Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 25,603 : : Positions : : 17,133 20,923 6,359 825 1,061 421 1,849 368 40 141 83 : : : : Changes from: September 17, 2024 : : 1,224 526 239 -5 104 -571 204 15 40 -52 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 81.7 24.8 3.2 4.1 1.6 7.2 1.4 0.2 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 27 4 . 4 . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 17,617 : : Positions : : 13,031 13,507 2,255 1,516 1,515 180 333 125 211 475 39 : : : : Changes from: September 17, 2024 : : 291 404 -132 -19 158 30 -65 100 11 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 76.7 12.8 8.6 8.6 1.0 1.9 0.7 1.2 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 246,635 : : Positions : : 103,127 160,242 6,283 36,744 18,793 32,113 4,207 9,438 63,222 3,654 12,707 : : : : Changes from: September 17, 2024 : : 306 2,567 -509 -1,493 999 -1,746 294 568 3,149 -357 -876 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 65.0 2.5 14.9 7.6 13.0 1.7 3.8 25.6 1.5 5.2 : : : : Number of Traders in Each Category Total Traders: 89 : : 34 31 5 7 8 14 7 12 13 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 95,321 : : Positions : : 71,214 46,111 6,921 23,509 6,070 1,075 5,797 6,908 435 4,258 2,404 : : : : Changes from: September 17, 2024 : : 725 1,795 1,530 287 -185 -534 372 793 -13 -772 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 48.4 7.3 24.7 6.4 1.1 6.1 7.2 0.5 4.5 2.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 24 27 . 5 4 . 9 8 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 77,653 : : Positions : : 53,533 44,801 13,407 12,784 2,455 318 13,731 1,913 4,123 0 1,838 : : : : Changes from: September 17, 2024 : : 270 559 -259 -90 256 0 -285 88 146 -21 -251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 57.7 17.3 16.5 3.2 0.4 17.7 2.5 5.3 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 17 5 4 7 . 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 52,025 : : Positions : : 26,513 24,213 1,438 7,789 7,603 12,797 2,418 2,170 0 6,776 925 : : : : Changes from: September 17, 2024 : : -684 2,294 88 299 -140 4,200 0 0 0 1,129 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 46.5 2.8 15.0 14.6 24.6 4.6 4.2 0.0 13.0 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 . 5 8 . . . 0 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 60,919 : : Positions : : 43,704 26,724 4,437 4,602 8,708 352 8,020 835 650 10,003 1,692 : : : : Changes from: September 17, 2024 : : 706 1,247 -224 95 -55 -1 -429 26 103 -219 329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 43.9 7.3 7.6 14.3 0.6 13.2 1.4 1.1 16.4 2.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 19 21 7 . 8 . 7 4 . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 53,144 : : Positions : : 40,928 14,686 7,398 22,991 1,602 0 2,265 0 1,463 10,315 1,153 : : : : Changes from: September 17, 2024 : : 1,118 377 -94 48 -35 0 25 0 -853 -279 283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 27.6 13.9 43.3 3.0 0.0 4.3 0.0 2.8 19.4 2.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 20 4 5 7 0 . 0 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 62,700 : : Positions : : 49,816 16,268 7,781 30,714 1,565 0 1,683 103 1,850 11,010 1,225 : : : : Changes from: September 17, 2024 : : 1,542 489 0 41 -28 0 25 -25 -1,108 -121 418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 25.9 12.4 49.0 2.5 0.0 2.7 0.2 3.0 17.6 2.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 20 5 4 7 0 . . . 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 24,297 : : Positions : : 17,840 21,561 5,355 80 647 0 185 290 25 1,510 0 : : : : Changes from: September 17, 2024 : : 771 591 -145 30 71 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 88.7 22.0 0.3 2.7 0.0 0.8 1.2 0.1 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 30,442 : : Positions : : 22,733 19,514 651 2,488 3,907 2,400 595 0 35 3,243 376 : : : : Changes from: September 17, 2024 : : 510 258 -9 -25 444 0 0 0 35 354 -282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 64.1 2.1 8.2 12.8 7.9 2.0 0.0 0.1 10.7 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 28,491 : : Positions : : 16,470 21,494 4,125 2,248 2,339 3,982 410 310 562 1,690 0 : : : : Changes from: September 17, 2024 : : 295 726 0 -1 0 112 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 75.4 14.5 7.9 8.2 14.0 1.4 1.1 2.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 26,533 : : Positions : : 15,205 20,625 2,385 1,679 3,109 3,982 410 310 662 200 0 : : : : Changes from: September 17, 2024 : : 295 727 0 0 0 112 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 77.7 9.0 6.3 11.7 15.0 1.5 1.2 2.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 232,303 : : Positions : : 91,945 144,322 34,101 23,459 21,598 61,948 9,347 8,468 6,098 17,856 6,865 : : : : Changes from: September 17, 2024 : : 1,530 2,641 2,016 -2,243 588 208 1,536 340 -1,370 495 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 62.1 14.7 10.1 9.3 26.7 4.0 3.6 2.6 7.7 3.0 : : : : Number of Traders in Each Category Total Traders: 91 : : 39 37 4 4 7 8 13 12 8 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 32,719 : : Positions : : 21,750 14,155 5,970 8,912 3,257 0 5,660 0 797 0 685 : : : : Changes from: September 17, 2024 : : 107 357 0 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 43.3 18.2 27.2 10.0 0.0 17.3 0.0 2.4 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 30,725 : : Positions : : 19,266 13,631 6,742 7,319 3,000 0 5,660 0 772 400 685 : : : : Changes from: September 17, 2024 : : -43 -93 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 44.4 21.9 23.8 9.8 0.0 18.4 0.0 2.5 1.3 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 27,978 : : Positions : : 13,531 16,660 8,490 2,122 4,408 0 3,882 0 436 30 620 : : : : Changes from: September 17, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 59.5 30.3 7.6 15.8 0.0 13.9 0.0 1.6 0.1 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 27,221 : : Positions : : 15,577 15,934 5,676 2,020 4,479 0 3,882 0 436 30 620 : : : : Changes from: September 17, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 58.5 20.9 7.4 16.5 0.0 14.3 0.0 1.6 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 23,950 : : Positions : : 17,400 3,100 2,900 0 0 2,000 19,550 150 1,150 750 350 : : : : Changes from: September 17, 2024 : : 4,825 1,600 -700 0 0 700 3,625 -300 -200 -650 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 12.9 12.1 0.0 0.0 8.4 81.6 0.6 4.8 3.1 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 4 . 0 0 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 136,119 : : Positions : : 65,455 101,594 31,168 8,461 12,331 17,890 2,463 2,414 2,375 4,439 3,679 : : : : Changes from: September 17, 2024 : : -574 -686 450 -200 -100 0 462 0 -75 200 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 74.6 22.9 6.2 9.1 13.1 1.8 1.8 1.7 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 20 . . 6 . 4 4 . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 26,221 : : Positions : : 18,554 22,315 5,791 50 922 0 71 379 150 2,215 210 : : : : Changes from: September 17, 2024 : : 576 646 -5 0 0 0 0 0 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 85.1 22.1 0.2 3.5 0.0 0.3 1.4 0.6 8.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 37,390 : : Positions : : 27,836 22,412 2,655 799 3,673 2,425 1,429 0 0 8,372 105 : : : : Changes from: September 17, 2024 : : 377 -257 208 -20 163 25 90 0 0 797 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 59.9 7.1 2.1 9.8 6.5 3.8 0.0 0.0 22.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 27,383 : : Positions : : 19,212 14,925 3,194 8,991 586 0 615 25 3,807 1,108 90 : : : : Changes from: September 17, 2024 : : 487 624 0 225 0 0 -25 25 310 -25 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 54.5 11.7 32.8 2.1 0.0 2.2 0.1 13.9 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 . 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 29,599 : : Positions : : 20,404 18,324 2,972 6,410 1,634 0 1,453 25 4,123 743 0 : : : : Changes from: September 17, 2024 : : 849 944 0 225 0 0 -25 25 276 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 61.9 10.0 21.7 5.5 0.0 4.9 0.1 13.9 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 . 4 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 75,868 : : Positions : : 58,041 57,891 11,637 6,446 1,681 298 3,862 277 1,122 2,696 2,601 : : : : Changes from: September 17, 2024 : : 423 847 -146 -10 -20 -100 157 100 410 -298 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 76.3 15.3 8.5 2.2 0.4 5.1 0.4 1.5 3.6 3.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 27 5 . 6 . 4 . . 9 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 103,287 : : Positions : : 77,034 78,281 12,282 5,751 2,705 1,233 5,907 3,682 2,234 2,658 3,802 : : : : Changes from: September 17, 2024 : : 1,229 712 77 20 -62 138 142 158 -405 173 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 75.8 11.9 5.6 2.6 1.2 5.7 3.6 2.2 2.6 3.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 27 29 6 . 7 . 12 8 7 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 41,232 : : Positions : : 18,170 30,806 20,072 2,148 540 325 4,060 1,900 0 1,632 98 : : : : Changes from: September 17, 2024 : : 587 -514 646 5 0 70 1,619 -70 0 220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 74.7 48.7 5.2 1.3 0.8 9.8 4.6 0.0 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 16 . 4 . 4 . 5 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 41,931 : : Positions : : 19,181 30,284 20,326 1,395 1,357 365 7,616 660 0 542 25 : : : : Changes from: September 17, 2024 : : 305 132 460 0 0 340 898 35 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 72.2 48.5 3.3 3.2 0.9 18.2 1.6 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 10 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 60,172 : : Positions : : 25,866 39,116 4,657 13,915 1,024 26,237 295 656 75 4,178 720 : : : : Changes from: September 17, 2024 : : -390 -260 0 -290 0 0 0 0 0 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 65.0 7.7 23.1 1.7 43.6 0.5 1.1 0.1 6.9 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 18 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 58,224 : : Positions : : 41,298 36,645 6,561 14,837 2,672 4,048 1,427 404 1,294 1,222 701 : : : : Changes from: September 17, 2024 : : 444 -549 50 12 -13 0 101 -1 69 997 -439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 62.9 11.3 25.5 4.6 7.0 2.5 0.7 2.2 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 . 4 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 10,071 : : Positions : : 5,956 7,997 2,293 867 1,173 0 0 0 0 0 0 : : : : Changes from: September 17, 2024 : : -90 41 0 43 -19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 79.4 22.8 8.6 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 8,548 : : Positions : : 4,976 6,235 1,845 1,129 984 50 0 0 0 0 0 : : : : Changes from: September 17, 2024 : : -60 114 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 72.9 21.6 13.2 11.5 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 35,162 : : Positions : : 27,295 30,646 3,330 1,880 1,618 1,345 56 310 374 45 248 : : : : Changes from: September 17, 2024 : : 773 870 74 0 70 45 0 0 2 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 87.2 9.5 5.3 4.6 3.8 0.2 0.9 1.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 31,469 : : Positions : : 22,867 26,803 3,098 1,336 1,511 2,776 0 300 0 181 446 : : : : Changes from: September 17, 2024 : : 330 353 -19 0 0 120 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 85.2 9.8 4.2 4.8 8.8 0.0 1.0 0.0 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 27,474 : : Positions : : 21,362 14,376 2,981 7,159 1,629 680 1,463 347 155 2,161 51 : : : : Changes from: September 17, 2024 : : 39 -89 0 220 -15 4 -69 0 50 79 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 52.3 10.9 26.1 5.9 2.5 5.3 1.3 0.6 7.9 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . 4 5 . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 21,848 : : Positions : : 16,440 13,469 2,707 5,689 1,236 375 233 132 160 750 90 : : : : Changes from: September 17, 2024 : : -175 -114 15 100 -50 105 48 12 15 -52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 61.6 12.4 26.0 5.7 1.7 1.1 0.6 0.7 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 13,937 : : Positions : : 5,795 10,136 4,525 1,578 2,034 1,133 0 115 255 35 0 : : : : Changes from: September 17, 2024 : : 219 623 160 10 22 189 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 72.7 32.5 11.3 14.6 8.1 0.0 0.8 1.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 4 . . 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 9,795 : : Positions : : 3,859 9,447 4,996 0 315 305 0 25 25 0 0 : : : : Changes from: September 17, 2024 : : 105 675 228 0 0 305 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 96.4 51.0 0.0 3.2 3.1 0.0 0.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 5 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 10,807 : : Positions : : 8,299 5,800 1,431 3,305 670 0 726 0 40 0 0 : : : : Changes from: September 17, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 53.7 13.2 30.6 6.2 0.0 6.7 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 10,142 : : Positions : : 6,325 6,000 2,780 2,625 630 0 581 0 40 0 0 : : : : Changes from: September 17, 2024 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 59.2 27.4 25.9 6.2 0.0 5.7 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 28,524 : : Positions : : 15,999 9,775 11,076 18,429 240 0 0 0 1,030 0 0 : : : : Changes from: September 17, 2024 : : 71 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 34.3 38.8 64.6 0.8 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 7 4 4 . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 29,258 : : Positions : : 16,133 9,842 11,661 19,169 240 0 0 0 1,060 0 0 : : : : Changes from: September 17, 2024 : : 150 123 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 33.6 39.9 65.5 0.8 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 8 4 4 . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 81,057 : : Positions : : 46,687 52,700 13,365 9,509 2,134 1,742 3,483 789 14,505 9,829 1,715 : : : : Changes from: September 17, 2024 : : 1,729 -810 -85 1,856 -700 -41 0 1 -62 531 989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 65.0 16.5 11.7 2.6 2.1 4.3 1.0 17.9 12.1 2.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 28 27 4 7 8 4 . . . 11 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 88,998 : : Positions : : 48,022 55,101 13,678 11,919 2,568 2,063 4,261 1,588 18,237 10,431 2,428 : : : : Changes from: September 17, 2024 : : 692 -1,237 -264 2,158 -585 -160 -108 94 1,262 732 1,034 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 61.9 15.4 13.4 2.9 2.3 4.8 1.8 20.5 11.7 2.7 : : : : Number of Traders in Each Category Total Traders: 74 : : 28 32 4 7 8 . 4 . 4 12 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 561,156 : : Positions : : 227,669 292,913 8,287 39,089 60,944 48,037 16,320 59,427 67,813 2,992 88,266 : : : : Changes from: September 17, 2024 : : 11,786 20,913 670 979 2,169 -6,194 650 3,520 10,586 -5,696 1,485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 52.2 1.5 7.0 10.9 8.6 2.9 10.6 12.1 0.5 15.7 : : : : Number of Traders in Each Category Total Traders: 126 : : 44 43 5 8 12 16 20 21 23 6 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 8,828 : : Positions : : 7,069 3,766 0 3,518 531 0 775 0 667 0 0 : : : : Changes from: September 17, 2024 : : -25 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 42.7 0.0 39.9 6.0 0.0 8.8 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 0 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 8,407 : : Positions : : 7,046 3,591 74 3,425 539 0 625 25 442 0 0 : : : : Changes from: September 17, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 42.7 0.9 40.7 6.4 0.0 7.4 0.3 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 20,590 : : Positions : : 5,575 11,730 1,275 150 250 8,595 935 1,135 2,825 5,485 340 : : : : Changes from: September 17, 2024 : : -1,625 -2,935 1,210 -215 -730 -5,550 275 -5 -530 -3,380 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 57.0 6.2 0.7 1.2 41.7 4.5 5.5 13.7 26.6 1.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 19 29 . . . 4 . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 81,189 : : Positions : : 55,421 51,108 10,808 9,089 4,579 2,296 2,915 2,745 1,115 6,645 3,968 : : : : Changes from: September 17, 2024 : : 1,519 879 1,285 690 -175 -100 359 -5 -1,068 -383 581 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 62.9 13.3 11.2 5.6 2.8 3.6 3.4 1.4 8.2 4.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 25 4 . 4 4 . 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 82,526 : : Positions : : 45,325 59,523 8,203 3,051 8,015 6,803 1,552 2,873 7,310 4,055 3,297 : : : : Changes from: September 17, 2024 : : 1,588 1,672 -295 -350 1,658 760 150 452 -888 -300 650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 72.1 9.9 3.7 9.7 8.2 1.9 3.5 8.9 4.9 4.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 20 . . 5 5 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 20,075 : : Positions : : 13,085 14,130 2,200 2,705 640 1,800 2,400 0 2,350 0 0 : : : : Changes from: September 17, 2024 : : 525 1,500 0 -75 0 0 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 70.4 11.0 13.5 3.2 9.0 12.0 0.0 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 81,866 : : Positions : : 51,323 57,382 10,201 13,442 934 0 30 0 10,205 1,039 640 : : : : Changes from: September 17, 2024 : : 245 -615 0 670 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 70.1 12.5 16.4 1.1 0.0 0.0 0.0 12.5 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . 4 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 77,064 : : Positions : : 50,582 52,968 7,951 13,134 520 5 0 30 8,285 850 1,340 : : : : Changes from: September 17, 2024 : : 920 190 50 540 -90 0 0 0 -240 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 68.7 10.3 17.0 0.7 0.0 0.0 0.0 10.8 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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.AMIL.BGS6_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ATW Open Interest is 13,458 : : Positions : : 12,493 8,648 0 3,025 130 0 385 0 0 415 0 : : : : Changes from: September 17, 2024 : : 0 75 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 64.3 0.0 22.5 1.0 0.0 2.9 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 5 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 27,181 : : Positions : : 15,150 17,916 600 1,740 2,035 460 0 0 3,590 0 310 : : : : Changes from: September 17, 2024 : : 625 350 0 375 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 65.9 2.2 6.4 7.5 1.7 0.0 0.0 13.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 25,182 : : Positions : : 14,575 15,851 0 2,015 2,340 460 0 0 3,140 0 365 : : : : Changes from: September 17, 2024 : : 745 380 0 415 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 62.9 0.0 8.0 9.3 1.8 0.0 0.0 12.5 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 25,310 : : Positions : : 14,604 18,335 885 6,610 180 700 100 0 8,661 0 0 : : : : Changes from: September 17, 2024 : : 0 0 50 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 72.4 3.5 26.1 0.7 2.8 0.4 0.0 34.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 42,996 : : Positions : : 26,213 22,728 11,775 212 2,881 150 310 50 0 15,078 85 : : : : Changes from: September 17, 2024 : : -352 198 145 -180 193 50 0 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 52.9 27.4 0.5 6.7 0.3 0.7 0.1 0.0 35.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 41,398 : : Positions : : 25,741 19,595 10,188 485 3,129 15 110 65 0 15,779 438 : : : : Changes from: September 17, 2024 : : -620 30 -20 -370 391 15 0 15 0 -250 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 47.3 24.6 1.2 7.6 0.0 0.3 0.2 0.0 38.1 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 5 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17,731 : : Positions : : 14,167 11,748 530 2,826 1,684 0 0 0 0 65 0 : : : : Changes from: September 17, 2024 : : 700 220 -360 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 66.3 3.0 15.9 9.5 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17,669 : : Positions : : 13,746 11,852 865 2,622 1,766 0 0 0 0 65 0 : : : : Changes from: September 17, 2024 : : 720 240 -360 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 67.1 4.9 14.8 10.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 33,916 : : Positions : : 16,119 26,733 6,842 3,048 336 0 390 235 7,141 0 1,711 : : : : Changes from: September 17, 2024 : : -434 481 840 0 38 0 0 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 78.8 20.2 9.0 1.0 0.0 1.1 0.7 21.1 0.0 5.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 4 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 33,601 : : Positions : : 13,911 28,388 8,017 2,848 261 0 590 120 9,964 0 234 : : : : Changes from: September 17, 2024 : : -31 834 840 0 18 0 0 0 25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 84.5 23.9 8.5 0.8 0.0 1.8 0.4 29.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 96,781 : : Positions : : 47,488 34,999 30,149 29,307 4,775 800 3,777 515 110 10,355 2,406 : : : : Changes from: September 17, 2024 : : 270 95 0 200 0 0 0 0 0 -25 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 36.2 31.2 30.3 4.9 0.8 3.9 0.5 0.1 10.7 2.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 17 4 4 5 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 97,208 : : Positions : : 48,137 33,968 29,369 31,087 4,965 800 3,715 515 388 9,795 2,241 : : : : Changes from: September 17, 2024 : : 305 105 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 34.9 30.2 32.0 5.1 0.8 3.8 0.5 0.4 10.1 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 17 5 . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 32,982 : : Positions : : 23,423 28,760 2,295 0 1,295 230 0 0 3,090 625 882 : : : : Changes from: September 17, 2024 : : 250 400 0 0 0 0 0 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 87.2 7.0 0.0 3.9 0.7 0.0 0.0 9.4 1.9 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 4 0 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 31,843 : : Positions : : 22,230 27,165 2,240 0 1,270 230 0 0 2,640 625 882 : : : : Changes from: September 17, 2024 : : 250 400 0 0 0 0 0 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 85.3 7.0 0.0 4.0 0.7 0.0 0.0 8.3 2.0 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 4 0 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 23,728 : : Positions : : 16,690 7,910 220 8,980 2,775 450 1,680 280 1,145 0 0 : : : : Changes from: September 17, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 33.3 0.9 37.8 11.7 1.9 7.1 1.2 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . 4 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 23,423 : : Positions : : 16,500 8,390 220 7,725 2,965 0 1,770 355 1,100 0 0 : : : : Changes from: September 17, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 35.8 0.9 33.0 12.7 0.0 7.6 1.5 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 32,700 : : Positions : : 23,949 20,125 304 10,150 672 825 0 0 3,845 0 758 : : : : Changes from: September 17, 2024 : : 184 64 0 70 0 0 0 0 -50 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 61.5 0.9 31.0 2.1 2.5 0.0 0.0 11.8 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . 5 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 28,380 : : Positions : : 20,564 15,796 280 10,960 467 825 0 0 3,735 0 578 : : : : Changes from: September 17, 2024 : : 200 80 0 70 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 55.7 1.0 38.6 1.6 2.9 0.0 0.0 13.2 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 5 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 41,759 : : Positions : : 17,967 27,675 15,835 9,455 1,590 250 0 0 3,730 150 0 : : : : Changes from: September 17, 2024 : : 1,685 1,920 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 66.3 37.9 22.6 3.8 0.6 0.0 0.0 8.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 . 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 38,605 : : Positions : : 15,584 25,325 16,285 8,240 1,660 340 0 0 2,245 100 0 : : : : Changes from: September 17, 2024 : : 1,700 1,875 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 65.6 42.2 21.3 4.3 0.9 0.0 0.0 5.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 147,579 : : Positions : : 100,234 111,851 10,433 13,983 3,868 645 280 1,135 15,468 715 2,416 : : : : Changes from: September 17, 2024 : : -180 3,485 -645 1,235 495 75 0 0 5,470 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 75.8 7.1 9.5 2.6 0.4 0.2 0.8 10.5 0.5 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 16 . . 4 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 143,059 : : Positions : : 96,943 106,767 10,608 14,489 3,556 345 1,530 440 15,410 615 2,564 : : : : Changes from: September 17, 2024 : : -330 3,710 -645 1,285 455 75 0 0 5,895 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 74.6 7.4 10.1 2.5 0.2 1.1 0.3 10.8 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 16 . . 4 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 28,818 : : Positions : : 24,745 13,761 918 12,005 1,402 0 50 0 200 237 333 : : : : Changes from: September 17, 2024 : : 0 -260 -60 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 47.8 3.2 41.7 4.9 0.0 0.2 0.0 0.7 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 28,753 : : Positions : : 25,025 13,811 875 12,152 1,335 0 50 0 200 257 333 : : : : Changes from: September 17, 2024 : : 0 -260 -60 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 48.0 3.0 42.3 4.6 0.0 0.2 0.0 0.7 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . 5 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 56,249 : : Positions : : 44,444 28,404 6,101 18,303 2,254 700 0 0 725 5,795 155 : : : : Changes from: September 17, 2024 : : 1,605 2,100 800 -40 75 -50 0 0 0 620 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 50.5 10.8 32.5 4.0 1.2 0.0 0.0 1.3 10.3 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 12 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 56,565 : : Positions : : 44,973 28,600 5,715 18,399 2,487 700 0 0 725 5,649 242 : : : : Changes from: September 17, 2024 : : 1,800 2,295 800 -40 75 -50 0 0 0 620 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 50.6 10.1 32.5 4.4 1.2 0.0 0.0 1.3 10.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 11 . 6 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 83,096 : : Positions : : 51,059 54,482 11,517 12,359 2,728 1,780 1,265 0 8,335 5,040 438 : : : : Changes from: September 17, 2024 : : -340 1,070 2,795 800 170 0 -50 0 -25 610 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 65.6 13.9 14.9 3.3 2.1 1.5 0.0 10.0 6.1 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 14 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 77,405 : : Positions : : 48,180 49,783 9,429 11,300 2,743 1,730 1,440 10 7,449 4,720 455 : : : : Changes from: September 17, 2024 : : -384 851 2,795 975 -240 0 -50 0 -25 610 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 64.3 12.2 14.6 3.5 2.2 1.9 0.0 9.6 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 13 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 266,182 : : Positions : : 166,872 132,910 20,211 23,617 8,402 2,115 4,415 1,375 807 29,013 12,310 : : : : Changes from: September 17, 2024 : : 4,985 -2,071 95 2,005 -48 0 75 0 190 4,985 -585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 49.9 7.6 8.9 3.2 0.8 1.7 0.5 0.3 10.9 4.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 27 27 . 5 5 . 4 4 . 9 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 256,713 : : Positions : : 159,696 131,165 17,797 19,086 9,372 3,540 3,575 1,420 379 27,812 12,348 : : : : Changes from: September 17, 2024 : : 3,905 -2,680 -550 895 322 0 75 0 95 5,160 -473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 51.1 6.9 7.4 3.7 1.4 1.4 0.6 0.1 10.8 4.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 28 28 4 4 7 . 4 . . 9 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 31,685 : : Positions : : 25,770 10,630 530 5,600 1,936 85 0 0 0 10,335 0 : : : : Changes from: September 17, 2024 : : -6 -146 0 150 -76 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 33.5 1.7 17.7 6.1 0.3 0.0 0.0 0.0 32.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJZ Open Interest is 30,092 : : Positions : : 24,801 12,004 1,669 5,046 1,937 40 0 0 0 9,700 150 : : : : Changes from: September 17, 2024 : : -425 -365 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 39.9 5.5 16.8 6.4 0.1 0.0 0.0 0.0 32.2 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 5 . 4 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2024 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 59,887 : : Positions : : 39,232 37,404 3,424 9,984 5,119 450 953 447 5,095 0 550 : : : : Changes from: September 17, 2024 : : 3,045 2,620 195 0 5 -125 475 125 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 62.5 5.7 16.7 8.5 0.8 1.6 0.7 8.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . 6 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 60,519 : : Positions : : 38,037 39,573 2,866 6,001 7,573 450 925 450 4,926 0 498 : : : : Changes from: September 17, 2024 : : 2,745 2,345 200 0 0 -75 525 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 65.4 4.7 9.9 12.5 0.7 1.5 0.7 8.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 . 6 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 45,922 : : Positions : : 24,900 39,535 16,995 335 1,377 0 1,400 0 15 450 105 : : : : Changes from: September 17, 2024 : : 2,320 2,755 -300 0 0 0 0 0 15 -900 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 86.1 37.0 0.7 3.0 0.0 3.0 0.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 5 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 45,250 : : Positions : : 25,456 39,295 15,239 80 1,315 0 1,540 0 150 0 0 : : : : Changes from: September 17, 2024 : : 380 920 -300 0 85 0 0 0 -150 -750 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 86.8 33.7 0.2 2.9 0.0 3.4 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 5 . 5 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 232,271 : : Positions : : 124,764 138,290 23,202 18,854 22,629 2,540 0 960 11,375 4,877 11,304 : : : : Changes from: September 17, 2024 : : 4,984 3,969 730 2,390 -2,116 450 0 100 -75 -270 163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 59.5 10.0 8.1 9.7 1.1 0.0 0.4 4.9 2.1 4.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 28 . 7 7 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 210,478 : : Positions : : 106,143 135,591 26,127 15,156 19,090 3,730 0 400 19,602 5,089 8,258 : : : : Changes from: September 17, 2024 : : 6,382 3,867 -2,260 -350 805 550 0 -130 -805 350 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 64.4 12.4 7.2 9.1 1.8 0.0 0.2 9.3 2.4 3.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 28 . 6 8 4 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 86,234 : : Positions : : 64,595 49,517 50 17,094 6,485 400 0 0 2,400 914 89 : : : : Changes from: September 17, 2024 : : 183 -1,135 0 1,320 -150 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 57.4 0.1 19.8 7.5 0.5 0.0 0.0 2.8 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 5 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 82,507 : : Positions : : 65,132 52,553 50 12,629 6,475 400 0 0 0 300 0 : : : : Changes from: September 17, 2024 : : 10 -410 0 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 63.7 0.1 15.3 7.8 0.5 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . 5 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 7,117 : : Positions : : 4,919 2,720 485 3,657 440 940 0 0 0 0 0 : : : : Changes from: September 17, 2024 : : 0 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 38.2 6.8 51.4 6.2 13.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 16,390 : : Positions : : 10,516 9,790 2,140 1,485 1,215 1,345 0 300 0 2,520 840 : : : : Changes from: September 17, 2024 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 59.7 13.1 9.1 7.4 8.2 0.0 1.8 0.0 15.4 5.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 . . . . 0 . 0 5 . : ----------------------------------------------------------------------------------------------------------------
Updated September 27, 2024