8 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 53,301 : : Positions : : 42,606 33,300 4,630 13,743 1,864 2,640 2,515 960 160 0 10 : : : : Changes from: March 12, 2024 : : 756 -338 0 565 0 0 279 0 100 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 62.5 8.7 25.8 3.5 5.0 4.7 1.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 57,675 : : Positions : : 44,750 35,047 3,047 12,014 5,164 2,920 3,632 949 100 610 15 : : : : Changes from: March 12, 2024 : : 848 -124 0 367 -31 0 190 0 0 415 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 60.8 5.3 20.8 9.0 5.1 6.3 1.6 0.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 11,684 : : Positions : : 8,797 9,574 1,088 608 1,158 0 0 0 0 0 0 : : : : Changes from: March 12, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 81.9 9.3 5.2 9.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 10,654 : : Positions : : 7,954 8,982 1,518 915 447 0 0 0 136 0 0 : : : : Changes from: March 12, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 84.3 14.2 8.6 4.2 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 35,032 : : Positions : : 29,344 30,734 2,724 499 594 1,283 60 5 22 2,162 25 : : : : Changes from: March 12, 2024 : : -88 874 625 54 96 308 35 -35 12 -102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 87.7 7.8 1.4 1.7 3.7 0.2 0.0 0.1 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 32,421 : : Positions : : 27,059 29,776 1,964 444 743 1,568 5 25 0 392 358 : : : : Changes from: March 12, 2024 : : 325 855 420 164 96 165 5 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 91.8 6.1 1.4 2.3 4.8 0.0 0.1 0.0 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 30,762 : : Positions : : 22,790 20,304 4,281 5,385 1,436 249 1,551 634 172 376 877 : : : : Changes from: March 12, 2024 : : -49 -193 -100 -112 100 -15 173 50 40 -46 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 66.0 13.9 17.5 4.7 0.8 5.0 2.1 0.6 1.2 2.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . 4 6 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 24,004 : : Positions : : 17,794 15,858 3,214 3,917 1,724 0 1,204 155 27 174 474 : : : : Changes from: March 12, 2024 : : -62 23 0 -75 70 0 9 5 0 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 66.1 13.4 16.3 7.2 0.0 5.0 0.6 0.1 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 . 4 6 0 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 11,325 : : Positions : : 5,570 9,379 4,705 986 905 0 0 50 40 0 0 : : : : Changes from: March 12, 2024 : : -30 -27 15 22 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 82.8 41.5 8.7 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 19, 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 7,645 : : Positions : : 2,505 7,635 5,100 0 0 0 0 0 0 0 0 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 99.9 66.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 5 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 16,686 : : Positions : : 8,960 12,185 2,198 1,650 2,285 2,772 350 0 256 0 0 : : : : Changes from: March 12, 2024 : : 250 0 0 0 0 0 250 0 96 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 73.0 13.2 9.9 13.7 16.6 2.1 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 15,876 : : Positions : : 9,410 11,885 3,940 920 2,055 0 800 0 256 0 0 : : : : Changes from: March 12, 2024 : : 250 0 0 0 0 0 250 0 96 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 74.9 24.8 5.8 12.9 0.0 5.0 0.0 1.6 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 19, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 31,522 : : Positions : : 16,235 11,209 13,339 19,557 621 0 0 0 635 0 0 : : : : Changes from: March 12, 2024 : : 420 120 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 35.6 42.3 62.0 2.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 6 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 32,272 : : Positions : : 16,406 10,819 13,901 20,697 621 0 0 0 725 0 0 : : : : Changes from: March 12, 2024 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 33.5 43.1 64.1 1.9 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 6 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 81,575 : : Positions : : 44,701 63,330 7,195 7,578 3,427 2,851 2,600 973 21,651 2,967 439 : : : : Changes from: March 12, 2024 : : 1,675 1,221 223 409 -108 331 81 0 201 709 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 77.6 8.8 9.3 4.2 3.5 3.2 1.2 26.5 3.6 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 28 . 6 7 4 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 92,107 : : Positions : : 50,460 63,780 9,082 12,526 3,124 3,700 5,470 1,163 23,534 5,005 603 : : : : Changes from: March 12, 2024 : : 425 713 180 295 -137 -44 -123 535 -47 -366 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 69.2 9.9 13.6 3.4 4.0 5.9 1.3 25.6 5.4 0.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 31 32 . 7 7 5 6 5 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 407,045 : : Positions : : 186,481 219,565 34,414 14,118 37,588 33,908 41,726 33,265 29,394 8,348 51,708 : : : : Changes from: March 12, 2024 : : 7,223 12,901 726 -1,799 3,868 -1,817 1,898 1,328 5,747 -1,163 4,480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 53.9 8.5 3.5 9.2 8.3 10.3 8.2 7.2 2.1 12.7 : : : : Number of Traders in Each Category Total Traders: 118 : : 42 39 7 4 10 13 23 20 17 10 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 14,965 : : Positions : : 12,634 4,050 270 5,610 669 0 2,845 0 1,032 1,709 52 : : : : Changes from: March 12, 2024 : : 50 0 0 0 0 0 6 0 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 27.1 1.8 37.5 4.5 0.0 19.0 0.0 6.9 11.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 5 . 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 13,549 : : Positions : : 11,369 3,765 450 5,399 699 0 2,241 0 761 1,363 52 : : : : Changes from: March 12, 2024 : : 50 0 0 0 0 0 6 0 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 27.8 3.3 39.8 5.2 0.0 16.5 0.0 5.6 10.1 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 6 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 5,730 : : Positions : : 3,390 3,885 245 430 300 1,270 0 225 10 500 145 : : : : Changes from: March 12, 2024 : : 280 500 -360 80 -65 570 -140 -35 -500 -175 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 67.8 4.3 7.5 5.2 22.2 0.0 3.9 0.2 8.7 2.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 57,300 : : Positions : : 39,778 32,908 2,965 5,833 6,068 2,763 1,694 2,074 1,035 6,191 2,215 : : : : Changes from: March 12, 2024 : : -124 1,400 -1 -1,445 1,506 0 -25 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 57.4 5.2 10.2 10.6 4.8 3.0 3.6 1.8 10.8 3.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 22 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 58,691 : : Positions : : 28,367 39,522 11,663 5,065 4,362 2,669 3,399 845 8,044 3,084 2,140 : : : : Changes from: March 12, 2024 : : 1,130 -108 -853 92 65 -15 -20 -5 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 67.3 19.9 8.6 7.4 4.5 5.8 1.4 13.7 5.3 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 19 19 . 4 5 4 . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 22,760 : : Positions : : 13,720 16,300 2,640 5,280 950 1,650 0 0 3,800 0 0 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 71.6 11.6 23.2 4.2 7.2 0.0 0.0 16.7 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 19, 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 72,784 : : Positions : : 47,961 47,424 6,363 12,278 2,828 15 0 45 5,890 511 596 : : : : Changes from: March 12, 2024 : : 586 816 420 340 60 0 0 0 330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 65.2 8.7 16.9 3.9 0.0 0.0 0.1 8.1 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 67,496 : : Positions : : 46,458 42,193 4,003 13,389 2,065 15 0 45 5,280 100 616 : : : : Changes from: March 12, 2024 : : 481 891 360 240 115 0 0 0 290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 62.5 5.9 19.8 3.1 0.0 0.0 0.1 7.8 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 28,817 : : Positions : : 16,330 18,812 0 2,243 1,715 0 125 100 4,700 0 585 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 65.3 0.0 7.8 6.0 0.0 0.4 0.3 16.3 0.0 2.0 : : : : 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 19, 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 27,560 : : Positions : : 16,019 16,916 0 2,888 1,540 0 225 0 4,130 0 675 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 61.4 0.0 10.5 5.6 0.0 0.8 0.0 15.0 0.0 2.4 : : : : 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 19, 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 29,282 : : Positions : : 17,931 21,215 2,130 7,452 180 250 250 0 8,281 0 0 : : : : Changes from: March 12, 2024 : : 0 -120 0 0 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 72.5 7.3 25.4 0.6 0.9 0.9 0.0 28.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 45,270 : : Positions : : 26,751 23,268 11,155 4,172 1,435 260 1,400 0 0 9,545 1,085 : : : : Changes from: March 12, 2024 : : -250 15 200 145 0 0 0 0 0 -90 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 51.4 24.6 9.2 3.2 0.6 3.1 0.0 0.0 21.1 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . 4 6 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 40,644 : : Positions : : 25,384 18,592 9,000 4,766 1,725 0 900 0 0 10,265 1,055 : : : : Changes from: March 12, 2024 : : -300 51 200 186 132 0 0 0 0 -245 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 45.7 22.1 11.7 4.2 0.0 2.2 0.0 0.0 25.3 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . 4 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 20,299 : : Positions : : 16,342 14,119 1,720 4,125 1,755 0 0 0 0 0 0 : : : : Changes from: March 12, 2024 : : 130 25 245 350 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 69.6 8.5 20.3 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 19,714 : : Positions : : 15,406 13,778 1,855 3,643 2,137 0 0 0 0 0 0 : : : : Changes from: March 12, 2024 : : -10 -115 245 350 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 69.9 9.4 18.5 10.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 35,556 : : Positions : : 18,278 25,650 5,135 2,405 125 1,150 0 0 3,060 0 4,605 : : : : Changes from: March 12, 2024 : : -285 -300 0 25 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 72.1 14.4 6.8 0.4 3.2 0.0 0.0 8.6 0.0 13.0 : : : : 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 19, 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 30,445 : : Positions : : 12,006 23,497 5,975 1,096 134 650 0 0 5,665 0 3,098 : : : : Changes from: March 12, 2024 : : -369 -725 140 56 -49 0 0 0 -440 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 77.2 19.6 3.6 0.4 2.1 0.0 0.0 18.6 0.0 10.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 98,005 : : Positions : : 41,189 48,447 31,502 25,242 6,280 2,260 485 465 6,170 7,029 455 : : : : Changes from: March 12, 2024 : : 530 615 1,630 3,050 0 1,385 -240 140 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 49.4 32.1 25.8 6.4 2.3 0.5 0.5 6.3 7.2 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 17 4 4 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 95,795 : : Positions : : 37,515 46,519 31,410 24,692 6,265 2,210 485 515 6,905 6,379 600 : : : : Changes from: March 12, 2024 : : 960 1,445 1,275 2,695 290 1,335 -290 190 85 -195 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 48.6 32.8 25.8 6.5 2.3 0.5 0.5 7.2 6.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 17 4 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 23,539 : : Positions : : 13,234 19,638 3,735 561 1,133 0 300 0 3,025 400 321 : : : : Changes from: March 12, 2024 : : -100 125 200 0 0 0 0 0 0 -25 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 83.4 15.9 2.4 4.8 0.0 1.3 0.0 12.9 1.7 1.4 : : : : 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 19, 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 21,485 : : Positions : : 11,433 17,483 3,860 585 1,225 0 300 0 2,425 400 321 : : : : Changes from: March 12, 2024 : : -100 125 200 0 0 0 0 0 0 -25 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 81.4 18.0 2.7 5.7 0.0 1.4 0.0 11.3 1.9 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 19, 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 23,643 : : Positions : : 22,689 5,256 360 13,985 180 0 0 0 0 4,092 0 : : : : Changes from: March 12, 2024 : : 840 0 0 0 0 0 0 0 0 840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 22.2 1.5 59.2 0.8 0.0 0.0 0.0 0.0 17.3 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 19, 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 22,627 : : Positions : : 21,692 5,200 360 13,970 180 0 0 0 0 3,097 0 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 23.0 1.6 61.7 0.8 0.0 0.0 0.0 0.0 13.7 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 19, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 27,491 : : Positions : : 17,365 6,955 1,600 15,620 1,815 2,490 300 295 1,070 0 86 : : : : Changes from: March 12, 2024 : : 240 -60 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 25.3 5.8 56.8 6.6 9.1 1.1 1.1 3.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . 4 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 27,136 : : Positions : : 17,520 7,420 1,600 14,455 2,230 1,710 300 440 995 0 101 : : : : Changes from: March 12, 2024 : : 145 -155 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 27.3 5.9 53.3 8.2 6.3 1.1 1.6 3.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 5 . 4 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 39,265 : : Positions : : 29,716 23,440 739 12,955 773 970 0 0 4,505 935 296 : : : : Changes from: March 12, 2024 : : 190 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 59.7 1.9 33.0 2.0 2.5 0.0 0.0 11.5 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 33,728 : : Positions : : 25,580 16,730 310 14,858 654 970 0 0 3,930 660 276 : : : : Changes from: March 12, 2024 : : 190 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 49.6 0.9 44.1 1.9 2.9 0.0 0.0 11.7 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 9 . 5 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 15,292 : : Positions : : 13,100 8,465 290 3,502 314 0 915 0 430 1,270 270 : : : : Changes from: March 12, 2024 : : 375 80 185 0 -10 0 0 0 130 130 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 55.4 1.9 22.9 2.1 0.0 6.0 0.0 2.8 8.3 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 5 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 15,027 : : Positions : : 12,585 8,195 155 3,552 255 0 965 0 430 1,270 270 : : : : Changes from: March 12, 2024 : : 35 85 50 0 0 0 0 0 130 130 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 54.5 1.0 23.6 1.7 0.0 6.4 0.0 2.9 8.5 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 5 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 47,630 : : Positions : : 22,734 31,329 17,197 13,030 1,015 0 150 0 4,987 150 0 : : : : Changes from: March 12, 2024 : : 2,207 2,747 0 300 0 0 0 0 840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 65.8 36.1 27.4 2.1 0.0 0.3 0.0 10.5 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 19, 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 45,603 : : Positions : : 20,825 30,590 17,497 10,515 1,345 0 150 0 4,042 900 0 : : : : Changes from: March 12, 2024 : : 2,160 1,860 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 67.1 38.4 23.1 2.9 0.0 0.3 0.0 8.9 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 145,293 : : Positions : : 105,266 123,095 30,369 3,487 3,394 240 5,165 360 35 4,595 1,696 : : : : Changes from: March 12, 2024 : : 2,375 3,230 555 200 1,451 0 100 0 0 -600 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 84.7 20.9 2.4 2.3 0.2 3.6 0.2 0.0 3.2 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 13 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 139,649 : : Positions : : 100,822 111,058 29,290 5,445 2,910 390 4,415 960 85 10,005 1,489 : : : : Changes from: March 12, 2024 : : 2,495 3,350 600 245 2,050 -50 50 50 0 -600 622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 79.5 21.0 3.9 2.1 0.3 3.2 0.7 0.1 7.2 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 12 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 33,697 : : Positions : : 29,802 14,664 995 15,357 1,065 0 50 0 0 1,141 0 : : : : Changes from: March 12, 2024 : : 2,495 1,455 -120 800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 43.5 3.0 45.6 3.2 0.0 0.1 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 6 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 33,782 : : Positions : : 30,203 14,809 995 15,518 960 0 50 0 0 1,191 0 : : : : Changes from: March 12, 2024 : : 2,655 1,525 -120 800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 43.8 2.9 45.9 2.8 0.0 0.1 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 6 . 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 46,630 : : Positions : : 35,988 22,023 6,115 19,897 1,083 300 0 0 585 995 608 : : : : Changes from: March 12, 2024 : : -478 257 300 -145 -1 0 0 0 0 -170 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 47.2 13.1 42.7 2.3 0.6 0.0 0.0 1.3 2.1 1.3 : : : : 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 19, 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 49,052 : : Positions : : 38,212 24,833 5,730 18,729 1,800 300 0 0 585 1,170 629 : : : : Changes from: March 12, 2024 : : -55 25 -60 -180 360 0 0 0 0 -50 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 50.6 11.7 38.2 3.7 0.6 0.0 0.0 1.2 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 79,794 : : Positions : : 49,888 59,791 10,464 8,700 2,959 1,310 845 520 9,725 2,090 184 : : : : Changes from: March 12, 2024 : : 1,980 990 -1,020 130 -110 360 -110 320 0 310 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 74.9 13.1 10.9 3.7 1.6 1.1 0.7 12.2 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 11 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 76,085 : : Positions : : 48,778 55,141 7,154 7,349 3,269 1,260 1,895 520 8,856 1,755 296 : : : : Changes from: March 12, 2024 : : 1,875 885 -1,020 130 -98 360 -110 320 0 310 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 72.5 9.4 9.7 4.3 1.7 2.5 0.7 11.6 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 11 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 249,335 : : Positions : : 152,321 131,108 21,668 25,975 6,941 1,890 3,115 1,965 7,549 23,350 1,798 : : : : Changes from: March 12, 2024 : : 3,100 3,325 1,505 335 1,133 300 370 330 -635 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 52.6 8.7 10.4 2.8 0.8 1.2 0.8 3.0 9.4 0.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 26 28 4 5 6 . . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 235,230 : : Positions : : 137,361 132,944 21,040 16,344 9,644 2,995 3,065 2,170 11,059 20,027 895 : : : : Changes from: March 12, 2024 : : 1,970 3,135 2,290 420 1,486 300 370 330 -515 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 56.5 8.9 6.9 4.1 1.3 1.3 0.9 4.7 8.5 0.4 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 29 5 4 6 . . 5 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 56,887 : : Positions : : 41,317 27,047 295 15,510 7,510 600 0 0 1,620 875 156 : : : : Changes from: March 12, 2024 : : 1,855 845 -50 1,105 -35 600 0 0 444 875 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 47.5 0.5 27.3 13.2 1.1 0.0 0.0 2.8 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . 7 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 57,204 : : Positions : : 41,306 28,962 380 13,765 6,385 750 0 0 1,406 975 161 : : : : Changes from: March 12, 2024 : : 3,075 1,765 -350 705 -80 600 0 0 120 975 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 50.6 0.7 24.1 11.2 1.3 0.0 0.0 2.5 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 18 . 7 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 40,119 : : Positions : : 22,218 30,019 11,321 940 3,656 0 2,450 0 0 0 0 : : : : Changes from: March 12, 2024 : : 90 -1,610 500 0 -80 0 2,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 74.8 28.2 2.3 9.1 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 5 . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 40,167 : : Positions : : 25,074 29,889 8,096 0 3,831 0 2,991 0 0 0 0 : : : : Changes from: March 12, 2024 : : 275 -1,425 500 0 0 0 2,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 74.4 20.2 0.0 9.5 0.0 7.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 5 0 5 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 220,453 : : Positions : : 115,286 123,146 27,001 23,521 19,842 1,395 245 1,420 5,125 2,126 10,227 : : : : Changes from: March 12, 2024 : : -1,623 4,127 2,965 2,665 -2,879 970 -935 1,360 4,470 745 -1,809 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 55.9 12.2 10.7 9.0 0.6 0.1 0.6 2.3 1.0 4.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 5 4 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 165,890 : : Positions : : 76,772 102,613 17,734 6,243 21,149 1,846 425 1,390 14,552 1,898 4,947 : : : : Changes from: March 12, 2024 : : -822 3,118 2,040 2,985 -1,903 881 -794 839 3,175 -35 -414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 61.9 10.7 3.8 12.7 1.1 0.3 0.8 8.8 1.1 3.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 4 5 8 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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 94,215 : : Positions : : 69,923 56,429 1,620 17,824 7,078 850 150 50 2,400 320 89 : : : : Changes from: March 12, 2024 : : 1,801 600 -1,200 0 0 0 0 0 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 59.9 1.7 18.9 7.5 0.9 0.2 0.1 2.5 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 19, 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 90,604 : : Positions : : 70,784 58,795 2,840 14,859 6,300 550 150 0 0 300 0 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 64.9 3.1 16.4 7.0 0.6 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . 5 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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.DEOK_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064GAA Open Interest is 7,181 : : Positions : : 4,008 2,535 939 4,514 60 300 0 0 905 0 57 : : : : Changes from: March 12, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 35.3 13.1 62.9 0.8 4.2 0.0 0.0 12.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 19, 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: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 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 19, 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 13,810 : : Positions : : 7,125 8,725 2,590 1,140 1,825 1,670 75 300 0 1,485 240 : : : : Changes from: March 12, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 63.2 18.8 8.3 13.2 12.1 0.5 2.2 0.0 10.8 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 22, 2024